AIIO vs CSCO: Correlation
Measured on weekly returns over the past three years, Robo.ai Inc. - Class B (AIIO) and Cisco (CSCO) carry a correlation of 0.39, a moderate link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are AIIO and CSCO?
Over the past 3 years, AIIO and CSCO moved with a correlation of 0.39, which is moderate. The link has tightened recently: the 1-year correlation (0.55) runs above the 3-year figure (0.39). Over 5 years the correlation is 0.32, and the annualized covariance of weekly returns is 2914.1 %².
By 3-year correlation, CSCO places #6 of the 35 assets tracked against AIIO. Their recent paths diverged sharply: over the last 12 months CSCO outperformed by 158.6 percentage points (-91.3% for AIIO against +67.3% for CSCO). Note the risk asymmetry: AIIO runs 10.6 times the annualized volatility of the other leg, so equal-weighting the two is not an equal-risk position.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
AIIO vs CSCO: side by side
| AIIO (Robo.ai Inc. - Class B) | CSCO (Cisco) | |
|---|---|---|
| 1-year return | -91.3% | +67.3% |
| 5-year return | -98.8% | +118.1% |
| Volatility (ann.) | 280.6% | 26.4% |
| Beta vs S&P 500 | 0.74 | 0.84 |
| Max drawdown (3Y) | -99.7% | -20.2% |
| Market cap | $0.4B | $442.0B |
| P/E (trailing) | – | 33.8 |
| Dividend yield | 0.00% | 1.48% |
| Sector / category | US Listed | Information Technology |
Year-by-year returns
| Year | AIIO | CSCO |
|---|---|---|
| 2022 | -9.2% | -22.5% |
| 2023 | -27.5% | +9.3% |
| 2024 | -91.0% | +21.0% |
| 2025 | -56.6% | +33.5% |
| 2026 | -61.3% | +47.7% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are AIIO and CSCO good diversifiers for each other?
Yes, to a useful degree: a correlation of 0.39 leaves real independence between the two, which historically damped combined volatility.
FAQ
What is the correlation between AIIO and CSCO?
As of 2026-08-27, the correlation of weekly returns between AIIO and CSCO is 0.39 over 3 years, 0.55 over 1 year and 0.32 over 5 years.
Is CSCO a good diversifier for AIIO?
Yes, to a useful degree: a correlation of 0.39 leaves real independence between the two, which historically damped combined volatility.
What does a correlation of 0.39 mean?
On the −1 to +1 scale, 0.39 describes how much the two returns move together: +1 is lockstep, 0 is independence, negative values mean opposite directions. It says nothing about which performed better.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/aiio-vs-csco.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/aiio-vs-csco/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: AIIO correlations · CSCO correlations
