AIIO vs GDTC: Correlation
How closely do Robo.ai Inc. - Class B (AIIO) and CytoMed Therapeutics Limited (GDTC) trade together? Their weekly returns over three years give a correlation of 0.34, which is moderate.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are AIIO and GDTC?
Across a 3-year window, the weekly returns of AIIO and GDTC correlate at 0.34, moderate. The link has tightened recently: the 1-year correlation (0.52) runs above the 3-year figure (0.34). Stretching to 5 years gives n/a, with an annualized covariance of 7195.1 %².
Within AIIO's tracked universe of 35 assets, GDTC comes in at #9 by 3-year correlation. Correlation aside, the last 12 months split them widely, with GDTC ahead by 38.6 points (-91.3% versus -52.7%). Risk is not evenly split, since AIIO carries 3.7 times the volatility of the other side.
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 GDTC: side by side
| AIIO (Robo.ai Inc. - Class B) | GDTC (CytoMed Therapeutics Limited) | |
|---|---|---|
| 1-year return | -91.3% | -52.7% |
| 5-year return | -98.8% | n/a |
| Volatility (ann.) | 280.6% | 75.2% |
| Beta vs S&P 500 | 0.74 | 0.08 |
| Max drawdown (3Y) | -99.7% | -86.1% |
| Market cap | $0.4B | – |
| P/E (trailing) | – | – |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | AIIO | GDTC |
|---|---|---|
| 2022 | -9.2% | – |
| 2023 | -27.5% | – |
| 2024 | -91.0% | -30.6% |
| 2025 | -56.6% | -60.7% |
| 2026 | -61.3% | -28.8% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are AIIO and GDTC good diversifiers for each other?
A fair diversifier. At 0.34, enough of each asset's movement is its own that the pair has smoothed outcomes historically.
FAQ
What is the correlation between AIIO and GDTC?
As of 2026-08-27, the correlation of weekly returns between AIIO and GDTC is 0.34 over 3 years, 0.52 over 1 year and n/a over 5 years.
Is GDTC a good diversifier for AIIO?
A fair diversifier. At 0.34, enough of each asset's movement is its own that the pair has smoothed outcomes historically.
What does a correlation of 0.34 mean?
A reading of 0.34 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/aiio-vs-gdtc.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/aiio-vs-gdtc/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: AIIO correlations · GDTC correlations
