AUC vs DRI: Correlation
How closely do ATIF Holdings Limited (AUC) and Darden Restaurants (DRI) trade together? Their weekly returns over three years give a correlation of -0.18, which is negative.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are AUC and DRI?
On 3 years of weekly data the AUC/DRI correlation comes out at -0.18, negative, meaning they tend to move in opposite directions. The past 12 months show a tighter link (-0.06) than the 3-year average (-0.18). The 5-year figure is -0.13, and annualized covariance runs at -503.2 %².
Among the 24 assets we track against AUC, DRI ranks #15 by 3-year correlation. On 12-month performance AUC holds a 11.6-point edge, +17.2% against +5.6%. Note the risk asymmetry: AUC runs 4.3 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.
AUC vs DRI: side by side
| AUC (ATIF Holdings Limited) | DRI (Darden Restaurants) | |
|---|---|---|
| 1-year return | +17.2% | +5.6% |
| 5-year return | -88.8% | +66.1% |
| Volatility (ann.) | 108.2% | 25.2% |
| Beta vs S&P 500 | -0.39 | 0.52 |
| Max drawdown (3Y) | -88.5% | -23.9% |
| Market cap | $0.1B | $24.0B |
| P/E (trailing) | – | 21.0 |
| Dividend yield | 0.00% | 2.74% |
| Sector / category | US Listed | Consumer Discretionary |
Year-by-year returns
| Year | AUC | DRI |
|---|---|---|
| 2022 | -30.4% | -4.8% |
| 2023 | -53.3% | +22.8% |
| 2024 | +2.5% | +17.7% |
| 2025 | -70.6% | +1.6% |
| 2026 | +19.9% | +17.4% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are AUC and DRI good diversifiers for each other?
Yes: at -0.18, the two have gone their own ways historically, which is what genuine diversification looks like.
FAQ
What is the correlation between AUC and DRI?
The AUC/DRI correlation stands at -0.18 on a 3-year window (1 year: -0.06, 5 years: -0.13), computed from weekly returns as of 2026-08-27.
Is DRI a good diversifier for AUC?
Yes: at -0.18, the two have gone their own ways historically, which is what genuine diversification looks like.
What does a correlation of -0.18 mean?
A reading of -0.18 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
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Related comparisons
Hubs: AUC correlations · DRI correlations
