AUC vs PROK: Correlation
Measured on weekly returns over the past three years, ATIF Holdings Limited (AUC) and ProKidney Corp. - Class A (PROK) carry a correlation of 0.30, a moderate link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are AUC and PROK?
Across a 3-year window, the weekly returns of AUC and PROK correlate at 0.30, moderate. The link has loosened recently: the 1-year correlation (-0.07) runs below the 3-year figure (0.30). Stretching to 5 years gives 0.25, with an annualized covariance of 12038.7 %².
Among the 24 assets we track against AUC, PROK ranks #4 by 3-year correlation. Correlation aside, the last 12 months split them widely, with AUC ahead by 44.1 points (+17.2% versus -26.9%). Note the risk asymmetry: PROK runs 3.4 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 PROK: side by side
| AUC (ATIF Holdings Limited) | PROK (ProKidney Corp. - Class A) | |
|---|---|---|
| 1-year return | +17.2% | -26.9% |
| 5-year return | -88.8% | -81.3% |
| Volatility (ann.) | 108.2% | 368.1% |
| Beta vs S&P 500 | -0.39 | 2.21 |
| Max drawdown (3Y) | -88.5% | -94.3% |
| Market cap | $0.1B | $0.7B |
| P/E (trailing) | – | – |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | AUC | PROK |
|---|---|---|
| 2022 | -30.4% | -30.7% |
| 2023 | -53.3% | -74.1% |
| 2024 | +2.5% | -5.1% |
| 2025 | -70.6% | +32.5% |
| 2026 | +19.9% | -18.7% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are AUC and PROK good diversifiers for each other?
Reasonably. At 0.30, AUC and PROK keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
FAQ
What is the correlation between AUC and PROK?
Using weekly returns as of 2026-08-27: 0.30 over 3 years, with -0.07 over the last year and 0.25 over 5 years.
Is PROK a good diversifier for AUC?
Reasonably. At 0.30, AUC and PROK keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
What does a correlation of 0.30 mean?
A reading of 0.30 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/auc-vs-prok.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/auc-vs-prok/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: AUC correlations · PROK correlations
