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AURE vs TARA: Correlation

Measured on weekly returns over the past three years, Aurelion Inc. - Class A (AURE) and Protara Therapeutics, Inc. (TARA) carry a correlation of 0.28, a weak link.

Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology

Correlation (3Y)
0.28
weak
Correlation (1Y)
0.14
last 12 months
Correlation (5Y)
n/a
long-run
Ann. covariance
2959.4
%² · weekly, annualized

How correlated are AURE and TARA?

On 3 years of weekly data the AURE/TARA correlation comes out at 0.28, weak. The past 12 months show a weaker link (0.14) than the 3-year average (0.28). The 5-year figure is n/a, and annualized covariance runs at 2959.4 %².

By 3-year correlation, TARA places #5 of the 12 assets tracked against AURE. The last year tells two different stories: TARA led by 92.0 percentage points, -68.5% for AURE against +23.5% for TARA.

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.

AURE vs TARA: side by side

AURE (Aurelion Inc. - Class A)TARA (Protara Therapeutics, Inc.)
1-year return-68.5%+23.5%
5-year returnn/a-49.9%
Volatility (ann.)112.7%93.1%
Beta vs S&P 5000.591.19
Max drawdown (3Y)-97.8%-66.5%
Market cap$0.1B$0.2B
P/E (trailing)
Dividend yield0.00%0.00%
Sector / categoryUS ListedUS Listed
Smaller drawdown: TARA -66.5% vs -97.8%
-75%0%+134%2025-09-052026-08-27
Twelve months of weekly closes, each series rebased to 100. AURE · TARA

Year-by-year returns

YearAURETARA
2022-60.3%
2023-30.0%
2024-38.1%+181.6%
2025-80.8%+0.9%
2026-35.2%-25.1%

Calendar-year price returns; the current year is year-to-date as of the data date above.

Are AURE and TARA good diversifiers for each other?

Yes, to a useful degree: a correlation of 0.28 leaves real independence between the two, which historically damped combined volatility.

FAQ

What is the correlation between AURE and TARA?

The AURE/TARA correlation stands at 0.28 on a 3-year window (1 year: 0.14, 5 years: n/a), computed from weekly returns as of 2026-08-27.

Is TARA a good diversifier for AURE?

Yes, to a useful degree: a correlation of 0.28 leaves real independence between the two, which historically damped combined volatility.

What does a correlation of 0.28 mean?

A reading of 0.28 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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AURE vs TARA: 3-year weekly correlation 0.28AURE vs TARA0.28

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Related comparisons

Hubs: AURE correlations · TARA correlations