BBAR vs INTS: Correlation
Banco BBVA Argentina S.A. (BBAR) and Intensity Therapeutics, Inc. (INTS) show a moderate relationship: their 3-year correlation of weekly returns is 0.35.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are BBAR and INTS?
Over the past 3 years, BBAR and INTS moved with a correlation of 0.35, which is moderate. Lately the two have moved closer together, with the 1-year correlation at 0.66 versus 0.35 over 3 years. Over 5 years the correlation is n/a, and the annualized covariance of weekly returns is 4250.1 %².
By 3-year correlation, INTS places #7 of the 17 assets tracked against BBAR. The last year tells two different stories: BBAR led by 64.0 percentage points, +20.6% for BBAR against -43.4% for INTS. One caveat on sizing: INTS is 2.5 times as volatile as the other leg, so an equal-dollar split is far from equal-risk.
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.
BBAR vs INTS: side by side
| BBAR (Banco BBVA Argentina S.A.) | INTS (Intensity Therapeutics, Inc.) | |
|---|---|---|
| 1-year return | +20.6% | -43.4% |
| 5-year return | +356.0% | n/a |
| Volatility (ann.) | 70.3% | 173.1% |
| Beta vs S&P 500 | 1.06 | 0.52 |
| Max drawdown (3Y) | -66.3% | -98.5% |
| Market cap | $3.0B | – |
| P/E (trailing) | 15.9 | – |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | BBAR | INTS |
|---|---|---|
| 2022 | +34.6% | – |
| 2023 | +47.3% | – |
| 2024 | +315.7% | -79.5% |
| 2025 | -5.2% | -76.7% |
| 2026 | -17.7% | -58.3% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are BBAR and INTS good diversifiers for each other?
Reasonably. At 0.35, BBAR and INTS keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
FAQ
What is the correlation between BBAR and INTS?
Using weekly returns as of 2026-08-27: 0.35 over 3 years, with 0.66 over the last year and n/a over 5 years.
Is INTS a good diversifier for BBAR?
Reasonably. At 0.35, BBAR and INTS keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
What does a correlation of 0.35 mean?
A reading of 0.35 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/bbar-vs-ints.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/bbar-vs-ints/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: BBAR correlations · INTS correlations
