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BC vs DCH: Correlation

Brunswick Corporation (BC) and Dauch Corporation (DCH) show a strong relationship: their 3-year correlation of weekly returns is 0.61.

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

Correlation (3Y)
0.61
strong
Correlation (1Y)
0.66
last 12 months
Correlation (5Y)
0.60
long-run
Ann. covariance
1066.3
%² · weekly, annualized

How correlated are BC and DCH?

Across a 3-year window, the weekly returns of BC and DCH correlate at 0.61, strong. The relationship has been stable: the 1-year correlation (0.66) sits close to the 3-year figure. Stretching to 5 years gives 0.60, with an annualized covariance of 1066.3 %².

Among the 58 assets we track against BC, DCH ranks #17 by 3-year correlation. Correlation aside, the last 12 months split them widely, with BC ahead by 16.5 points (+21.7% versus +5.2%).

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.

BC vs DCH: side by side

BC (Brunswick Corporation)DCH (Dauch Corporation)
1-year return+21.7%+5.2%
5-year return-15.3%-28.5%
Volatility (ann.)35.8%48.5%
Beta vs S&P 5001.221.58
Max drawdown (3Y)-56.5%-65.3%
Market cap$5.0B$1.5B
P/E (trailing)
Dividend yield2.18%0.00%
Sector / categoryUS ListedUS Listed
Higher yield: BC 2.18% vs 0.00%Smaller drawdown: BC -56.5% vs -65.3%Higher 5y return: BC -15.3% vs -28.5%
-14%0%+45%2025-09-052026-08-27
Twelve months of weekly closes, each series rebased to 100. BC · DCH

Year-by-year returns

YearBCDCH
2022-27.1%-16.2%
2023+36.9%+12.7%
2024-31.8%-33.8%
2025+18.1%+9.9%
2026+6.2%-1.4%

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

Are BC and DCH good diversifiers for each other?

Only partially. A correlation of 0.61 means BC and DCH share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.

FAQ

What is the correlation between BC and DCH?

The BC/DCH correlation stands at 0.61 on a 3-year window (1 year: 0.66, 5 years: 0.60), computed from weekly returns as of 2026-08-27.

Is DCH a good diversifier for BC?

Only partially. A correlation of 0.61 means BC and DCH share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.

What does a correlation of 0.61 mean?

A reading of 0.61 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

JSON API · no key required
$ curl https://www.pairbook.io/api/v1/pairs/bc-vs-dch.json

BC vs DCH: 3-year weekly correlation 0.61BC vs DCH0.61

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Related comparisons

Hubs: BC correlations · DCH correlations