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
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 500 | 1.22 | 1.58 |
| Max drawdown (3Y) | -56.5% | -65.3% |
| Market cap | $5.0B | $1.5B |
| P/E (trailing) | – | – |
| Dividend yield | 2.18% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | BC | DCH |
|---|---|---|
| 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
$ curl https://www.pairbook.io/api/v1/pairs/bc-vs-dch.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/bc-vs-dch/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: BC correlations · DCH correlations