BC vs IART: Correlation
Brunswick Corporation (BC) and Integra LifeSciences Holdings Corporation (IART) show a moderate relationship: their 3-year correlation of weekly returns is 0.55.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are BC and IART?
Across a 3-year window, the weekly returns of BC and IART correlate at 0.55, moderate. Recent behaviour matches the longer record: 0.64 over 1 year against 0.55 over 3. Stretching to 5 years gives 0.49, with an annualized covariance of 1153.2 %².
By 3-year correlation, IART places #28 of the 58 assets tracked against BC. On 12-month performance BC holds a 8.4-point edge, +21.7% against +13.3%. Note the risk asymmetry: IART runs 1.6 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.
BC vs IART: side by side
| BC (Brunswick Corporation) | IART (Integra LifeSciences Holdings Corporation) | |
|---|---|---|
| 1-year return | +21.7% | +13.3% |
| 5-year return | -15.3% | -77.0% |
| Volatility (ann.) | 35.8% | 58.0% |
| Beta vs S&P 500 | 1.22 | 1.66 |
| Max drawdown (3Y) | -56.5% | -80.3% |
| Market cap | $5.0B | $1.3B |
| P/E (trailing) | – | – |
| Dividend yield | 2.18% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | BC | IART |
|---|---|---|
| 2022 | -27.1% | -16.3% |
| 2023 | +36.9% | -22.3% |
| 2024 | -31.8% | -47.9% |
| 2025 | +18.1% | -45.2% |
| 2026 | +6.2% | +35.7% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are BC and IART good diversifiers for each other?
Only partially. A correlation of 0.55 means BC and IART 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 IART?
The BC/IART correlation stands at 0.55 on a 3-year window (1 year: 0.64, 5 years: 0.49), computed from weekly returns as of 2026-08-27.
Is IART a good diversifier for BC?
Only partially. A correlation of 0.55 means BC and IART share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
What does a correlation of 0.55 mean?
Correlation ranges from −1 to +1. Values near +1 mean two assets move together, near 0 that they move independently, and negative values that they tend to move in opposite directions. It measures co-movement, not performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/bc-vs-iart.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/bc-vs-iart/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: BC correlations · IART correlations
