BESS vs GDDY: Correlation
Bimergen Energy Corporation (BESS) and GoDaddy (GDDY) show a negative relationship: their 3-year correlation of weekly returns is -0.24.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are BESS and GDDY?
Across a 3-year window, the weekly returns of BESS and GDDY correlate at -0.24, negative, meaning they tend to move in opposite directions. The link has tightened recently: the 1-year correlation (-0.02) runs above the 3-year figure (-0.24). Stretching to 5 years gives -0.19, with an annualized covariance of -41983.9 %².
By 3-year correlation, GDDY places #35 of the 51 assets tracked against BESS. The last year tells two different stories: GDDY led by 16.0 percentage points, -50.4% for BESS against -34.4% for GDDY. Risk is not evenly split, since BESS carries 153.0 times the volatility of the other side.
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.
BESS vs GDDY: side by side
| BESS (Bimergen Energy Corporation) | GDDY (GoDaddy) | |
|---|---|---|
| 1-year return | -50.4% | -34.4% |
| 5-year return | -87.7% | +32.1% |
| Volatility (ann.) | 5140.2% | 33.6% |
| Beta vs S&P 500 | 17.01 | 0.93 |
| Max drawdown (3Y) | -99.5% | -65.0% |
| Market cap | – | $12.3B |
| P/E (trailing) | – | 14.4 |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | Information Technology |
Year-by-year returns
| Year | BESS | GDDY |
|---|---|---|
| 2022 | -30.0% | -11.8% |
| 2023 | -14.3% | +41.9% |
| 2024 | +16.7% | +85.9% |
| 2025 | +7.1% | -37.1% |
| 2026 | -70.5% | -21.8% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are BESS and GDDY good diversifiers for each other?
By historical standards, yes. A correlation of -0.24 means the two rarely move for the same reasons.
FAQ
What is the correlation between BESS and GDDY?
Using weekly returns as of 2026-08-27: -0.24 over 3 years, with -0.02 over the last year and -0.19 over 5 years.
Is GDDY a good diversifier for BESS?
By historical standards, yes. A correlation of -0.24 means the two rarely move for the same reasons.
What does a correlation of -0.24 mean?
On the −1 to +1 scale, -0.24 describes how much the two returns move together: +1 is lockstep, 0 is independence, negative values mean opposite directions. It says nothing about which performed better.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/bess-vs-gddy.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/bess-vs-gddy/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: BESS correlations · GDDY correlations
