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BIAF vs DRI: Correlation

Measured on weekly returns over the past three years, bioAffinity Technologies, Inc. (BIAF) and Darden Restaurants (DRI) carry a correlation of -0.15, a negative link.

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

Correlation (3Y)
-0.15
negative
Correlation (1Y)
-0.19
last 12 months
Correlation (5Y)
-0.13
long-run
Ann. covariance
-2568.1
%² · weekly, annualized

How correlated are BIAF and DRI?

Across a 3-year window, the weekly returns of BIAF and DRI correlate at -0.15, negative, meaning they tend to move in opposite directions. The relationship has been stable: the 1-year correlation (-0.19) sits close to the 3-year figure. Stretching to 5 years gives -0.13, with an annualized covariance of -2568.1 %².

Within BIAF's tracked universe of 24 assets, DRI comes in at #14 by 3-year correlation. Their recent paths diverged sharply: over the last 12 months DRI outperformed by 37.6 percentage points (-32.0% for BIAF against +5.6% for DRI). Risk is not evenly split, since BIAF carries 27.4 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.

BIAF vs DRI: side by side

BIAF (bioAffinity Technologies, Inc.)DRI (Darden Restaurants)
1-year return-32.0%+5.6%
5-year returnn/a+66.1%
Volatility (ann.)691.4%25.2%
Beta vs S&P 500-2.100.52
Max drawdown (3Y)-99.6%-23.9%
Market cap$24.0B
P/E (trailing)21.0
Dividend yield0.00%2.74%
Sector / categoryUS ListedConsumer Discretionary
Higher yield: DRI 2.74% vs 0.00%Smaller drawdown: DRI -23.9% vs -99.6%
-94%0%+13%2025-09-052026-08-27
Both assets over the last year, indexed to 100 at the starting week. BIAF · DRI

Year-by-year returns

YearBIAFDRI
2022-4.8%
2023-8.1%+22.8%
2024-38.1%+17.7%
2025-95.7%+1.6%
2026+328.8%+17.4%

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

Are BIAF and DRI good diversifiers for each other?

Yes: at -0.15, the two have gone their own ways historically, which is what genuine diversification looks like.

FAQ

What is the correlation between BIAF and DRI?

Using weekly returns as of 2026-08-27: -0.15 over 3 years, with -0.19 over the last year and -0.13 over 5 years.

Is DRI a good diversifier for BIAF?

Yes: at -0.15, the two have gone their own ways historically, which is what genuine diversification looks like.

What does a correlation of -0.15 mean?

A reading of -0.15 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.

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BIAF vs DRI: 3-year weekly correlation -0.15BIAF vs DRI-0.15

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Related comparisons

Hubs: BIAF correlations · DRI correlations