BRLT vs RVT: Correlation
Brilliant Earth Group, Inc. (BRLT) and Royce Small-Cap Trust, Inc. (RVT) show a moderate relationship: their 3-year correlation of weekly returns is 0.39.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are BRLT and RVT?
Across a 3-year window, the weekly returns of BRLT and RVT correlate at 0.39, moderate. Little has changed lately, as the 1-year reading of 0.38 lands near the 3-year figure. Stretching to 5 years gives 0.43, with an annualized covariance of 501.3 %².
By 3-year correlation, RVT places #5 of the 12 assets tracked against BRLT. Their recent paths diverged sharply: over the last 12 months RVT outperformed by 81.1 percentage points (-53.7% for BRLT against +27.4% for RVT). Risk is not evenly split, since BRLT carries 3.5 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.
BRLT vs RVT: side by side
| BRLT (Brilliant Earth Group, Inc.) | RVT (Royce Small-Cap Trust, Inc.) | |
|---|---|---|
| 1-year return | -53.7% | +27.4% |
| 5-year return | -91.4% | +53.9% |
| Volatility (ann.) | 66.7% | 19.1% |
| Beta vs S&P 500 | 1.29 | 0.99 |
| Max drawdown (3Y) | -68.9% | -23.5% |
| Market cap | $0.1B | $2.3B |
| P/E (trailing) | – | 6.5 |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | BRLT | RVT |
|---|---|---|
| 2022 | -76.1% | -26.3% |
| 2023 | -13.7% | +18.8% |
| 2024 | -43.5% | +17.9% |
| 2025 | -6.3% | +11.5% |
| 2026 | -25.1% | +21.2% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are BRLT and RVT good diversifiers for each other?
Reasonably. At 0.39, BRLT and RVT keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
FAQ
What is the correlation between BRLT and RVT?
The BRLT/RVT correlation stands at 0.39 on a 3-year window (1 year: 0.38, 5 years: 0.43), computed from weekly returns as of 2026-08-27.
Is RVT a good diversifier for BRLT?
Reasonably. At 0.39, BRLT and RVT keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
What does a correlation of 0.39 mean?
A reading of 0.39 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/brlt-vs-rvt.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/brlt-vs-rvt/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: BRLT correlations · RVT correlations
