BRTX vs DAIO: Correlation
How closely do BioRestorative Therapies, Inc. (BRTX) and Data I/O Corporation (DAIO) trade together? Their weekly returns over three years give a correlation of 0.35, which is moderate.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are BRTX and DAIO?
Across a 3-year window, the weekly returns of BRTX and DAIO correlate at 0.35, moderate. The link has tightened recently: the 1-year correlation (0.55) runs above the 3-year figure (0.35). Stretching to 5 years gives 0.21, with an annualized covariance of 1900.8 %².
Within BRTX's tracked universe of 10 assets, DAIO comes in at #4 by 3-year correlation. Correlation aside, the last 12 months split them widely, with DAIO ahead by 86.1 points (-86.8% versus -0.7%). Note the risk asymmetry: BRTX runs 2.9 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.
BRTX vs DAIO: side by side
| BRTX (BioRestorative Therapies, Inc.) | DAIO (Data I/O Corporation) | |
|---|---|---|
| 1-year return | -86.8% | -0.7% |
| 5-year return | -98.4% | -48.4% |
| Volatility (ann.) | 125.6% | 43.6% |
| Beta vs S&P 500 | 1.27 | 0.74 |
| Max drawdown (3Y) | -95.1% | -52.9% |
| Market cap | – | – |
| P/E (trailing) | – | – |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | BRTX | DAIO |
|---|---|---|
| 2022 | -36.6% | -13.9% |
| 2023 | -36.7% | -25.9% |
| 2024 | -17.8% | -5.8% |
| 2025 | -17.8% | +14.4% |
| 2026 | -82.5% | -6.0% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are BRTX and DAIO good diversifiers for each other?
Yes, to a useful degree: a correlation of 0.35 leaves real independence between the two, which historically damped combined volatility.
FAQ
What is the correlation between BRTX and DAIO?
Using weekly returns as of 2026-08-27: 0.35 over 3 years, with 0.55 over the last year and 0.21 over 5 years.
Is DAIO a good diversifier for BRTX?
Yes, to a useful degree: a correlation of 0.35 leaves real independence between the two, which historically damped combined volatility.
What does a correlation of 0.35 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/brtx-vs-daio.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/brtx-vs-daio/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: BRTX correlations · DAIO correlations
