CCEL vs TLT: Correlation
Cryo-Cell International, Inc. (CCEL) and iShares 20+ Year Treasury Bond ETF (TLT) show a weak relationship: their 3-year correlation of weekly returns is 0.27.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are CCEL and TLT?
Across a 3-year window, the weekly returns of CCEL and TLT correlate at 0.27, weak. The past 12 months show a weaker link (-0.04) than the 3-year average (0.27). Stretching to 5 years gives 0.16, with an annualized covariance of 202.3 %².
Within CCEL's tracked universe of 11 assets, TLT comes in at #5 by 3-year correlation. Twelve-month performance is nearly a tie, at -3.6% for CCEL and +0.3% for TLT. Risk is not evenly split, since CCEL carries 4.1 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.
CCEL vs TLT: side by side
| CCEL (Cryo-Cell International, Inc.) | TLT (iShares 20+ Year Treasury Bond ETF) | |
|---|---|---|
| 1-year return | -3.6% | +0.3% |
| 5-year return | -53.4% | -34.0% |
| Volatility (ann.) | 55.4% | 13.5% |
| Beta vs S&P 500 | 0.21 | 0.11 |
| Max drawdown (3Y) | -66.3% | -14.8% |
| Market cap | – | – |
| P/E (trailing) | – | – |
| Dividend yield | 0.00% | 4.75% |
| Expense ratio | – | 0.15% |
| Assets under management | – | $41.5B |
| Sector / category | US Listed | ETF · Bonds |
On the fund side, TLT sits in the Long Government category at iShares, with $41.5B under management, a 0.15% expense ratio, a 4.75% trailing dividend yield.
Year-by-year returns
| Year | CCEL | TLT |
|---|---|---|
| 2022 | -58.5% | -31.2% |
| 2023 | +35.9% | +2.8% |
| 2024 | +32.7% | -8.1% |
| 2025 | -50.6% | +4.2% |
| 2026 | +23.0% | -2.1% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are CCEL and TLT good diversifiers for each other?
Yes, to a useful degree: a correlation of 0.27 leaves real independence between the two, which historically damped combined volatility.
FAQ
What is the correlation between CCEL and TLT?
The CCEL/TLT correlation stands at 0.27 on a 3-year window (1 year: -0.04, 5 years: 0.16), computed from weekly returns as of 2026-08-27.
Is TLT a good diversifier for CCEL?
Yes, to a useful degree: a correlation of 0.27 leaves real independence between the two, which historically damped combined volatility.
What does a correlation of 0.27 mean?
On the −1 to +1 scale, 0.27 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/ccel-vs-tlt.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/ccel-vs-tlt/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: CCEL correlations · TLT correlations
