CCZ vs TII: Correlation
Measured on weekly returns over the past three years, Comcast Holdings ZONES (CCZ) and Titan Mining Corporation (TII) carry a correlation of -0.27, a negative link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are CCZ and TII?
Over the past 3 years, CCZ and TII moved with a correlation of -0.27, which is negative, meaning they tend to move in opposite directions. The link has tightened recently: the 1-year correlation (0.09) runs above the 3-year figure (-0.27). Over 5 years the correlation is -0.04, and the annualized covariance of weekly returns is -560.9 %².
TII is close to the least connected end of CCZ's tracked universe, ranking #8 of 10. Their recent paths diverged sharply: over the last 12 months TII outperformed by 93.7 percentage points (+12.4% for CCZ against +106.1% for TII). Note the risk asymmetry: TII runs 4.3 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.
CCZ vs TII: side by side
| CCZ (Comcast Holdings ZONES) | TII (Titan Mining Corporation) | |
|---|---|---|
| 1-year return | +12.4% | +106.1% |
| 5-year return | +24.7% | +633.2% |
| Volatility (ann.) | 21.9% | 94.7% |
| Beta vs S&P 500 | 0.35 | 0.43 |
| Max drawdown (3Y) | -16.3% | -63.6% |
| Market cap | – | $0.3B |
| P/E (trailing) | – | – |
| Dividend yield | – | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | CCZ | TII |
|---|---|---|
| 2022 | -8.9% | -15.7% |
| 2023 | +3.8% | -25.1% |
| 2024 | +10.6% | -19.3% |
| 2025 | +1.3% | +826.4% |
| 2026 | +12.3% | -3.4% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are CCZ and TII good diversifiers for each other?
By historical standards, yes. A correlation of -0.27 means the two rarely move for the same reasons.
FAQ
What is the correlation between CCZ and TII?
As of 2026-08-27, the correlation of weekly returns between CCZ and TII is -0.27 over 3 years, 0.09 over 1 year and -0.04 over 5 years.
Is TII a good diversifier for CCZ?
By historical standards, yes. A correlation of -0.27 means the two rarely move for the same reasons.
What does a correlation of -0.27 mean?
A reading of -0.27 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/ccz-vs-tii.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/ccz-vs-tii/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: CCZ correlations · TII correlations
