CDT vs ROL: Correlation
Measured on weekly returns over the past three years, CDT Equity Inc. (CDT) and Rollins, Inc. (ROL) carry a correlation of -0.33, a negative link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are CDT and ROL?
Across a 3-year window, the weekly returns of CDT and ROL correlate at -0.33, negative, meaning they tend to move in opposite directions. The past 12 months show a weaker link (-0.53) than the 3-year average (-0.33). Stretching to 5 years gives -0.26, with an annualized covariance of -4188.2 %².
Out of 20 assets tracked against CDT, ROL lands near the bottom at #18. The last year tells two different stories: ROL led by 63.6 percentage points, -99.3% for CDT against -35.7% for ROL. Note the risk asymmetry: CDT runs 23.5 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.
CDT vs ROL: side by side
| CDT (CDT Equity Inc.) | ROL (Rollins, Inc.) | |
|---|---|---|
| 1-year return | -99.3% | -35.7% |
| 5-year return | -100.0% | -1.8% |
| Volatility (ann.) | 546.1% | 23.2% |
| Beta vs S&P 500 | 0.29 | 0.51 |
| Max drawdown (3Y) | -100.0% | -44.6% |
| Market cap | – | $17.3B |
| P/E (trailing) | – | 32.7 |
| Dividend yield | 0.00% | 1.94% |
| Sector / category | US Listed | Industrials |
Year-by-year returns
| Year | CDT | ROL |
|---|---|---|
| 2022 | – | +8.1% |
| 2023 | -55.6% | +21.2% |
| 2024 | -98.5% | +7.6% |
| 2025 | -99.8% | +31.1% |
| 2026 | -94.1% | -39.4% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are CDT and ROL good diversifiers for each other?
Yes: at -0.33, the two have gone their own ways historically, which is what genuine diversification looks like.
FAQ
What is the correlation between CDT and ROL?
As of 2026-08-27, the correlation of weekly returns between CDT and ROL is -0.33 over 3 years, -0.53 over 1 year and -0.26 over 5 years.
Is ROL a good diversifier for CDT?
Yes: at -0.33, the two have gone their own ways historically, which is what genuine diversification looks like.
What does a correlation of -0.33 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/cdt-vs-rol.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/cdt-vs-rol/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: CDT correlations · ROL correlations
