CGC vs CURI: Correlation
Measured on weekly returns over the past three years, Canopy Growth Corporation (CGC) and CuriosityStream Inc. (CURI) carry a correlation of 0.35, a moderate link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are CGC and CURI?
On 3 years of weekly data the CGC/CURI correlation comes out at 0.35, moderate. Little has changed lately, as the 1-year reading of 0.25 lands near the 3-year figure. The 5-year figure is 0.34, and annualized covariance runs at 3949.6 %².
Within CGC's tracked universe of 17 assets, CURI comes in at #11 by 3-year correlation. Neither side won the trailing year by much: -33.1% against -36.2%. Risk is not evenly split, since CGC carries 1.6 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.
CGC vs CURI: side by side
| CGC (Canopy Growth Corporation) | CURI (CuriosityStream Inc.) | |
|---|---|---|
| 1-year return | -33.1% | -36.2% |
| 5-year return | -99.4% | -75.1% |
| Volatility (ann.) | 133.1% | 85.7% |
| Beta vs S&P 500 | 1.82 | 1.27 |
| Max drawdown (3Y) | -95.1% | -61.5% |
| Market cap | $0.5B | $0.2B |
| P/E (trailing) | – | – |
| Dividend yield | 0.00% | 11.78% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | CGC | CURI |
|---|---|---|
| 2022 | -73.5% | -80.8% |
| 2023 | -77.9% | -52.6% |
| 2024 | -46.4% | +198.0% |
| 2025 | -58.4% | +170.3% |
| 2026 | -11.4% | -29.1% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are CGC and CURI good diversifiers for each other?
Reasonably. At 0.35, CGC and CURI keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
FAQ
What is the correlation between CGC and CURI?
Using weekly returns as of 2026-08-27: 0.35 over 3 years, with 0.25 over the last year and 0.34 over 5 years.
Is CURI a good diversifier for CGC?
Reasonably. At 0.35, CGC and CURI keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
What does a correlation of 0.35 mean?
On the −1 to +1 scale, 0.35 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/cgc-vs-curi.json
Embed this badge (it refreshes with the data), with attribution:
[](https://www.pairbook.io/pair/cgc-vs-curi/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: CGC correlations · CURI correlations
