CHD vs PSTL: Correlation
Measured on weekly returns over the past three years, Church & Dwight (CHD) and Postal Realty Trust, Inc. (PSTL) 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 CHD and PSTL?
Across a 3-year window, the weekly returns of CHD and PSTL correlate at 0.35, moderate. The link has tightened recently: the 1-year correlation (0.45) runs above the 3-year figure (0.35). Stretching to 5 years gives 0.28, with an annualized covariance of 136.4 %².
By 3-year correlation, PSTL places #9 of the 27 assets tracked against CHD. Correlation aside, the last 12 months split them widely, with PSTL ahead by 46.3 points (+11.5% versus +57.8%).
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.
CHD vs PSTL: side by side
| CHD (Church & Dwight) | PSTL (Postal Realty Trust, Inc.) | |
|---|---|---|
| 1-year return | +11.5% | +57.8% |
| 5-year return | +30.0% | +61.4% |
| Volatility (ann.) | 17.6% | 22.1% |
| Beta vs S&P 500 | 0.07 | 0.31 |
| Max drawdown (3Y) | -27.3% | -13.6% |
| Market cap | $24.3B | $0.9B |
| P/E (trailing) | 33.0 | 44.1 |
| Dividend yield | 1.17% | 4.11% |
| Sector / category | Consumer Staples | US Listed |
Year-by-year returns
| Year | CHD | PSTL |
|---|---|---|
| 2022 | -20.4% | -22.4% |
| 2023 | +18.7% | +6.9% |
| 2024 | +12.0% | -4.1% |
| 2025 | -18.9% | +32.7% |
| 2026 | +23.2% | +50.0% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are CHD and PSTL 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 CHD and PSTL?
Using weekly returns as of 2026-08-27: 0.35 over 3 years, with 0.45 over the last year and 0.28 over 5 years.
Is PSTL a good diversifier for CHD?
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?
A reading of 0.35 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/chd-vs-pstl.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/chd-vs-pstl/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: CHD correlations · PSTL correlations
