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CHMI vs CURI: Correlation

Cherry Hill Mortgage Investment Corporation (CHMI) and CuriosityStream Inc. (CURI) show a moderate relationship: their 3-year correlation of weekly returns is 0.35.

Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology

Correlation (3Y)
0.35
moderate
Correlation (1Y)
0.39
last 12 months
Correlation (5Y)
0.32
long-run
Ann. covariance
1127.0
%² · weekly, annualized

How correlated are CHMI and CURI?

Across a 3-year window, the weekly returns of CHMI and CURI correlate at 0.35, moderate. Little has changed lately, as the 1-year reading of 0.39 lands near the 3-year figure. Stretching to 5 years gives 0.32, with an annualized covariance of 1127.0 %².

Within CHMI's tracked universe of 13 assets, CURI comes in at #7 by 3-year correlation. Their recent paths diverged sharply: over the last 12 months CHMI outperformed by 55.3 percentage points (+19.1% for CHMI against -36.2% for CURI). Risk is not evenly split, since CURI carries 2.2 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.

CHMI vs CURI: side by side

CHMI (Cherry Hill Mortgage Investment Corporation)CURI (CuriosityStream Inc.)
1-year return+19.1%-36.2%
5-year return-27.0%-75.1%
Volatility (ann.)38.1%85.7%
Beta vs S&P 5000.851.27
Max drawdown (3Y)-32.7%-61.5%
Market cap$0.1B$0.2B
P/E (trailing)13.9
Dividend yield13.65%11.78%
Sector / categoryUS ListedUS Listed
Higher yield: CHMI 13.65% vs 11.78%Smaller drawdown: CHMI -32.7% vs -61.5%Higher 5y return: CHMI -27.0% vs -75.1%
-45%0%+19%2025-09-052026-08-27
Price paths over the last 12 months, both indexed to 100 at the start (weekly closes). CHMI · CURI

Year-by-year returns

YearCHMICURI
2022-17.2%-80.8%
2023-18.9%-52.6%
2024-21.9%+198.0%
2025+14.9%+170.3%
2026+24.3%-29.1%

Calendar-year price returns; the current year is year-to-date as of the data date above.

Are CHMI and CURI good diversifiers for each other?

A fair diversifier. At 0.35, enough of each asset's movement is its own that the pair has smoothed outcomes historically.

FAQ

What is the correlation between CHMI and CURI?

As of 2026-08-27, the correlation of weekly returns between CHMI and CURI is 0.35 over 3 years, 0.39 over 1 year and 0.32 over 5 years.

Is CURI a good diversifier for CHMI?

A fair diversifier. At 0.35, enough of each asset's movement is its own that the pair has smoothed outcomes historically.

What does a correlation of 0.35 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

JSON API · no key required
$ curl https://www.pairbook.io/api/v1/pairs/chmi-vs-curi.json

CHMI vs CURI: 3-year weekly correlation 0.35CHMI vs CURI0.35

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Related comparisons

Hubs: CHMI correlations · CURI correlations