CIK vs VLT: Correlation
Measured on weekly returns over the past three years, Credit Suisse Asset Management Income Fund, Inc. (CIK) and Invesco High Income Trust II (VLT) carry a correlation of 0.70, a strong link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are CIK and VLT?
On 3 years of weekly data the CIK/VLT correlation comes out at 0.70, strong. Little has changed lately, as the 1-year reading of 0.75 lands near the 3-year figure. The 5-year figure is 0.74, and annualized covariance runs at 81.2 %².
VLT is one of the assets that tracks CIK most closely: it ranks #1 out of the 11 assets we track against CIK. On 12-month performance VLT holds a 8.0-point edge, -9.3% against -1.3%.
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.
CIK vs VLT: side by side
| CIK (Credit Suisse Asset Management Income Fund, Inc.) | VLT (Invesco High Income Trust II) | |
|---|---|---|
| 1-year return | -9.3% | -1.3% |
| 5-year return | +11.7% | +12.4% |
| Volatility (ann.) | 11.5% | 10.0% |
| Beta vs S&P 500 | 0.50 | 0.47 |
| Max drawdown (3Y) | -15.4% | -13.4% |
| Market cap | – | – |
| P/E (trailing) | 17.4 | 13.9 |
| Dividend yield | 11.11% | 11.52% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | CIK | VLT |
|---|---|---|
| 2022 | -19.0% | -20.9% |
| 2023 | +37.1% | +13.1% |
| 2024 | +1.2% | +17.3% |
| 2025 | +7.8% | +13.2% |
| 2026 | -8.1% | -4.9% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are CIK and VLT good diversifiers for each other?
Only partially. A correlation of 0.70 means CIK and VLT share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
FAQ
What is the correlation between CIK and VLT?
The CIK/VLT correlation stands at 0.70 on a 3-year window (1 year: 0.75, 5 years: 0.74), computed from weekly returns as of 2026-08-27.
Is VLT a good diversifier for CIK?
Only partially. A correlation of 0.70 means CIK and VLT share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
What does a correlation of 0.70 mean?
A reading of 0.70 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/cik-vs-vlt.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/cik-vs-vlt/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: CIK correlations · VLT correlations
