CRH vs RVT: Correlation
How closely do CRH plc (CRH) and Royce Small-Cap Trust, Inc. (RVT) trade together? Their weekly returns over three years give a correlation of 0.65, which is strong.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are CRH and RVT?
Over the past 3 years, CRH and RVT moved with a correlation of 0.65, which is strong. Little has changed lately, as the 1-year reading of 0.67 lands near the 3-year figure. Over 5 years the correlation is 0.63, and the annualized covariance of weekly returns is 368.4 %².
Within CRH's tracked universe of 40 assets, RVT comes in at #9 by 3-year correlation. The last year tells two different stories: RVT led by 42.0 percentage points, -14.6% for CRH against +27.4% for RVT. Risk is not evenly split, since CRH 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.
CRH vs RVT: side by side
| CRH (CRH plc) | RVT (Royce Small-Cap Trust, Inc.) | |
|---|---|---|
| 1-year return | -14.6% | +27.4% |
| 5-year return | +104.1% | +53.9% |
| Volatility (ann.) | 29.7% | 19.1% |
| Beta vs S&P 500 | 1.26 | 0.99 |
| Max drawdown (3Y) | -28.4% | -23.5% |
| Market cap | $63.6B | $2.3B |
| P/E (trailing) | 17.2 | 6.5 |
| Dividend yield | 1.57% | 0.00% |
| Sector / category | Materials | US Listed |
Year-by-year returns
| Year | CRH | RVT |
|---|---|---|
| 2022 | -20.5% | -26.3% |
| 2023 | +81.3% | +18.8% |
| 2024 | +35.9% | +17.9% |
| 2025 | +35.9% | +11.5% |
| 2026 | -22.6% | +21.2% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are CRH and RVT good diversifiers for each other?
To a limited degree. At 0.65 the two still catch most of the same waves, so the pair smooths returns a little without insulating either from a shared selloff.
FAQ
What is the correlation between CRH and RVT?
As of 2026-08-27, the correlation of weekly returns between CRH and RVT is 0.65 over 3 years, 0.67 over 1 year and 0.63 over 5 years.
Is RVT a good diversifier for CRH?
To a limited degree. At 0.65 the two still catch most of the same waves, so the pair smooths returns a little without insulating either from a shared selloff.
What does a correlation of 0.65 mean?
A reading of 0.65 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/crh-vs-rvt.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/crh-vs-rvt/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: CRH correlations · RVT correlations
