CRH vs VT: Correlation
How closely do CRH plc (CRH) and Vanguard Total World Stock ETF (VT) trade together? Their weekly returns over three years give a correlation of 0.66, which is strong.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are CRH and VT?
Over the past 3 years, CRH and VT moved with a correlation of 0.66, which is strong. The relationship has been stable: the 1-year correlation (0.58) sits close to the 3-year figure. Over 5 years the correlation is 0.67, and the annualized covariance of weekly returns is 270.5 %².
By 3-year correlation, VT places #6 of the 40 assets tracked against CRH. Their recent paths diverged sharply: over the last 12 months VT outperformed by 37.3 percentage points (-14.6% for CRH against +22.7% for VT). On a rolling one-year basis the correlation drifted between 0.54 and 0.79, a moderate band. Risk is not evenly split, since CRH carries 2.1 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 VT: side by side
| CRH (CRH plc) | VT (Vanguard Total World Stock ETF) | |
|---|---|---|
| 1-year return | -14.6% | +22.7% |
| 5-year return | +104.1% | +67.7% |
| Volatility (ann.) | 29.7% | 13.9% |
| Beta vs S&P 500 | 1.26 | 0.92 |
| Max drawdown (3Y) | -28.4% | -16.5% |
| Market cap | $63.6B | – |
| P/E (trailing) | 17.2 | – |
| Dividend yield | 1.57% | 1.59% |
| Expense ratio | – | 0.06% |
| Assets under management | – | $97.9B |
| Sector / category | Materials | ETF · Global |
VT is a Global Large-Stock Blend fund from Vanguard: $97.9B under management, 5308 holdings, a 0.06% expense ratio, a 1.59% trailing dividend yield.
Year-by-year returns
| Year | CRH | VT |
|---|---|---|
| 2022 | -20.5% | -18.0% |
| 2023 | +81.3% | +22.0% |
| 2024 | +35.9% | +16.5% |
| 2025 | +35.9% | +22.4% |
| 2026 | -22.6% | +15.2% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Fund exposure
A structural note: 0.06% of VT is CRH itself, so the fund partly moves with the stock by construction.
Are CRH and VT good diversifiers for each other?
Only partially. A correlation of 0.66 means CRH and VT 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 CRH and VT?
The CRH/VT correlation stands at 0.66 on a 3-year window (1 year: 0.58, 5 years: 0.67), computed from weekly returns as of 2026-08-27.
Is VT a good diversifier for CRH?
Only partially. A correlation of 0.66 means CRH and VT share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
What does a correlation of 0.66 mean?
A reading of 0.66 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-vt.json
Embed this badge (it refreshes with the data), with attribution:
[](https://www.pairbook.io/pair/crh-vs-vt/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: CRH correlations · VT correlations
