CRIS vs EHI: Correlation
Curis, Inc. (CRIS) and Western Asset Global High Income Fund Inc (EHI) show a moderate relationship: their 3-year correlation of weekly returns is 0.42.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are CRIS and EHI?
Over the past 3 years, CRIS and EHI moved with a correlation of 0.42, which is moderate. The relationship has been stable: the 1-year correlation (0.34) sits close to the 3-year figure. Over 5 years the correlation is 0.35, and the annualized covariance of weekly returns is 507.1 %².
EHI is one of the assets that tracks CRIS most closely: it ranks #3 out of the 15 assets we track against CRIS. Their recent paths diverged sharply: over the last 12 months EHI outperformed by 94.8 percentage points (-95.4% for CRIS against -0.6% for EHI). Note the risk asymmetry: CRIS runs 9.2 times the annualized volatility of the other leg, so equal-weighting the two is not an equal-risk position.
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.
CRIS vs EHI: side by side
| CRIS (Curis, Inc.) | EHI (Western Asset Global High Income Fund Inc) | |
|---|---|---|
| 1-year return | -95.4% | -0.6% |
| 5-year return | -100.0% | -1.0% |
| Volatility (ann.) | 104.6% | 11.4% |
| Beta vs S&P 500 | 2.80 | 0.45 |
| Max drawdown (3Y) | -99.6% | -16.0% |
| Market cap | – | $0.2B |
| P/E (trailing) | 0.4 | 8.0 |
| Dividend yield | 0.00% | 14.66% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | CRIS | EHI |
|---|---|---|
| 2022 | -88.4% | -25.2% |
| 2023 | +15.9% | +19.2% |
| 2024 | -76.0% | +4.2% |
| 2025 | -67.6% | +9.1% |
| 2026 | -92.4% | -2.3% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are CRIS and EHI good diversifiers for each other?
Yes, to a useful degree: a correlation of 0.42 leaves real independence between the two, which historically damped combined volatility.
FAQ
What is the correlation between CRIS and EHI?
The CRIS/EHI correlation stands at 0.42 on a 3-year window (1 year: 0.34, 5 years: 0.35), computed from weekly returns as of 2026-08-27.
Is EHI a good diversifier for CRIS?
Yes, to a useful degree: a correlation of 0.42 leaves real independence between the two, which historically damped combined volatility.
What does a correlation of 0.42 mean?
A reading of 0.42 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/cris-vs-ehi.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/cris-vs-ehi/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: CRIS correlations · EHI correlations
