CRTO vs YJ: Correlation
Criteo S.A. (CRTO) and Yunji Inc. - American Depository Shares (YJ) show a negative relationship: their 3-year correlation of weekly returns is -0.23.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are CRTO and YJ?
On 3 years of weekly data the CRTO/YJ correlation comes out at -0.23, negative, meaning they tend to move in opposite directions. The past 12 months show a weaker link (-0.36) than the 3-year average (-0.23). The 5-year figure is -0.14, and annualized covariance runs at -1418.3 %².
Out of 11 assets tracked against CRTO, YJ lands near the bottom at #10. The last year tells two different stories: YJ led by 113.7 percentage points, -30.4% for CRTO against +83.3% for YJ. One caveat on sizing: YJ is 3.2 times as volatile as the other leg, so an equal-dollar split is far from equal-risk.
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.
CRTO vs YJ: side by side
| CRTO (Criteo S.A.) | YJ (Yunji Inc. - American Depository Shares) | |
|---|---|---|
| 1-year return | -30.4% | +83.3% |
| 5-year return | -55.0% | -89.8% |
| Volatility (ann.) | 44.1% | 139.4% |
| Beta vs S&P 500 | 0.62 | 0.56 |
| Max drawdown (3Y) | -68.1% | -73.6% |
| Market cap | $0.8B | – |
| P/E (trailing) | 8.7 | 1.5 |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | CRTO | YJ |
|---|---|---|
| 2022 | -33.0% | +30.7% |
| 2023 | -2.8% | -91.3% |
| 2024 | +56.2% | -43.4% |
| 2025 | -47.9% | -26.7% |
| 2026 | -16.4% | +170.3% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are CRTO and YJ good diversifiers for each other?
Yes: at -0.23, the two have gone their own ways historically, which is what genuine diversification looks like.
FAQ
What is the correlation between CRTO and YJ?
Using weekly returns as of 2026-08-27: -0.23 over 3 years, with -0.36 over the last year and -0.14 over 5 years.
Is YJ a good diversifier for CRTO?
Yes: at -0.23, the two have gone their own ways historically, which is what genuine diversification looks like.
What does a correlation of -0.23 mean?
A reading of -0.23 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/crto-vs-yj.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/crto-vs-yj/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: CRTO correlations · YJ correlations
