CSQ vs TTWO: Correlation
Calamos Strategic Total Return Fund - Closed End Fund (CSQ) and Take-Two Interactive (TTWO) show a moderate relationship: their 3-year correlation of weekly returns is 0.47.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are CSQ and TTWO?
On 3 years of weekly data the CSQ/TTWO correlation comes out at 0.47, moderate. Little has changed lately, as the 1-year reading of 0.47 lands near the 3-year figure. The 5-year figure is 0.45, and annualized covariance runs at 238.4 %².
Within CSQ's tracked universe of 51 assets, TTWO comes in at #44 by 3-year correlation. Their recent paths diverged sharply: over the last 12 months CSQ outperformed by 21.0 percentage points (+21.4% for CSQ against +0.4% for TTWO).
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.
CSQ vs TTWO: side by side
| CSQ (Calamos Strategic Total Return Fund - Closed End Fund) | TTWO (Take-Two Interactive) | |
|---|---|---|
| 1-year return | +21.4% | +0.4% |
| 5-year return | +64.2% | +47.3% |
| Volatility (ann.) | 18.8% | 27.3% |
| Beta vs S&P 500 | 1.22 | 0.85 |
| Max drawdown (3Y) | -24.2% | -27.7% |
| Market cap | $3.4B | $43.6B |
| P/E (trailing) | 3.2 | – |
| Dividend yield | 2.95% | 0.00% |
| Sector / category | US Listed | Communication Services |
Year-by-year returns
| Year | CSQ | TTWO |
|---|---|---|
| 2022 | -24.2% | -41.4% |
| 2023 | +20.9% | +54.6% |
| 2024 | +28.2% | +14.4% |
| 2025 | +16.3% | +39.1% |
| 2026 | +14.3% | -9.0% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are CSQ and TTWO good diversifiers for each other?
A fair diversifier. At 0.47, enough of each asset's movement is its own that the pair has smoothed outcomes historically.
FAQ
What is the correlation between CSQ and TTWO?
The CSQ/TTWO correlation stands at 0.47 on a 3-year window (1 year: 0.47, 5 years: 0.45), computed from weekly returns as of 2026-08-27.
Is TTWO a good diversifier for CSQ?
A fair diversifier. At 0.47, enough of each asset's movement is its own that the pair has smoothed outcomes historically.
What does a correlation of 0.47 mean?
On the −1 to +1 scale, 0.47 describes how much the two returns move together: +1 is lockstep, 0 is independence, negative values mean opposite directions. It says nothing about which performed better.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/csq-vs-ttwo.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/csq-vs-ttwo/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: CSQ correlations · TTWO correlations
