CTAS vs EFX: Correlation
Measured on weekly returns over the past three years, Cintas (CTAS) and Equifax (EFX) carry a correlation of 0.49, a moderate link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are CTAS and EFX?
Over the past 3 years, CTAS and EFX moved with a correlation of 0.49, which is moderate. Recent behaviour matches the longer record: 0.56 over 1 year against 0.49 over 3. Over 5 years the correlation is 0.57, and the annualized covariance of weekly returns is 379.0 %².
By 3-year correlation, EFX places #19 of the 38 assets tracked against CTAS. Correlation aside, the last 12 months split them widely, with CTAS ahead by 18.5 points (-3.3% versus -21.8%). The link looks structural: the rolling one-year correlation barely moved, holding between 0.38 and 0.62.
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.
CTAS vs EFX: side by side
| CTAS (Cintas) | EFX (Equifax) | |
|---|---|---|
| 1-year return | -3.3% | -21.8% |
| 5-year return | +117.4% | -26.0% |
| Volatility (ann.) | 23.2% | 33.3% |
| Beta vs S&P 500 | 0.71 | 1.25 |
| Max drawdown (3Y) | -27.7% | -49.7% |
| Market cap | $81.7B | $22.4B |
| P/E (trailing) | 41.8 | 33.5 |
| Dividend yield | 0.87% | 1.11% |
| Sector / category | Industrials | Industrials |
Year-by-year returns
| Year | CTAS | EFX |
|---|---|---|
| 2022 | +3.0% | -33.1% |
| 2023 | +34.8% | +28.2% |
| 2024 | +22.2% | +3.7% |
| 2025 | +3.8% | -14.2% |
| 2026 | +9.4% | -11.7% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are CTAS and EFX good diversifiers for each other?
Reasonably. At 0.49, CTAS and EFX keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
FAQ
What is the correlation between CTAS and EFX?
Using weekly returns as of 2026-08-27: 0.49 over 3 years, with 0.56 over the last year and 0.57 over 5 years.
Is EFX a good diversifier for CTAS?
Reasonably. At 0.49, CTAS and EFX keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
What does a correlation of 0.49 mean?
A reading of 0.49 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/ctas-vs-efx.json
Embed this badge (it refreshes with the data), with attribution:
[](https://www.pairbook.io/pair/ctas-vs-efx/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: CTAS correlations · EFX correlations
