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CURV vs GCO: Correlation

Measured on weekly returns over the past three years, Torrid Holdings Inc. (CURV) and Genesco Inc. (GCO) carry a correlation of 0.34, a moderate link.

Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology

Correlation (3Y)
0.34
moderate
Correlation (1Y)
0.44
last 12 months
Correlation (5Y)
0.36
long-run
Ann. covariance
1974.1
%² · weekly, annualized

How correlated are CURV and GCO?

Across a 3-year window, the weekly returns of CURV and GCO correlate at 0.34, moderate. Recent behaviour matches the longer record: 0.44 over 1 year against 0.34 over 3. Stretching to 5 years gives 0.36, with an annualized covariance of 1974.1 %².

Few assets follow CURV as closely as GCO, which ranks #3 of 10 tracked partners. Neither side won the trailing year by much: +1.4% against -0.0%.

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.

CURV vs GCO: side by side

CURV (Torrid Holdings Inc.)GCO (Genesco Inc.)
1-year return+1.4%-0.0%
5-year return-90.6%-47.8%
Volatility (ann.)90.9%63.6%
Beta vs S&P 5000.431.80
Max drawdown (3Y)-89.2%-60.9%
Market cap$0.2B$0.4B
P/E (trailing)18.7
Dividend yield0.00%0.00%
Sector / categoryUS ListedUS Listed
Smaller drawdown: GCO -60.9% vs -89.2%Higher 5y return: GCO -47.8% vs -90.6%
-43%0%+47%2025-09-052026-08-27
Twelve months of weekly closes, each series rebased to 100. CURV · GCO

Year-by-year returns

YearCURVGCO
2022-70.0%-28.3%
2023+94.9%-23.5%
2024-9.4%+21.4%
2025-81.3%-42.1%
2026+129.0%+33.1%

Calendar-year price returns; the current year is year-to-date as of the data date above.

Are CURV and GCO good diversifiers for each other?

Reasonably. At 0.34, CURV and GCO keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.

FAQ

What is the correlation between CURV and GCO?

As of 2026-08-27, the correlation of weekly returns between CURV and GCO is 0.34 over 3 years, 0.44 over 1 year and 0.36 over 5 years.

Is GCO a good diversifier for CURV?

Reasonably. At 0.34, CURV and GCO keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.

What does a correlation of 0.34 mean?

Correlation ranges from −1 to +1. Values near +1 mean two assets move together, near 0 that they move independently, and negative values that they tend to move in opposite directions. It measures co-movement, not performance.

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CURV vs GCO: 3-year weekly correlation 0.34CURV vs GCO0.34

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Hubs: CURV correlations · GCO correlations