CVM vs GSIW: Correlation
Measured on weekly returns over the past three years, Cel-Sci Corporation (CVM) and Garden Stage Limited - Class A (GSIW) carry a correlation of -0.22, a negative link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are CVM and GSIW?
On 3 years of weekly data the CVM/GSIW correlation comes out at -0.22, negative, meaning they tend to move in opposite directions. The link has tightened recently: the 1-year correlation (-0.03) runs above the 3-year figure (-0.22). The 5-year figure is n/a, and annualized covariance runs at -4306.0 %².
Out of 10 assets tracked against CVM, GSIW lands near the bottom at #9. The last year tells two different stories: GSIW led by 63.2 percentage points, -87.7% for CVM against -24.5% for GSIW.
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.
CVM vs GSIW: side by side
| CVM (Cel-Sci Corporation) | GSIW (Garden Stage Limited - Class A) | |
|---|---|---|
| 1-year return | -87.7% | -24.5% |
| 5-year return | -99.5% | n/a |
| Volatility (ann.) | 126.6% | 159.9% |
| Beta vs S&P 500 | 2.35 | 1.06 |
| Max drawdown (3Y) | -99.0% | -99.7% |
| Market cap | – | – |
| P/E (trailing) | – | – |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | CVM | GSIW |
|---|---|---|
| 2022 | -66.9% | – |
| 2023 | +15.7% | – |
| 2024 | -85.3% | -91.5% |
| 2025 | -56.2% | -80.6% |
| 2026 | -69.6% | -41.5% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are CVM and GSIW good diversifiers for each other?
Yes. With a correlation of -0.22, CVM and GSIW have moved largely independently, which makes them a genuinely diversifying pair by historical standards.
FAQ
What is the correlation between CVM and GSIW?
As of 2026-08-27, the correlation of weekly returns between CVM and GSIW is -0.22 over 3 years, -0.03 over 1 year and n/a over 5 years.
Is GSIW a good diversifier for CVM?
Yes. With a correlation of -0.22, CVM and GSIW have moved largely independently, which makes them a genuinely diversifying pair by historical standards.
What does a correlation of -0.22 mean?
On the −1 to +1 scale, -0.22 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.
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Related comparisons
Hubs: CVM correlations · GSIW correlations
