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DAN vs DCH: Correlation

Dana Incorporated (DAN) and Dauch Corporation (DCH) show a moderate relationship: their 3-year correlation of weekly returns is 0.53.

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

Correlation (3Y)
0.53
moderate
Correlation (1Y)
0.45
last 12 months
Correlation (5Y)
0.65
long-run
Ann. covariance
1155.7
%² · weekly, annualized

How correlated are DAN and DCH?

Across a 3-year window, the weekly returns of DAN and DCH correlate at 0.53, moderate. The relationship has been stable: the 1-year correlation (0.45) sits close to the 3-year figure. Stretching to 5 years gives 0.65, with an annualized covariance of 1155.7 %².

Few assets follow DAN as closely as DCH, which ranks #2 of 10 tracked partners. Correlation aside, the last 12 months split them widely, with DAN ahead by 43.7 points (+48.9% versus +5.2%).

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.

DAN vs DCH: side by side

DAN (Dana Incorporated)DCH (Dauch Corporation)
1-year return+48.9%+5.2%
5-year return+45.6%-28.5%
Volatility (ann.)44.7%48.5%
Beta vs S&P 5001.111.58
Max drawdown (3Y)-51.8%-65.3%
Market cap$3.2B$1.5B
P/E (trailing)
Dividend yield1.46%0.00%
Sector / categoryUS ListedUS Listed
Higher yield: DAN 1.46% vs 0.00%Smaller drawdown: DAN -51.8% vs -65.3%Higher 5y return: DAN +45.6% vs -28.5%
-14%0%+90%2025-09-052026-08-27
Twelve months of weekly closes, each series rebased to 100. DAN · DCH

Year-by-year returns

YearDANDCH
2022-32.1%-16.2%
2023-0.7%+12.7%
2024-17.9%-33.8%
2025+110.5%+9.9%
2026+28.0%-1.4%

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

Are DAN and DCH good diversifiers for each other?

Only partially. A correlation of 0.53 means DAN and DCH share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.

FAQ

What is the correlation between DAN and DCH?

As of 2026-08-27, the correlation of weekly returns between DAN and DCH is 0.53 over 3 years, 0.45 over 1 year and 0.65 over 5 years.

Is DCH a good diversifier for DAN?

Only partially. A correlation of 0.53 means DAN and DCH share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.

What does a correlation of 0.53 mean?

A reading of 0.53 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

JSON API · no key required
$ curl https://www.pairbook.io/api/v1/pairs/dan-vs-dch.json

DAN vs DCH: 3-year weekly correlation 0.53DAN vs DCH0.53

Drop this badge in a README or notebook; it updates with the data:

[![DAN vs DCH correlation](https://www.pairbook.io/api/v1/badge/dan-vs-dch.svg)](https://www.pairbook.io/pair/dan-vs-dch/)

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Related comparisons

Hubs: DAN correlations · DCH correlations