PairBook
HomeDCH › DCH vs F

DCH vs F: Correlation

Measured on weekly returns over the past three years, Dauch Corporation (DCH) and Ford Motor Company (F) carry a correlation of 0.49, a moderate link.

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

Correlation (3Y)
0.49
moderate
Correlation (1Y)
0.47
last 12 months
Correlation (5Y)
0.60
long-run
Ann. covariance
864.1
%² · weekly, annualized

How correlated are DCH and F?

On 3 years of weekly data the DCH/F correlation comes out at 0.49, moderate. The relationship has been stable: the 1-year correlation (0.47) sits close to the 3-year figure. The 5-year figure is 0.60, and annualized covariance runs at 864.1 %².

By 3-year correlation, F places #9 of the 16 assets tracked against DCH. Correlation aside, the last 12 months split them widely, with F ahead by 17.4 points (+5.2% versus +22.6%).

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.

DCH vs F: side by side

DCH (Dauch Corporation)F (Ford Motor Company)
1-year return+5.2%+22.6%
5-year return-28.5%+45.8%
Volatility (ann.)48.5%36.1%
Beta vs S&P 5001.581.06
Max drawdown (3Y)-65.3%-36.5%
Market cap$1.5B$55.6B
P/E (trailing)
Dividend yield0.00%4.32%
Sector / categoryUS ListedConsumer Discretionary
Higher yield: F 4.32% vs 0.00%Smaller drawdown: F -36.5% vs -65.3%Higher 5y return: F +45.8% vs -28.5%
-14%0%+54%2025-09-052026-08-27
Price paths over the last 12 months, both indexed to 100 at the start (weekly closes). DCH · F

Year-by-year returns

YearDCHF
2022-16.2%-42.2%
2023+12.7%+15.8%
2024-33.8%-13.1%
2025+9.9%+42.3%
2026-1.4%+10.0%

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

Are DCH and F good diversifiers for each other?

A fair diversifier. At 0.49, enough of each asset's movement is its own that the pair has smoothed outcomes historically.

FAQ

What is the correlation between DCH and F?

As of 2026-08-27, the correlation of weekly returns between DCH and F is 0.49 over 3 years, 0.47 over 1 year and 0.60 over 5 years.

Is F a good diversifier for DCH?

A fair diversifier. At 0.49, enough of each asset's movement is its own that the pair has smoothed outcomes historically.

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

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

DCH vs F: 3-year weekly correlation 0.49DCH vs F0.49

Embed this badge (it refreshes with the data), with attribution:

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

Free with attribution; caching and terms are described in the API documentation.

Related comparisons

Hubs: DCH correlations · F correlations