DCH vs RVT: Correlation
Measured on weekly returns over the past three years, Dauch Corporation (DCH) and Royce Small-Cap Trust, Inc. (RVT) carry a correlation of 0.59, a moderate link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are DCH and RVT?
On 3 years of weekly data the DCH/RVT correlation comes out at 0.59, moderate. The past 12 months show a weaker link (0.45) than the 3-year average (0.59). The 5-year figure is 0.62, and annualized covariance runs at 544.0 %².
By 3-year correlation, RVT places #5 of the 16 assets tracked against DCH. Their recent paths diverged sharply: over the last 12 months RVT outperformed by 22.2 percentage points (+5.2% for DCH against +27.4% for RVT). Note the risk asymmetry: DCH runs 2.5 times the annualized volatility of the other leg, so equal-weighting the two is not an equal-risk position.
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 RVT: side by side
| DCH (Dauch Corporation) | RVT (Royce Small-Cap Trust, Inc.) | |
|---|---|---|
| 1-year return | +5.2% | +27.4% |
| 5-year return | -28.5% | +53.9% |
| Volatility (ann.) | 48.5% | 19.1% |
| Beta vs S&P 500 | 1.58 | 0.99 |
| Max drawdown (3Y) | -65.3% | -23.5% |
| Market cap | $1.5B | $2.3B |
| P/E (trailing) | – | 6.5 |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | DCH | RVT |
|---|---|---|
| 2022 | -16.2% | -26.3% |
| 2023 | +12.7% | +18.8% |
| 2024 | -33.8% | +17.9% |
| 2025 | +9.9% | +11.5% |
| 2026 | -1.4% | +21.2% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are DCH and RVT good diversifiers for each other?
Only partially. A correlation of 0.59 means DCH and RVT 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 DCH and RVT?
The DCH/RVT correlation stands at 0.59 on a 3-year window (1 year: 0.45, 5 years: 0.62), computed from weekly returns as of 2026-08-27.
Is RVT a good diversifier for DCH?
Only partially. A correlation of 0.59 means DCH and RVT share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
What does a correlation of 0.59 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.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/dch-vs-rvt.json
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Related comparisons
Hubs: DCH correlations · RVT correlations
