DCH vs SLSN: Correlation
Dauch Corporation (DCH) and Solesence, Inc. (SLSN) show a moderate relationship: their 3-year correlation of weekly returns is 0.35.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are DCH and SLSN?
Over the past 3 years, DCH and SLSN moved with a correlation of 0.35, which is moderate. The relationship has been stable: the 1-year correlation (0.43) sits close to the 3-year figure. Over 5 years the correlation is 0.24, and the annualized covariance of weekly returns is 1748.0 %².
Out of 16 assets tracked against DCH, SLSN lands near the bottom at #13. Correlation aside, the last 12 months split them widely, with DCH ahead by 78.6 points (+5.2% versus -73.4%). Risk is not evenly split, since SLSN carries 2.1 times the volatility of the other side.
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 SLSN: side by side
| DCH (Dauch Corporation) | SLSN (Solesence, Inc.) | |
|---|---|---|
| 1-year return | +5.2% | -73.4% |
| 5-year return | -28.5% | -58.3% |
| Volatility (ann.) | 48.5% | 103.9% |
| Beta vs S&P 500 | 1.58 | 1.53 |
| Max drawdown (3Y) | -65.3% | -87.7% |
| Market cap | $1.5B | $0.1B |
| P/E (trailing) | – | – |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | DCH | SLSN |
|---|---|---|
| 2022 | -16.2% | -74.3% |
| 2023 | +12.7% | -46.9% |
| 2024 | -33.8% | +306.7% |
| 2025 | +9.9% | -34.4% |
| 2026 | -1.4% | -40.3% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are DCH and SLSN good diversifiers for each other?
Yes, to a useful degree: a correlation of 0.35 leaves real independence between the two, which historically damped combined volatility.
FAQ
What is the correlation between DCH and SLSN?
The DCH/SLSN correlation stands at 0.35 on a 3-year window (1 year: 0.43, 5 years: 0.24), computed from weekly returns as of 2026-08-27.
Is SLSN a good diversifier for DCH?
Yes, to a useful degree: a correlation of 0.35 leaves real independence between the two, which historically damped combined volatility.
What does a correlation of 0.35 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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Related comparisons
Hubs: DCH correlations · SLSN correlations
