DD vs ST: Correlation
DuPont (DD) and Sensata Technologies Holding plc (ST) show a moderate relationship: their 3-year correlation of weekly returns is 0.59.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are DD and ST?
Over the past 3 years, DD and ST moved with a correlation of 0.59, which is moderate. The relationship has been stable: the 1-year correlation (0.51) sits close to the 3-year figure. Over 5 years the correlation is 0.63, and the annualized covariance of weekly returns is 610.4 %².
By 3-year correlation, ST places #4 of the 34 assets tracked against DD. Their recent paths diverged sharply: over the last 12 months DD outperformed by 16.4 percentage points (+44.7% for DD against +28.3% for ST).
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.
DD vs ST: side by side
| DD (DuPont) | ST (Sensata Technologies Holding plc) | |
|---|---|---|
| 1-year return | +44.7% | +28.3% |
| 5-year return | +64.0% | -25.4% |
| Volatility (ann.) | 28.8% | 36.0% |
| Beta vs S&P 500 | 0.93 | 1.30 |
| Max drawdown (3Y) | -37.8% | -58.4% |
| Market cap | $18.7B | $6.2B |
| P/E (trailing) | 59.1 | 68.5 |
| Dividend yield | 2.20% | 1.13% |
| Sector / category | Industrials | US Listed |
Year-by-year returns
| Year | DD | ST |
|---|---|---|
| 2022 | -13.4% | -34.0% |
| 2023 | +14.4% | -5.9% |
| 2024 | +1.0% | -26.1% |
| 2025 | +28.7% | +23.5% |
| 2026 | +16.0% | +28.7% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are DD and ST good diversifiers for each other?
Only partially. A correlation of 0.59 means DD and ST 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 DD and ST?
As of 2026-08-27, the correlation of weekly returns between DD and ST is 0.59 over 3 years, 0.51 over 1 year and 0.63 over 5 years.
Is ST a good diversifier for DD?
Only partially. A correlation of 0.59 means DD and ST 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?
A reading of 0.59 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
$ curl https://www.pairbook.io/api/v1/pairs/dd-vs-st.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/dd-vs-st/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: DD correlations · ST correlations
