DDD vs JZXN: Correlation
3D Systems Corporation (DDD) and Jiuzi Holdings, Inc. (JZXN) show a weak relationship: their 3-year correlation of weekly returns is 0.29.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are DDD and JZXN?
Over the past 3 years, DDD and JZXN moved with a correlation of 0.29, which is weak. Little has changed lately, as the 1-year reading of 0.34 lands near the 3-year figure. Over 5 years the correlation is 0.28, and the annualized covariance of weekly returns is 4372.7 %².
JZXN is close to the least connected end of DDD's tracked universe, ranking #9 of 12. The last year tells two different stories: DDD led by 130.6 percentage points, +34.0% for DDD against -96.6% for JZXN. One caveat on sizing: JZXN is 2.0 times as volatile as the other leg, so an equal-dollar split is far from equal-risk.
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.
DDD vs JZXN: side by side
| DDD (3D Systems Corporation) | JZXN (Jiuzi Holdings, Inc.) | |
|---|---|---|
| 1-year return | +34.0% | -96.6% |
| 5-year return | -88.6% | -100.0% |
| Volatility (ann.) | 88.0% | 171.7% |
| Beta vs S&P 500 | 2.29 | 2.26 |
| Max drawdown (3Y) | -79.8% | -100.0% |
| Market cap | $0.6B | – |
| P/E (trailing) | – | – |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | DDD | JZXN |
|---|---|---|
| 2022 | -65.6% | -92.0% |
| 2023 | -14.2% | -58.7% |
| 2024 | -48.3% | -87.7% |
| 2025 | -46.0% | -96.9% |
| 2026 | +93.8% | -34.7% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are DDD and JZXN good diversifiers for each other?
Yes, to a useful degree: a correlation of 0.29 leaves real independence between the two, which historically damped combined volatility.
FAQ
What is the correlation between DDD and JZXN?
As of 2026-08-27, the correlation of weekly returns between DDD and JZXN is 0.29 over 3 years, 0.34 over 1 year and 0.28 over 5 years.
Is JZXN a good diversifier for DDD?
Yes, to a useful degree: a correlation of 0.29 leaves real independence between the two, which historically damped combined volatility.
What does a correlation of 0.29 mean?
On the −1 to +1 scale, 0.29 describes how much the two returns move together: +1 is lockstep, 0 is independence, negative values mean opposite directions. It says nothing about which performed better.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/ddd-vs-jzxn.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/ddd-vs-jzxn/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: DDD correlations · JZXN correlations
