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DDD vs SENS: Correlation

3D Systems Corporation (DDD) and Senseonics Holdings, Inc. (SENS) show a moderate relationship: their 3-year correlation of weekly returns is 0.46.

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

Correlation (3Y)
0.46
moderate
Correlation (1Y)
0.35
last 12 months
Correlation (5Y)
0.47
long-run
Ann. covariance
3999.0
%² · weekly, annualized

How correlated are DDD and SENS?

Over the past 3 years, DDD and SENS moved with a correlation of 0.46, which is moderate. Lately the two have drifted apart, with the 1-year correlation at 0.35 versus 0.46 over 3 years. Over 5 years the correlation is 0.47, and the annualized covariance of weekly returns is 3999.0 %².

Among the 12 assets we track against DDD, SENS ranks #4 by 3-year correlation. Correlation aside, the last 12 months split them widely, with DDD ahead by 32.9 points (+34.0% versus +1.1%).

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 SENS: side by side

DDD (3D Systems Corporation)SENS (Senseonics Holdings, Inc.)
1-year return+34.0%+1.1%
5-year return-88.6%-87.7%
Volatility (ann.)88.0%97.8%
Beta vs S&P 5002.291.76
Max drawdown (3Y)-79.8%-81.5%
Market cap$0.6B$0.5B
P/E (trailing)
Dividend yield0.00%0.00%
Sector / categoryUS ListedUS Listed
Smaller drawdown: DDD -79.8% vs -81.5%Higher 5y return: SENS -87.7% vs -88.6%
-47%0%+75%2025-09-052026-08-27
Twelve months of weekly closes, each series rebased to 100. DDD · SENS

Year-by-year returns

YearDDDSENS
2022-65.6%-61.4%
2023-14.2%-44.7%
2024-48.3%-8.2%
2025-46.0%-47.2%
2026+93.8%+70.3%

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

Are DDD and SENS good diversifiers for each other?

Yes, to a useful degree: a correlation of 0.46 leaves real independence between the two, which historically damped combined volatility.

FAQ

What is the correlation between DDD and SENS?

As of 2026-08-27, the correlation of weekly returns between DDD and SENS is 0.46 over 3 years, 0.35 over 1 year and 0.47 over 5 years.

Is SENS a good diversifier for DDD?

Yes, to a useful degree: a correlation of 0.46 leaves real independence between the two, which historically damped combined volatility.

What does a correlation of 0.46 mean?

On the −1 to +1 scale, 0.46 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

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

DDD vs SENS: 3-year weekly correlation 0.46DDD vs SENS0.46

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Related comparisons

Hubs: DDD correlations · SENS correlations