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DEI vs IDAI: Correlation

Douglas Emmett, Inc. (DEI) and T Stamp Inc. (IDAI) show a negative relationship: their 3-year correlation of weekly returns is -0.21.

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

Correlation (3Y)
-0.21
negative
Correlation (1Y)
0.06
last 12 months
Correlation (5Y)
-0.16
long-run
Ann. covariance
-3711.6
%² · weekly, annualized

How correlated are DEI and IDAI?

On 3 years of weekly data the DEI/IDAI correlation comes out at -0.21, negative, meaning they tend to move in opposite directions. Lately the two have moved closer together, with the 1-year correlation at 0.06 versus -0.21 over 3 years. The 5-year figure is -0.16, and annualized covariance runs at -3711.6 %².

IDAI is close to the least connected end of DEI's tracked universe, ranking #22 of 24. Their recent paths diverged sharply: over the last 12 months IDAI outperformed by 36.6 percentage points (-21.1% for DEI against +15.5% for IDAI). One caveat on sizing: IDAI is 14.2 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.

DEI vs IDAI: side by side

DEI (Douglas Emmett, Inc.)IDAI (T Stamp Inc.)
1-year return-21.1%+15.5%
5-year return-52.6%-76.5%
Volatility (ann.)35.7%505.7%
Beta vs S&P 5000.99-1.01
Max drawdown (3Y)-51.8%-92.9%
Market cap$2.4B
P/E (trailing)
Dividend yield6.35%0.00%
Sector / categoryUS ListedUS Listed
Higher yield: DEI 6.35% vs 0.00%Smaller drawdown: DEI -51.8% vs -92.9%Higher 5y return: DEI -52.6% vs -76.5%
-50%0%+49%2025-09-052026-08-27
Twelve months of weekly closes, each series rebased to 100. DEI · IDAI

Year-by-year returns

YearDEIIDAI
2022-50.9%-88.0%
2023-1.9%-43.0%
2024+34.6%-35.5%
2025-37.5%+342.8%
2026+12.1%-14.3%

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

Are DEI and IDAI good diversifiers for each other?

By historical standards, yes. A correlation of -0.21 means the two rarely move for the same reasons.

FAQ

What is the correlation between DEI and IDAI?

As of 2026-08-27, the correlation of weekly returns between DEI and IDAI is -0.21 over 3 years, 0.06 over 1 year and -0.16 over 5 years.

Is IDAI a good diversifier for DEI?

By historical standards, yes. A correlation of -0.21 means the two rarely move for the same reasons.

What does a correlation of -0.21 mean?

A reading of -0.21 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

JSON API · no key required
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DEI vs IDAI: 3-year weekly correlation -0.21DEI vs IDAI-0.21

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Hubs: DEI correlations · IDAI correlations