DLX vs NYT: Correlation
Measured on weekly returns over the past three years, Deluxe Corporation (DLX) and New York Times Company (The) (NYT) carry a correlation of 0.38, a moderate link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are DLX and NYT?
Over the past 3 years, DLX and NYT moved with a correlation of 0.38, which is moderate. The past 12 months show a weaker link (0.21) than the 3-year average (0.38). Over 5 years the correlation is 0.35, and the annualized covariance of weekly returns is 368.1 %².
Within DLX's tracked universe of 20 assets, NYT comes in at #15 by 3-year correlation. On 12-month performance DLX holds a 10.1-point edge, +25.3% against +15.2%. Risk is not evenly split, since DLX carries 1.6 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.
DLX vs NYT: side by side
| DLX (Deluxe Corporation) | NYT (New York Times Company (The)) | |
|---|---|---|
| 1-year return | +25.3% | +15.2% |
| 5-year return | -19.3% | +42.2% |
| Volatility (ann.) | 39.8% | 24.5% |
| Beta vs S&P 500 | 1.08 | 0.35 |
| Max drawdown (3Y) | -40.9% | -25.8% |
| Market cap | $1.1B | $11.0B |
| P/E (trailing) | 10.8 | 28.4 |
| Dividend yield | 5.08% | 1.20% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | DLX | NYT |
|---|---|---|
| 2022 | -44.4% | -32.2% |
| 2023 | +34.9% | +52.6% |
| 2024 | +11.3% | +7.3% |
| 2025 | +5.6% | +35.1% |
| 2026 | +9.5% | -1.0% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are DLX and NYT good diversifiers for each other?
Reasonably. At 0.38, DLX and NYT keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
FAQ
What is the correlation between DLX and NYT?
The DLX/NYT correlation stands at 0.38 on a 3-year window (1 year: 0.21, 5 years: 0.35), computed from weekly returns as of 2026-08-27.
Is NYT a good diversifier for DLX?
Reasonably. At 0.38, DLX and NYT keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
What does a correlation of 0.38 mean?
On the −1 to +1 scale, 0.38 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/dlx-vs-nyt.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/dlx-vs-nyt/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: DLX correlations · NYT correlations
