DOGZ vs PYT: Correlation
Dogness (International) Corporation (DOGZ) and PPlus Tr GSC-2 Tr Ctf Fltg Rate (PYT) show a moderate relationship: their 3-year correlation of weekly returns is 0.31.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are DOGZ and PYT?
Across a 3-year window, the weekly returns of DOGZ and PYT correlate at 0.31, moderate. The link has loosened recently: the 1-year correlation (0.14) runs below the 3-year figure (0.31). Stretching to 5 years gives 0.19, with an annualized covariance of 455.0 %².
In DOGZ's tracked universe of 11 assets, PYT sits right near the top at #3. Their recent paths diverged sharply: over the last 12 months PYT outperformed by 95.5 percentage points (-90.4% for DOGZ against +5.1% for PYT). One caveat on sizing: DOGZ is 15.9 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.
DOGZ vs PYT: side by side
| DOGZ (Dogness (International) Corporation) | PYT (PPlus Tr GSC-2 Tr Ctf Fltg Rate) | |
|---|---|---|
| 1-year return | -90.4% | +5.1% |
| 5-year return | -97.9% | +19.5% |
| Volatility (ann.) | 153.8% | 9.7% |
| Beta vs S&P 500 | 0.09 | 0.15 |
| Max drawdown (3Y) | -98.5% | -6.1% |
| Market cap | – | – |
| P/E (trailing) | – | – |
| Dividend yield | 0.00% | – |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | DOGZ | PYT |
|---|---|---|
| 2022 | -88.3% | -14.1% |
| 2023 | -74.0% | +10.8% |
| 2024 | +793.7% | +8.3% |
| 2025 | -76.7% | +8.2% |
| 2026 | -90.4% | +4.7% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are DOGZ and PYT good diversifiers for each other?
Reasonably. At 0.31, DOGZ and PYT keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
FAQ
What is the correlation between DOGZ and PYT?
Using weekly returns as of 2026-08-27: 0.31 over 3 years, with 0.14 over the last year and 0.19 over 5 years.
Is PYT a good diversifier for DOGZ?
Reasonably. At 0.31, DOGZ and PYT keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
What does a correlation of 0.31 mean?
Correlation ranges from −1 to +1. Values near +1 mean two assets move together, near 0 that they move independently, and negative values that they tend to move in opposite directions. It measures co-movement, not performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/dogz-vs-pyt.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/dogz-vs-pyt/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: DOGZ correlations · PYT correlations
