DOMH vs KUST: Correlation
Measured on weekly returns over the past three years, Dominari Holdings Inc. (DOMH) and Kustom Entertainment, Inc. (KUST) carry a correlation of -0.25, a negative link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are DOMH and KUST?
Across a 3-year window, the weekly returns of DOMH and KUST correlate at -0.25, negative, meaning they tend to move in opposite directions. The link has tightened recently: the 1-year correlation (0.18) runs above the 3-year figure (-0.25). Stretching to 5 years gives -0.23, with an annualized covariance of -5704.8 %².
By 3-year correlation, KUST places #18 of the 23 assets tracked against DOMH. Their recent paths diverged sharply: over the last 12 months DOMH outperformed by 44.3 percentage points (-52.3% for DOMH against -96.6% for KUST).
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.
DOMH vs KUST: side by side
| DOMH (Dominari Holdings Inc.) | KUST (Kustom Entertainment, Inc.) | |
|---|---|---|
| 1-year return | -52.3% | -96.6% |
| 5-year return | -76.1% | -100.0% |
| Volatility (ann.) | 181.7% | 124.3% |
| Beta vs S&P 500 | 2.30 | 1.75 |
| Max drawdown (3Y) | -77.9% | -100.0% |
| Market cap | $0.1B | – |
| P/E (trailing) | – | – |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | DOMH | KUST |
|---|---|---|
| 2022 | -67.3% | -78.5% |
| 2023 | -21.0% | -53.9% |
| 2024 | -62.2% | -75.0% |
| 2025 | +445.6% | -99.9% |
| 2026 | -40.0% | -89.8% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are DOMH and KUST good diversifiers for each other?
By historical standards, yes. A correlation of -0.25 means the two rarely move for the same reasons.
FAQ
What is the correlation between DOMH and KUST?
The DOMH/KUST correlation stands at -0.25 on a 3-year window (1 year: 0.18, 5 years: -0.23), computed from weekly returns as of 2026-08-27.
Is KUST a good diversifier for DOMH?
By historical standards, yes. A correlation of -0.25 means the two rarely move for the same reasons.
What does a correlation of -0.25 mean?
On the −1 to +1 scale, -0.25 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/domh-vs-kust.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/domh-vs-kust/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: DOMH correlations · KUST correlations
