DRI vs EAT: Correlation
Measured on weekly returns over the past three years, Darden Restaurants (DRI) and Brinker International, Inc. (EAT) carry a correlation of 0.47, a moderate link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are DRI and EAT?
Across a 3-year window, the weekly returns of DRI and EAT correlate at 0.47, moderate. Recent behaviour matches the longer record: 0.43 over 1 year against 0.47 over 3. Stretching to 5 years gives 0.57, with an annualized covariance of 563.6 %².
Among the 34 assets we track against DRI, EAT ranks #6 by 3-year correlation. Their recent paths diverged sharply: over the last 12 months EAT outperformed by 43.8 percentage points (+5.6% for DRI against +49.4% for EAT). Risk is not evenly split, since EAT carries 1.9 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.
DRI vs EAT: side by side
| DRI (Darden Restaurants) | EAT (Brinker International, Inc.) | |
|---|---|---|
| 1-year return | +5.6% | +49.4% |
| 5-year return | +66.1% | +347.9% |
| Volatility (ann.) | 25.2% | 47.1% |
| Beta vs S&P 500 | 0.52 | 0.67 |
| Max drawdown (3Y) | -23.9% | -45.9% |
| Market cap | $24.0B | $10.0B |
| P/E (trailing) | 21.0 | 21.5 |
| Dividend yield | 2.74% | 0.00% |
| Sector / category | Consumer Discretionary | US Listed |
Year-by-year returns
| Year | DRI | EAT |
|---|---|---|
| 2022 | -4.8% | -12.8% |
| 2023 | +22.8% | +35.3% |
| 2024 | +17.7% | +206.4% |
| 2025 | +1.6% | +8.5% |
| 2026 | +17.4% | +62.5% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are DRI and EAT good diversifiers for each other?
A fair diversifier. At 0.47, enough of each asset's movement is its own that the pair has smoothed outcomes historically.
FAQ
What is the correlation between DRI and EAT?
As of 2026-08-27, the correlation of weekly returns between DRI and EAT is 0.47 over 3 years, 0.43 over 1 year and 0.57 over 5 years.
Is EAT a good diversifier for DRI?
A fair diversifier. At 0.47, enough of each asset's movement is its own that the pair has smoothed outcomes historically.
What does a correlation of 0.47 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/dri-vs-eat.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/dri-vs-eat/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: DRI correlations · EAT correlations
