DRI vs KRUS: Correlation
Measured on weekly returns over the past three years, Darden Restaurants (DRI) and Kura Sushi USA, Inc. (KRUS) carry a correlation of 0.42, a moderate link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are DRI and KRUS?
Over the past 3 years, DRI and KRUS moved with a correlation of 0.42, which is moderate. Lately the two have moved closer together, with the 1-year correlation at 0.56 versus 0.42 over 3 years. Over 5 years the correlation is 0.41, and the annualized covariance of weekly returns is 735.1 %².
Among the 34 assets we track against DRI, KRUS ranks #14 by 3-year correlation. The last year tells two different stories: DRI led by 48.5 percentage points, +5.6% for DRI against -42.9% for KRUS. One caveat on sizing: KRUS is 2.7 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.
DRI vs KRUS: side by side
| DRI (Darden Restaurants) | KRUS (Kura Sushi USA, Inc.) | |
|---|---|---|
| 1-year return | +5.6% | -42.9% |
| 5-year return | +66.1% | -8.8% |
| Volatility (ann.) | 25.2% | 69.0% |
| Beta vs S&P 500 | 0.52 | 1.57 |
| Max drawdown (3Y) | -23.9% | -65.4% |
| Market cap | $24.0B | $0.6B |
| P/E (trailing) | 21.0 | – |
| Dividend yield | 2.74% | 0.00% |
| Sector / category | Consumer Discretionary | US Listed |
Year-by-year returns
| Year | DRI | KRUS |
|---|---|---|
| 2022 | -4.8% | -41.0% |
| 2023 | +22.8% | +59.4% |
| 2024 | +17.7% | +19.2% |
| 2025 | +1.6% | -42.2% |
| 2026 | +17.4% | -11.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are DRI and KRUS good diversifiers for each other?
Yes, to a useful degree: a correlation of 0.42 leaves real independence between the two, which historically damped combined volatility.
FAQ
What is the correlation between DRI and KRUS?
As of 2026-08-27, the correlation of weekly returns between DRI and KRUS is 0.42 over 3 years, 0.56 over 1 year and 0.41 over 5 years.
Is KRUS a good diversifier for DRI?
Yes, to a useful degree: a correlation of 0.42 leaves real independence between the two, which historically damped combined volatility.
What does a correlation of 0.42 mean?
A reading of 0.42 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
$ curl https://www.pairbook.io/api/v1/pairs/dri-vs-krus.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/dri-vs-krus/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: DRI correlations · KRUS correlations
