DRI vs PHM: Correlation
Darden Restaurants (DRI) and PulteGroup (PHM) show a moderate relationship: their 3-year correlation of weekly returns is 0.35.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are DRI and PHM?
On 3 years of weekly data the DRI/PHM correlation comes out at 0.35, moderate. Lately the two have moved closer together, with the 1-year correlation at 0.52 versus 0.35 over 3 years. The 5-year figure is 0.35, and annualized covariance runs at 284.4 %².
Within DRI's tracked universe of 34 assets, PHM comes in at #21 by 3-year correlation. On 12-month performance DRI holds a 8.1-point edge, +5.6% against -2.5%. Across three years, the rolling one-year figure varied moderately, from 0.12 to 0.54.
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 PHM: side by side
| DRI (Darden Restaurants) | PHM (PulteGroup) | |
|---|---|---|
| 1-year return | +5.6% | -2.5% |
| 5-year return | +66.1% | +145.5% |
| Volatility (ann.) | 25.2% | 32.2% |
| Beta vs S&P 500 | 0.52 | 0.82 |
| Max drawdown (3Y) | -23.9% | -38.0% |
| Market cap | $24.0B | – |
| P/E (trailing) | 21.0 | 13.3 |
| Dividend yield | 2.74% | 0.77% |
| Sector / category | Consumer Discretionary | Consumer Discretionary |
Year-by-year returns
| Year | DRI | PHM |
|---|---|---|
| 2022 | -4.8% | -19.2% |
| 2023 | +22.8% | +128.8% |
| 2024 | +17.7% | +6.2% |
| 2025 | +1.6% | +8.5% |
| 2026 | +17.4% | +8.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are DRI and PHM good diversifiers for each other?
Reasonably. At 0.35, DRI and PHM keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
FAQ
What is the correlation between DRI and PHM?
Using weekly returns as of 2026-08-27: 0.35 over 3 years, with 0.52 over the last year and 0.35 over 5 years.
Is PHM a good diversifier for DRI?
Reasonably. At 0.35, DRI and PHM keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
What does a correlation of 0.35 mean?
A reading of 0.35 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-phm.json
Embed this badge (it refreshes with the data), with attribution:
[](https://www.pairbook.io/pair/dri-vs-phm/)
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Related comparisons
Hubs: DRI correlations · PHM correlations
