DRIO vs DVLT: Correlation
How closely do DarioHealth Corp. (DRIO) and Datavault AI Inc. (DVLT) trade together? Their weekly returns over three years give a correlation of 0.37, which is moderate.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are DRIO and DVLT?
On 3 years of weekly data the DRIO/DVLT correlation comes out at 0.37, moderate. Lately the two have moved closer together, with the 1-year correlation at 0.71 versus 0.37 over 3 years. The 5-year figure is 0.30, and annualized covariance runs at 6570.0 %².
Within DRIO's tracked universe of 13 assets, DVLT comes in at #7 by 3-year correlation. Neither side won the trailing year by much: -29.6% against -29.2%. One caveat on sizing: DVLT is 1.6 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.
DRIO vs DVLT: side by side
| DRIO (DarioHealth Corp.) | DVLT (Datavault AI Inc.) | |
|---|---|---|
| 1-year return | -29.6% | -29.2% |
| 5-year return | -97.3% | -100.0% |
| Volatility (ann.) | 106.1% | 168.6% |
| Beta vs S&P 500 | 0.92 | 0.14 |
| Max drawdown (3Y) | -91.2% | -99.8% |
| Market cap | $0.1B | $0.3B |
| P/E (trailing) | – | 9.9 |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | DRIO | DVLT |
|---|---|---|
| 2022 | -67.0% | -92.1% |
| 2023 | -59.8% | -98.9% |
| 2024 | -54.3% | -88.6% |
| 2025 | -27.6% | -68.3% |
| 2026 | -40.5% | -54.3% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are DRIO and DVLT good diversifiers for each other?
Yes, to a useful degree: a correlation of 0.37 leaves real independence between the two, which historically damped combined volatility.
FAQ
What is the correlation between DRIO and DVLT?
The DRIO/DVLT correlation stands at 0.37 on a 3-year window (1 year: 0.71, 5 years: 0.30), computed from weekly returns as of 2026-08-27.
Is DVLT a good diversifier for DRIO?
Yes, to a useful degree: a correlation of 0.37 leaves real independence between the two, which historically damped combined volatility.
What does a correlation of 0.37 mean?
On the −1 to +1 scale, 0.37 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/drio-vs-dvlt.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/drio-vs-dvlt/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: DRIO correlations · DVLT correlations
