DTCX vs LITS: Correlation
How closely do Datacentrex, Inc. (DTCX) and Lite Strategy, Inc. (LITS) trade together? Their weekly returns over three years give a correlation of 0.24, which is weak.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are DTCX and LITS?
Over the past 3 years, DTCX and LITS moved with a correlation of 0.24, which is weak. The link has loosened recently: the 1-year correlation (0.08) runs below the 3-year figure (0.24). Over 5 years the correlation is 0.17, and the annualized covariance of weekly returns is 2302.0 %².
Few assets follow DTCX as closely as LITS, which ranks #2 of 15 tracked partners. Their recent paths diverged sharply: over the last 12 months DTCX outperformed by 35.9 percentage points (-44.7% for DTCX against -80.6% for LITS).
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.
DTCX vs LITS: side by side
| DTCX (Datacentrex, Inc.) | LITS (Lite Strategy, Inc.) | |
|---|---|---|
| 1-year return | -44.7% | -80.6% |
| 5-year return | -72.9% | -97.7% |
| Volatility (ann.) | 103.9% | 93.2% |
| Beta vs S&P 500 | 0.15 | 0.44 |
| Max drawdown (3Y) | -89.5% | -89.2% |
| Market cap | $0.1B | – |
| P/E (trailing) | – | – |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | DTCX | LITS |
|---|---|---|
| 2022 | – | -91.0% |
| 2023 | -15.5% | +55.6% |
| 2024 | -42.8% | -57.6% |
| 2025 | -19.8% | -46.3% |
| 2026 | -1.5% | -24.2% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are DTCX and LITS good diversifiers for each other?
Reasonably. At 0.24, DTCX and LITS keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
FAQ
What is the correlation between DTCX and LITS?
As of 2026-08-27, the correlation of weekly returns between DTCX and LITS is 0.24 over 3 years, 0.08 over 1 year and 0.17 over 5 years.
Is LITS a good diversifier for DTCX?
Reasonably. At 0.24, DTCX and LITS keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
What does a correlation of 0.24 mean?
A reading of 0.24 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/dtcx-vs-lits.json
Embed this badge (it refreshes with the data), with attribution:
[](https://www.pairbook.io/pair/dtcx-vs-lits/)
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Related comparisons
Hubs: DTCX correlations · LITS correlations
