DV vs FTDR: Correlation
DoubleVerify Holdings, Inc. (DV) and Frontdoor, Inc. (FTDR) show a moderate relationship: their 3-year correlation of weekly returns is 0.48.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are DV and FTDR?
On 3 years of weekly data the DV/FTDR correlation comes out at 0.48, moderate. Lately the two have moved closer together, with the 1-year correlation at 0.61 versus 0.48 over 3 years. The 5-year figure is 0.38, and annualized covariance runs at 1074.4 %².
Within DV's tracked universe of 10 assets, FTDR comes in at #5 by 3-year correlation. Correlation aside, the last 12 months split them widely, with FTDR ahead by 51.6 points (-18.0% versus +33.6%).
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.
DV vs FTDR: side by side
| DV (DoubleVerify Holdings, Inc.) | FTDR (Frontdoor, Inc.) | |
|---|---|---|
| 1-year return | -18.0% | +33.6% |
| 5-year return | -62.1% | +91.0% |
| Volatility (ann.) | 51.0% | 43.8% |
| Beta vs S&P 500 | 1.13 | 1.31 |
| Max drawdown (3Y) | -79.7% | -40.6% |
| Market cap | $2.1B | $5.7B |
| P/E (trailing) | 38.1 | 21.9 |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | DV | FTDR |
|---|---|---|
| 2022 | -34.0% | -43.2% |
| 2023 | +67.5% | +69.3% |
| 2024 | -47.8% | +55.2% |
| 2025 | -40.4% | +5.5% |
| 2026 | +16.6% | +43.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are DV and FTDR good diversifiers for each other?
Yes, to a useful degree: a correlation of 0.48 leaves real independence between the two, which historically damped combined volatility.
FAQ
What is the correlation between DV and FTDR?
As of 2026-08-27, the correlation of weekly returns between DV and FTDR is 0.48 over 3 years, 0.61 over 1 year and 0.38 over 5 years.
Is FTDR a good diversifier for DV?
Yes, to a useful degree: a correlation of 0.48 leaves real independence between the two, which historically damped combined volatility.
What does a correlation of 0.48 mean?
On the −1 to +1 scale, 0.48 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/dv-vs-ftdr.json
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Related comparisons
Hubs: DV correlations · FTDR correlations
