DXLG vs GS: Correlation
Destination XL Group, Inc. (DXLG) and Goldman Sachs (GS) show a moderate relationship: their 3-year correlation of weekly returns is 0.40.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are DXLG and GS?
On 3 years of weekly data the DXLG/GS correlation comes out at 0.40, moderate. Lately the two have moved closer together, with the 1-year correlation at 0.54 versus 0.40 over 3 years. The 5-year figure is 0.37, and annualized covariance runs at 658.3 %².
In DXLG's tracked universe of 10 assets, GS sits right near the top at #1. The last year tells two different stories: GS led by 94.2 percentage points, -52.6% for DXLG against +41.6% for GS. Risk is not evenly split, since DXLG carries 2.2 times the volatility of the other side.
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.
DXLG vs GS: side by side
| DXLG (Destination XL Group, Inc.) | GS (Goldman Sachs) | |
|---|---|---|
| 1-year return | -52.6% | +41.6% |
| 5-year return | -88.2% | +184.1% |
| Volatility (ann.) | 60.4% | 27.0% |
| Beta vs S&P 500 | 1.31 | 1.34 |
| Max drawdown (3Y) | -90.8% | -30.9% |
| Market cap | – | $303.1B |
| P/E (trailing) | – | 16.1 |
| Dividend yield | 0.00% | 1.63% |
| Sector / category | US Listed | Financials |
Year-by-year returns
| Year | DXLG | GS |
|---|---|---|
| 2022 | +18.8% | -7.9% |
| 2023 | -34.8% | +15.9% |
| 2024 | -38.9% | +52.0% |
| 2025 | -65.8% | +56.6% |
| 2026 | -32.5% | +19.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are DXLG and GS good diversifiers for each other?
Yes, to a useful degree: a correlation of 0.40 leaves real independence between the two, which historically damped combined volatility.
FAQ
What is the correlation between DXLG and GS?
Using weekly returns as of 2026-08-27: 0.40 over 3 years, with 0.54 over the last year and 0.37 over 5 years.
Is GS a good diversifier for DXLG?
Yes, to a useful degree: a correlation of 0.40 leaves real independence between the two, which historically damped combined volatility.
What does a correlation of 0.40 mean?
Correlation ranges from −1 to +1. Values near +1 mean two assets move together, near 0 that they move independently, and negative values that they tend to move in opposite directions. It measures co-movement, not performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/dxlg-vs-gs.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/dxlg-vs-gs/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: DXLG correlations · GS correlations
