ECPG vs RVT: Correlation
How closely do Encore Capital Group Inc (ECPG) and Royce Small-Cap Trust, Inc. (RVT) trade together? Their weekly returns over three years give a correlation of 0.52, which is moderate.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are ECPG and RVT?
Across a 3-year window, the weekly returns of ECPG and RVT correlate at 0.52, moderate. Lately the two have drifted apart, with the 1-year correlation at 0.19 versus 0.52 over 3 years. Stretching to 5 years gives 0.50, with an annualized covariance of 351.9 %².
By 3-year correlation, RVT places #5 of the 16 assets tracked against ECPG. Correlation aside, the last 12 months split them widely, with ECPG ahead by 116.9 points (+144.3% versus +27.4%). Risk is not evenly split, since ECPG carries 1.9 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.
ECPG vs RVT: side by side
| ECPG (Encore Capital Group Inc) | RVT (Royce Small-Cap Trust, Inc.) | |
|---|---|---|
| 1-year return | +144.3% | +27.4% |
| 5-year return | +114.1% | +53.9% |
| Volatility (ann.) | 35.6% | 19.1% |
| Beta vs S&P 500 | 0.85 | 0.99 |
| Max drawdown (3Y) | -49.2% | -23.5% |
| Market cap | $2.2B | $2.3B |
| P/E (trailing) | 7.7 | 6.5 |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | ECPG | RVT |
|---|---|---|
| 2022 | -22.8% | -26.3% |
| 2023 | +5.9% | +18.8% |
| 2024 | -5.9% | +17.9% |
| 2025 | +13.8% | +11.5% |
| 2026 | +87.6% | +21.2% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are ECPG and RVT good diversifiers for each other?
Only partially. A correlation of 0.52 means ECPG and RVT share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
FAQ
What is the correlation between ECPG and RVT?
The ECPG/RVT correlation stands at 0.52 on a 3-year window (1 year: 0.19, 5 years: 0.50), computed from weekly returns as of 2026-08-27.
Is RVT a good diversifier for ECPG?
Only partially. A correlation of 0.52 means ECPG and RVT share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
What does a correlation of 0.52 mean?
A reading of 0.52 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
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Related comparisons
Hubs: ECPG correlations · RVT correlations
