EFX vs TDG: Correlation
Equifax (EFX) and TransDigm Group (TDG) show a moderate relationship: their 3-year correlation of weekly returns is 0.41.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are EFX and TDG?
Over the past 3 years, EFX and TDG moved with a correlation of 0.41, which is moderate. Recent behaviour matches the longer record: 0.33 over 1 year against 0.41 over 3. Over 5 years the correlation is 0.47, and the annualized covariance of weekly returns is 349.9 %².
Within EFX's tracked universe of 53 assets, TDG comes in at #40 by 3-year correlation. The trailing year gives TDG the advantage: -21.8% versus -9.1%, a 12.7-point spread. On a rolling one-year basis the correlation drifted between 0.27 and 0.59, a moderate band.
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.
EFX vs TDG: side by side
| EFX (Equifax) | TDG (TransDigm Group) | |
|---|---|---|
| 1-year return | -21.8% | -9.1% |
| 5-year return | -26.0% | +136.5% |
| Volatility (ann.) | 33.3% | 25.5% |
| Beta vs S&P 500 | 1.25 | 0.91 |
| Max drawdown (3Y) | -49.7% | -25.3% |
| Market cap | $22.4B | $65.6B |
| P/E (trailing) | 33.5 | 36.6 |
| Dividend yield | 1.11% | 0.00% |
| Sector / category | Industrials | Industrials |
Year-by-year returns
| Year | EFX | TDG |
|---|---|---|
| 2022 | -33.1% | +1.8% |
| 2023 | +28.2% | +66.6% |
| 2024 | +3.7% | +32.3% |
| 2025 | -14.2% | +12.2% |
| 2026 | -11.7% | -10.8% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are EFX and TDG good diversifiers for each other?
Reasonably. At 0.41, EFX and TDG keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
FAQ
What is the correlation between EFX and TDG?
Using weekly returns as of 2026-08-27: 0.41 over 3 years, with 0.33 over the last year and 0.47 over 5 years.
Is TDG a good diversifier for EFX?
Reasonably. At 0.41, EFX and TDG keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
What does a correlation of 0.41 mean?
On the −1 to +1 scale, 0.41 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
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Related comparisons
Hubs: EFX correlations · TDG correlations
