EFX vs TRU: Correlation
Equifax (EFX) and TransUnion (TRU) show a strong relationship: their 3-year correlation of weekly returns is 0.77.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are EFX and TRU?
On 3 years of weekly data the EFX/TRU correlation comes out at 0.77, strong. The relationship has been stable: the 1-year correlation (0.85) sits close to the 3-year figure. The 5-year figure is 0.75, and annualized covariance runs at 1069.7 %².
Few assets follow EFX as closely as TRU, which ranks #1 of 53 tracked partners. Their recent paths diverged sharply: over the last 12 months TRU outperformed by 17.5 percentage points (-21.8% for EFX against -4.3% for TRU).
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 TRU: side by side
| EFX (Equifax) | TRU (TransUnion) | |
|---|---|---|
| 1-year return | -21.8% | -4.3% |
| 5-year return | -26.0% | -27.4% |
| Volatility (ann.) | 33.3% | 41.6% |
| Beta vs S&P 500 | 1.25 | 1.71 |
| Max drawdown (3Y) | -49.7% | -47.3% |
| Market cap | $22.4B | $16.2B |
| P/E (trailing) | 33.5 | 22.3 |
| Dividend yield | 1.11% | 0.28% |
| Sector / category | Industrials | US Listed |
Year-by-year returns
| Year | EFX | TRU |
|---|---|---|
| 2022 | -33.1% | -51.9% |
| 2023 | +28.2% | +21.8% |
| 2024 | +3.7% | +35.6% |
| 2025 | -14.2% | -7.0% |
| 2026 | -11.7% | -0.8% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are EFX and TRU good diversifiers for each other?
Somewhat, no more. With 0.77 correlation, most large moves hit both names, and the diversification benefit stays modest.
FAQ
What is the correlation between EFX and TRU?
As of 2026-08-27, the correlation of weekly returns between EFX and TRU is 0.77 over 3 years, 0.85 over 1 year and 0.75 over 5 years.
Is TRU a good diversifier for EFX?
Somewhat, no more. With 0.77 correlation, most large moves hit both names, and the diversification benefit stays modest.
What does a correlation of 0.77 mean?
On the −1 to +1 scale, 0.77 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/efx-vs-tru.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/efx-vs-tru/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: EFX correlations · TRU correlations
