EXLS vs INTA: Correlation
Measured on weekly returns over the past three years, ExlService Holdings, Inc. (EXLS) and Intapp, Inc. (INTA) carry a correlation of 0.60, a strong link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are EXLS and INTA?
Over the past 3 years, EXLS and INTA moved with a correlation of 0.60, which is strong. The past 12 months show a tighter link (0.71) than the 3-year average (0.60). Over 5 years the correlation is 0.44, and the annualized covariance of weekly returns is 1054.6 %².
By 3-year correlation, INTA places #10 of the 47 assets tracked against EXLS. On 12-month performance INTA holds a 5.6-point edge, -13.4% against -7.8%. One caveat on sizing: INTA is 1.8 times as volatile as the other leg, so an equal-dollar split is far from equal-risk.
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.
EXLS vs INTA: side by side
| EXLS (ExlService Holdings, Inc.) | INTA (Intapp, Inc.) | |
|---|---|---|
| 1-year return | -13.4% | -7.8% |
| 5-year return | +55.2% | +24.6% |
| Volatility (ann.) | 31.7% | 55.5% |
| Beta vs S&P 500 | 0.77 | 1.45 |
| Max drawdown (3Y) | -51.3% | -74.2% |
| Market cap | $5.8B | $3.3B |
| P/E (trailing) | 23.7 | – |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | EXLS | INTA |
|---|---|---|
| 2022 | +17.0% | -0.9% |
| 2023 | -9.0% | +52.4% |
| 2024 | +43.9% | +68.6% |
| 2025 | -4.4% | -28.5% |
| 2026 | -10.0% | -4.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are EXLS and INTA good diversifiers for each other?
Somewhat, no more. With 0.60 correlation, most large moves hit both names, and the diversification benefit stays modest.
FAQ
What is the correlation between EXLS and INTA?
The EXLS/INTA correlation stands at 0.60 on a 3-year window (1 year: 0.71, 5 years: 0.44), computed from weekly returns as of 2026-08-27.
Is INTA a good diversifier for EXLS?
Somewhat, no more. With 0.60 correlation, most large moves hit both names, and the diversification benefit stays modest.
What does a correlation of 0.60 mean?
A reading of 0.60 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/exls-vs-inta.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/exls-vs-inta/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: EXLS correlations · INTA correlations
