EXPE vs G: Correlation
Measured on weekly returns over the past three years, Expedia Group (EXPE) and Genpact Limited (G) carry a correlation of 0.49, a moderate link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are EXPE and G?
On 3 years of weekly data the EXPE/G correlation comes out at 0.49, moderate. Recent behaviour matches the longer record: 0.57 over 1 year against 0.49 over 3. The 5-year figure is 0.44, and annualized covariance runs at 716.3 %².
By 3-year correlation, G places #15 of the 33 assets tracked against EXPE. The last year tells two different stories: EXPE led by 67.6 percentage points, +51.5% for EXPE against -16.1% for G.
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.
EXPE vs G: side by side
| EXPE (Expedia Group) | G (Genpact Limited) | |
|---|---|---|
| 1-year return | +51.5% | -16.1% |
| 5-year return | +123.9% | -22.8% |
| Volatility (ann.) | 42.7% | 34.0% |
| Beta vs S&P 500 | 1.33 | 0.61 |
| Max drawdown (3Y) | -37.4% | -49.4% |
| Market cap | $38.3B | $6.3B |
| P/E (trailing) | 21.0 | 11.0 |
| Dividend yield | 0.53% | 1.94% |
| Sector / category | Consumer Discretionary | US Listed |
Year-by-year returns
| Year | EXPE | G |
|---|---|---|
| 2022 | -51.5% | -11.7% |
| 2023 | +73.3% | -24.0% |
| 2024 | +22.8% | +25.8% |
| 2025 | +53.3% | +10.2% |
| 2026 | +13.1% | -18.9% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are EXPE and G good diversifiers for each other?
Reasonably. At 0.49, EXPE and G keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
FAQ
What is the correlation between EXPE and G?
As of 2026-08-27, the correlation of weekly returns between EXPE and G is 0.49 over 3 years, 0.57 over 1 year and 0.44 over 5 years.
Is G a good diversifier for EXPE?
Reasonably. At 0.49, EXPE and G keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
What does a correlation of 0.49 mean?
A reading of 0.49 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/expe-vs-g.json
Embed this badge (it refreshes with the data), with attribution:
[](https://www.pairbook.io/pair/expe-vs-g/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: EXPE correlations · G correlations
