F vs RVT: Correlation
Ford Motor Company (F) and Royce Small-Cap Trust, Inc. (RVT) show a moderate relationship: their 3-year correlation of weekly returns is 0.48.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are F and RVT?
On 3 years of weekly data the F/RVT correlation comes out at 0.48, moderate. Recent behaviour matches the longer record: 0.42 over 1 year against 0.48 over 3. The 5-year figure is 0.57, and annualized covariance runs at 331.8 %².
Within F's tracked universe of 35 assets, RVT comes in at #14 by 3-year correlation. Their 12-month results are close: +22.6% for F against +27.4% for RVT. Note the risk asymmetry: F runs 1.9 times the annualized volatility of the other leg, so equal-weighting the two is not an equal-risk position.
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.
F vs RVT: side by side
| F (Ford Motor Company) | RVT (Royce Small-Cap Trust, Inc.) | |
|---|---|---|
| 1-year return | +22.6% | +27.4% |
| 5-year return | +45.8% | +53.9% |
| Volatility (ann.) | 36.1% | 19.1% |
| Beta vs S&P 500 | 1.06 | 0.99 |
| Max drawdown (3Y) | -36.5% | -23.5% |
| Market cap | $55.6B | $2.3B |
| P/E (trailing) | – | 6.5 |
| Dividend yield | 4.32% | 0.00% |
| Sector / category | Consumer Discretionary | US Listed |
Year-by-year returns
| Year | F | RVT |
|---|---|---|
| 2022 | -42.2% | -26.3% |
| 2023 | +15.8% | +18.8% |
| 2024 | -13.1% | +17.9% |
| 2025 | +42.3% | +11.5% |
| 2026 | +10.0% | +21.2% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are F and RVT good diversifiers for each other?
A fair diversifier. At 0.48, enough of each asset's movement is its own that the pair has smoothed outcomes historically.
FAQ
What is the correlation between F and RVT?
Using weekly returns as of 2026-08-27: 0.48 over 3 years, with 0.42 over the last year and 0.57 over 5 years.
Is RVT a good diversifier for F?
A fair diversifier. At 0.48, enough of each asset's movement is its own that the pair has smoothed outcomes historically.
What does a correlation of 0.48 mean?
A reading of 0.48 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/f-vs-rvt.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/f-vs-rvt/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: F correlations · RVT correlations
