FDS vs PSO: Correlation
How closely do FactSet (FDS) and Pearson, Plc (PSO) trade together? Their weekly returns over three years give a correlation of 0.41, which is moderate.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are FDS and PSO?
Over the past 3 years, FDS and PSO moved with a correlation of 0.41, which is moderate. The link has tightened recently: the 1-year correlation (0.51) runs above the 3-year figure (0.41). Over 5 years the correlation is 0.32, and the annualized covariance of weekly returns is 286.8 %².
By 3-year correlation, PSO places #18 of the 32 assets tracked against FDS. Correlation aside, the last 12 months split them widely, with PSO ahead by 34.2 points (-18.6% versus +15.6%).
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.
FDS vs PSO: side by side
| FDS (FactSet) | PSO (Pearson, Plc) | |
|---|---|---|
| 1-year return | -18.6% | +15.6% |
| 5-year return | -15.8% | +77.5% |
| Volatility (ann.) | 31.9% | 22.1% |
| Beta vs S&P 500 | 0.56 | 0.31 |
| Max drawdown (3Y) | -61.1% | -30.7% |
| Market cap | $10.8B | $10.0B |
| P/E (trailing) | 19.5 | 24.1 |
| Dividend yield | 1.51% | 1.56% |
| Sector / category | Financials | US Listed |
Year-by-year returns
| Year | FDS | PSO |
|---|---|---|
| 2022 | -16.7% | +37.7% |
| 2023 | +20.0% | +12.0% |
| 2024 | +1.6% | +34.2% |
| 2025 | -38.9% | -11.2% |
| 2026 | +6.0% | +21.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are FDS and PSO good diversifiers for each other?
Yes, to a useful degree: a correlation of 0.41 leaves real independence between the two, which historically damped combined volatility.
FAQ
What is the correlation between FDS and PSO?
The FDS/PSO correlation stands at 0.41 on a 3-year window (1 year: 0.51, 5 years: 0.32), computed from weekly returns as of 2026-08-27.
Is PSO a good diversifier for FDS?
Yes, to a useful degree: a correlation of 0.41 leaves real independence between the two, which historically damped combined volatility.
What does a correlation of 0.41 mean?
A reading of 0.41 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/fds-vs-pso.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/fds-vs-pso/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: FDS correlations · PSO correlations
