FDS vs VRSK: Correlation
How closely do FactSet (FDS) and Verisk Analytics (VRSK) trade together? Their weekly returns over three years give a correlation of 0.66, which is strong.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are FDS and VRSK?
Over the past 3 years, FDS and VRSK moved with a correlation of 0.66, which is strong. Little has changed lately, as the 1-year reading of 0.73 lands near the 3-year figure. Over 5 years the correlation is 0.63, and the annualized covariance of weekly returns is 526.4 %².
VRSK is one of the assets that tracks FDS most closely: it ranks #2 out of the 32 assets we track against FDS. Over the last 12 months FDS came out ahead by 9.4 percentage points (-18.6% against -28.0%). On a rolling one-year basis the correlation drifted between 0.37 and 0.76, a moderate band.
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 VRSK: side by side
| FDS (FactSet) | VRSK (Verisk Analytics) | |
|---|---|---|
| 1-year return | -18.6% | -28.0% |
| 5-year return | -15.8% | -1.6% |
| Volatility (ann.) | 31.9% | 25.1% |
| Beta vs S&P 500 | 0.56 | 0.27 |
| Max drawdown (3Y) | -61.1% | -50.8% |
| Market cap | $10.8B | $24.9B |
| P/E (trailing) | 19.5 | 28.8 |
| Dividend yield | 1.51% | 1.01% |
| Sector / category | Financials | Industrials |
Year-by-year returns
| Year | FDS | VRSK |
|---|---|---|
| 2022 | -16.7% | -22.3% |
| 2023 | +20.0% | +36.2% |
| 2024 | +1.6% | +16.0% |
| 2025 | -38.9% | -18.2% |
| 2026 | +6.0% | -14.2% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are FDS and VRSK good diversifiers for each other?
Somewhat, no more. With 0.66 correlation, most large moves hit both names, and the diversification benefit stays modest.
FAQ
What is the correlation between FDS and VRSK?
The FDS/VRSK correlation stands at 0.66 on a 3-year window (1 year: 0.73, 5 years: 0.63), computed from weekly returns as of 2026-08-27.
Is VRSK a good diversifier for FDS?
Somewhat, no more. With 0.66 correlation, most large moves hit both names, and the diversification benefit stays modest.
What does a correlation of 0.66 mean?
Correlation ranges from −1 to +1. Values near +1 mean two assets move together, near 0 that they move independently, and negative values that they tend to move in opposite directions. It measures co-movement, not performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/fds-vs-vrsk.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/fds-vs-vrsk/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: FDS correlations · VRSK correlations
