FERG vs RVT: Correlation
Measured on weekly returns over the past three years, Ferguson Enterprises (FERG) and Royce Small-Cap Trust, Inc. (RVT) carry a correlation of 0.57, a moderate link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are FERG and RVT?
Over the past 3 years, FERG and RVT moved with a correlation of 0.57, which is moderate. The relationship has been stable: the 1-year correlation (0.54) sits close to the 3-year figure. Over 5 years the correlation is 0.56, and the annualized covariance of weekly returns is 328.2 %².
Within FERG's tracked universe of 35 assets, RVT comes in at #12 by 3-year correlation. The last year tells two different stories: RVT led by 26.3 percentage points, +1.1% for FERG against +27.4% for RVT. Risk is not evenly split, since FERG carries 1.6 times the volatility of the other side.
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.
FERG vs RVT: side by side
| FERG (Ferguson Enterprises) | RVT (Royce Small-Cap Trust, Inc.) | |
|---|---|---|
| 1-year return | +1.1% | +27.4% |
| 5-year return | +82.2% | +53.9% |
| Volatility (ann.) | 30.0% | 19.1% |
| Beta vs S&P 500 | 0.99 | 0.99 |
| Max drawdown (3Y) | -32.9% | -23.5% |
| Market cap | $45.1B | $2.3B |
| P/E (trailing) | 23.0 | 6.5 |
| Dividend yield | 1.80% | 0.00% |
| Sector / category | Industrials | US Listed |
Year-by-year returns
| Year | FERG | RVT |
|---|---|---|
| 2022 | -27.2% | -26.3% |
| 2023 | +55.1% | +18.8% |
| 2024 | -8.6% | +17.9% |
| 2025 | +29.9% | +11.5% |
| 2026 | +6.4% | +21.2% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are FERG and RVT good diversifiers for each other?
Somewhat, no more. With 0.57 correlation, most large moves hit both names, and the diversification benefit stays modest.
FAQ
What is the correlation between FERG and RVT?
Using weekly returns as of 2026-08-27: 0.57 over 3 years, with 0.54 over the last year and 0.56 over 5 years.
Is RVT a good diversifier for FERG?
Somewhat, no more. With 0.57 correlation, most large moves hit both names, and the diversification benefit stays modest.
What does a correlation of 0.57 mean?
A reading of 0.57 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/ferg-vs-rvt.json
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Related comparisons
Hubs: FERG correlations · RVT correlations
