FMC vs INTS: Correlation
Measured on weekly returns over the past three years, FMC Corporation (FMC) and Intensity Therapeutics, Inc. (INTS) carry a correlation of -0.29, a negative link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are FMC and INTS?
Over the past 3 years, FMC and INTS moved with a correlation of -0.29, which is negative, meaning they tend to move in opposite directions. The link has loosened recently: the 1-year correlation (-0.65) runs below the 3-year figure (-0.29). Over 5 years the correlation is n/a, and the annualized covariance of weekly returns is -2801.0 %².
INTS is close to the least connected end of FMC's tracked universe, ranking #13 of 14. Correlation aside, the last 12 months split them widely, with INTS ahead by 28.8 points (-72.2% versus -43.4%). Risk is not evenly split, since INTS carries 3.1 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.
FMC vs INTS: side by side
| FMC (FMC Corporation) | INTS (Intensity Therapeutics, Inc.) | |
|---|---|---|
| 1-year return | -72.2% | -43.4% |
| 5-year return | -86.6% | n/a |
| Volatility (ann.) | 56.2% | 173.1% |
| Beta vs S&P 500 | 0.82 | 0.52 |
| Max drawdown (3Y) | -87.3% | -98.5% |
| Market cap | $1.3B | – |
| P/E (trailing) | – | – |
| Dividend yield | 7.40% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | FMC | INTS |
|---|---|---|
| 2022 | +15.7% | – |
| 2023 | -48.0% | – |
| 2024 | -19.7% | -79.5% |
| 2025 | -70.0% | -76.7% |
| 2026 | -22.2% | -58.3% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are FMC and INTS good diversifiers for each other?
Yes: at -0.29, the two have gone their own ways historically, which is what genuine diversification looks like.
FAQ
What is the correlation between FMC and INTS?
Using weekly returns as of 2026-08-27: -0.29 over 3 years, with -0.65 over the last year and n/a over 5 years.
Is INTS a good diversifier for FMC?
Yes: at -0.29, the two have gone their own ways historically, which is what genuine diversification looks like.
What does a correlation of -0.29 mean?
A reading of -0.29 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/fmc-vs-ints.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/fmc-vs-ints/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: FMC correlations · INTS correlations
