GCO vs ROST: Correlation
Measured on weekly returns over the past three years, Genesco Inc. (GCO) and Ross Stores (ROST) carry a correlation of 0.44, a moderate link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are GCO and ROST?
Across a 3-year window, the weekly returns of GCO and ROST correlate at 0.44, moderate. Recent behaviour matches the longer record: 0.37 over 1 year against 0.44 over 3. Stretching to 5 years gives 0.43, with an annualized covariance of 673.7 %².
By 3-year correlation, ROST places #7 of the 13 assets tracked against GCO. Their recent paths diverged sharply: over the last 12 months ROST outperformed by 54.3 percentage points (-0.0% for GCO against +54.3% for ROST). One caveat on sizing: GCO is 2.6 times as volatile as the other leg, so an equal-dollar split is far from equal-risk.
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.
GCO vs ROST: side by side
| GCO (Genesco Inc.) | ROST (Ross Stores) | |
|---|---|---|
| 1-year return | -0.0% | +54.3% |
| 5-year return | -47.8% | +105.0% |
| Volatility (ann.) | 63.6% | 24.0% |
| Beta vs S&P 500 | 1.80 | 0.66 |
| Max drawdown (3Y) | -60.9% | -21.1% |
| Market cap | $0.4B | $73.7B |
| P/E (trailing) | 18.7 | 27.8 |
| Dividend yield | 0.00% | 0.72% |
| Sector / category | US Listed | Consumer Discretionary |
Year-by-year returns
| Year | GCO | ROST |
|---|---|---|
| 2022 | -28.3% | +2.9% |
| 2023 | -23.5% | +20.6% |
| 2024 | +21.4% | +10.4% |
| 2025 | -42.1% | +20.4% |
| 2026 | +33.1% | +28.1% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are GCO and ROST good diversifiers for each other?
Reasonably. At 0.44, GCO and ROST keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
FAQ
What is the correlation between GCO and ROST?
Using weekly returns as of 2026-08-27: 0.44 over 3 years, with 0.37 over the last year and 0.43 over 5 years.
Is ROST a good diversifier for GCO?
Reasonably. At 0.44, GCO and ROST keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
What does a correlation of 0.44 mean?
A reading of 0.44 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/gco-vs-rost.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/gco-vs-rost/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: GCO correlations · ROST correlations
