GDC vs QURE: Correlation
How closely do GD Culture Group Limited (GDC) and uniQure N.V. (QURE) trade together? Their weekly returns over three years give a correlation of -0.20, which is negative.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are GDC and QURE?
Across a 3-year window, the weekly returns of GDC and QURE correlate at -0.20, negative, meaning they tend to move in opposite directions. The relationship has been stable: the 1-year correlation (-0.27) sits close to the 3-year figure. Stretching to 5 years gives -0.13, with an annualized covariance of -7701.3 %².
Out of 12 assets tracked against GDC, QURE lands near the bottom at #8. Correlation aside, the last 12 months split them widely, with QURE ahead by 314.5 points (-99.8% versus +214.7%).
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.
GDC vs QURE: side by side
| GDC (GD Culture Group Limited) | QURE (uniQure N.V.) | |
|---|---|---|
| 1-year return | -99.8% | +214.7% |
| 5-year return | -100.0% | +72.6% |
| Volatility (ann.) | 181.6% | 215.4% |
| Beta vs S&P 500 | 1.33 | 1.70 |
| Max drawdown (3Y) | -99.9% | -87.2% |
| Market cap | – | $3.4B |
| P/E (trailing) | – | – |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | GDC | QURE |
|---|---|---|
| 2022 | -93.5% | +9.3% |
| 2023 | +23.0% | -70.1% |
| 2024 | -26.5% | +160.9% |
| 2025 | +125.4% | +35.5% |
| 2026 | -99.8% | +107.1% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are GDC and QURE good diversifiers for each other?
Yes: at -0.20, the two have gone their own ways historically, which is what genuine diversification looks like.
FAQ
What is the correlation between GDC and QURE?
Using weekly returns as of 2026-08-27: -0.20 over 3 years, with -0.27 over the last year and -0.13 over 5 years.
Is QURE a good diversifier for GDC?
Yes: at -0.20, the two have gone their own ways historically, which is what genuine diversification looks like.
What does a correlation of -0.20 mean?
A reading of -0.20 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/gdc-vs-qure.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/gdc-vs-qure/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: GDC correlations · QURE correlations
