GHC vs LAUR: Correlation
Measured on weekly returns over the past three years, Graham Holdings Company (GHC) and Laureate Education, Inc. (LAUR) carry a correlation of 0.45, a moderate link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are GHC and LAUR?
On 3 years of weekly data the GHC/LAUR correlation comes out at 0.45, moderate. The link has loosened recently: the 1-year correlation (0.29) runs below the 3-year figure (0.45). The 5-year figure is 0.38, and annualized covariance runs at 329.2 %².
By 3-year correlation, LAUR places #10 of the 16 assets tracked against GHC. Correlation aside, the last 12 months split them widely, with LAUR ahead by 37.6 points (+5.2% versus +42.8%).
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.
GHC vs LAUR: side by side
| GHC (Graham Holdings Company) | LAUR (Laureate Education, Inc.) | |
|---|---|---|
| 1-year return | +5.2% | +42.8% |
| 5-year return | +94.6% | +426.4% |
| Volatility (ann.) | 26.8% | 27.2% |
| Beta vs S&P 500 | 0.78 | 0.57 |
| Max drawdown (3Y) | -19.8% | -16.3% |
| Market cap | $4.8B | $5.4B |
| P/E (trailing) | 9.2 | 17.5 |
| Dividend yield | 0.63% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | GHC | LAUR |
|---|---|---|
| 2022 | -3.0% | -9.9% |
| 2023 | +16.6% | +50.2% |
| 2024 | +26.3% | +33.4% |
| 2025 | +27.0% | +84.1% |
| 2026 | +4.5% | +15.9% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are GHC and LAUR good diversifiers for each other?
Reasonably. At 0.45, GHC and LAUR keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
FAQ
What is the correlation between GHC and LAUR?
Using weekly returns as of 2026-08-27: 0.45 over 3 years, with 0.29 over the last year and 0.38 over 5 years.
Is LAUR a good diversifier for GHC?
Reasonably. At 0.45, GHC and LAUR keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
What does a correlation of 0.45 mean?
A reading of 0.45 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/ghc-vs-laur.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/ghc-vs-laur/)
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Related comparisons
Hubs: GHC correlations · LAUR correlations
