GJS vs INTZ: Correlation
How closely do Goldman Sachs Group Securities STRATS Trust for Goldman (GJS) and Intrusion Inc. (INTZ) trade together? Their weekly returns over three years give a correlation of -0.15, which is negative.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are GJS and INTZ?
Over the past 3 years, GJS and INTZ moved with a correlation of -0.15, which is negative, meaning they tend to move in opposite directions. Recent behaviour matches the longer record: -0.15 over 1 year against -0.15 over 3. Over 5 years the correlation is -0.09, and the annualized covariance of weekly returns is -310.8 %².
Within GJS's tracked universe of 15 assets, INTZ comes in at #8 by 3-year correlation. Correlation aside, the last 12 months split them widely, with GJS ahead by 62.3 points (+6.3% versus -56.0%). Risk is not evenly split, since INTZ carries 39.1 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.
GJS vs INTZ: side by side
| GJS (Goldman Sachs Group Securities STRATS Trust for Goldman) | INTZ (Intrusion Inc.) | |
|---|---|---|
| 1-year return | +6.3% | -56.0% |
| 5-year return | +42.1% | -99.1% |
| Volatility (ann.) | 7.2% | 281.6% |
| Beta vs S&P 500 | 0.03 | 2.38 |
| Max drawdown (3Y) | -3.9% | -97.9% |
| Market cap | – | – |
| P/E (trailing) | – | – |
| Dividend yield | – | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | GJS | INTZ |
|---|---|---|
| 2022 | +0.8% | -8.1% |
| 2023 | +11.1% | -92.1% |
| 2024 | +10.2% | -38.4% |
| 2025 | +8.4% | -62.7% |
| 2026 | +3.8% | -29.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are GJS and INTZ good diversifiers for each other?
By historical standards, yes. A correlation of -0.15 means the two rarely move for the same reasons.
FAQ
What is the correlation between GJS and INTZ?
Using weekly returns as of 2026-08-27: -0.15 over 3 years, with -0.15 over the last year and -0.09 over 5 years.
Is INTZ a good diversifier for GJS?
By historical standards, yes. A correlation of -0.15 means the two rarely move for the same reasons.
What does a correlation of -0.15 mean?
Correlation ranges from −1 to +1. Values near +1 mean two assets move together, near 0 that they move independently, and negative values that they tend to move in opposite directions. It measures co-movement, not performance.
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Related comparisons
Hubs: GJS correlations · INTZ correlations
