GOSS vs ODD: Correlation
Gossamer Bio, Inc. (GOSS) and ODDITY Tech Ltd. - Class A (ODD) show a moderate relationship: their 3-year correlation of weekly returns is 0.48.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are GOSS and ODD?
On 3 years of weekly data the GOSS/ODD correlation comes out at 0.48, moderate. The past 12 months show a tighter link (0.63) than the 3-year average (0.48). The 5-year figure is n/a, and annualized covariance runs at 3860.5 %².
Few assets follow GOSS as closely as ODD, which ranks #1 of 11 tracked partners. Their recent paths diverged sharply: over the last 12 months ODD outperformed by 17.9 percentage points (-93.1% for GOSS against -75.2% for ODD).
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.
GOSS vs ODD: side by side
| GOSS (Gossamer Bio, Inc.) | ODD (ODDITY Tech Ltd. - Class A) | |
|---|---|---|
| 1-year return | -93.1% | -75.2% |
| 5-year return | -98.3% | n/a |
| Volatility (ann.) | 106.7% | 75.9% |
| Beta vs S&P 500 | 1.89 | 1.78 |
| Max drawdown (3Y) | -96.4% | -87.3% |
| Market cap | $0.1B | $0.7B |
| P/E (trailing) | – | 18.3 |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | GOSS | ODD |
|---|---|---|
| 2022 | -80.8% | – |
| 2023 | -57.9% | – |
| 2024 | -0.9% | -9.7% |
| 2025 | +242.5% | -4.4% |
| 2026 | -94.5% | -62.7% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are GOSS and ODD good diversifiers for each other?
Reasonably. At 0.48, GOSS and ODD keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
FAQ
What is the correlation between GOSS and ODD?
Using weekly returns as of 2026-08-27: 0.48 over 3 years, with 0.63 over the last year and n/a over 5 years.
Is ODD a good diversifier for GOSS?
Reasonably. At 0.48, GOSS and ODD keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
What does a correlation of 0.48 mean?
On the −1 to +1 scale, 0.48 describes how much the two returns move together: +1 is lockstep, 0 is independence, negative values mean opposite directions. It says nothing about which performed better.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/goss-vs-odd.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/goss-vs-odd/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: GOSS correlations · ODD correlations
