GUG vs ROL: Correlation
How closely do Guggenheim Active Allocation Fund (GUG) and Rollins, Inc. (ROL) trade together? Their weekly returns over three years give a correlation of 0.37, which is moderate.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are GUG and ROL?
Over the past 3 years, GUG and ROL moved with a correlation of 0.37, which is moderate. Little has changed lately, as the 1-year reading of 0.35 lands near the 3-year figure. Over 5 years the correlation is 0.29, and the annualized covariance of weekly returns is 109.4 %².
Among the 12 assets we track against GUG, ROL sits near the bottom by co-movement, at rank #8. Their recent paths diverged sharply: over the last 12 months GUG outperformed by 41.1 percentage points (+5.4% for GUG against -35.7% for ROL). One caveat on sizing: ROL is 1.8 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.
GUG vs ROL: side by side
| GUG (Guggenheim Active Allocation Fund) | ROL (Rollins, Inc.) | |
|---|---|---|
| 1-year return | +5.4% | -35.7% |
| 5-year return | +16.3% | -1.8% |
| Volatility (ann.) | 12.9% | 23.2% |
| Beta vs S&P 500 | 0.40 | 0.51 |
| Max drawdown (3Y) | -12.1% | -44.6% |
| Market cap | $0.5B | $17.3B |
| P/E (trailing) | 9.1 | 32.7 |
| Dividend yield | 0.00% | 1.94% |
| Sector / category | US Listed | Industrials |
Year-by-year returns
| Year | GUG | ROL |
|---|---|---|
| 2022 | -26.5% | +8.1% |
| 2023 | +20.7% | +21.2% |
| 2024 | +11.5% | +7.6% |
| 2025 | +13.1% | +31.1% |
| 2026 | +4.2% | -39.4% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are GUG and ROL good diversifiers for each other?
Yes, to a useful degree: a correlation of 0.37 leaves real independence between the two, which historically damped combined volatility.
FAQ
What is the correlation between GUG and ROL?
As of 2026-08-27, the correlation of weekly returns between GUG and ROL is 0.37 over 3 years, 0.35 over 1 year and 0.29 over 5 years.
Is ROL a good diversifier for GUG?
Yes, to a useful degree: a correlation of 0.37 leaves real independence between the two, which historically damped combined volatility.
What does a correlation of 0.37 mean?
On the −1 to +1 scale, 0.37 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/gug-vs-rol.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/gug-vs-rol/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: GUG correlations · ROL correlations
