JELD vs SVV: Correlation
JELD-WEN Holding, Inc. (JELD) and Savers Value Village, Inc. (SVV) show a moderate relationship: their 3-year correlation of weekly returns is 0.40.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are JELD and SVV?
On 3 years of weekly data the JELD/SVV correlation comes out at 0.40, moderate. The past 12 months show a tighter link (0.58) than the 3-year average (0.40). The 5-year figure is n/a, and annualized covariance runs at 1792.6 %².
Within JELD's tracked universe of 16 assets, SVV comes in at #8 by 3-year correlation. Correlation aside, the last 12 months split them widely, with SVV ahead by 54.3 points (-63.7% versus -9.4%).
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.
JELD vs SVV: side by side
| JELD (JELD-WEN Holding, Inc.) | SVV (Savers Value Village, Inc.) | |
|---|---|---|
| 1-year return | -63.7% | -9.4% |
| 5-year return | -92.5% | n/a |
| Volatility (ann.) | 80.7% | 55.5% |
| Beta vs S&P 500 | 2.01 | 0.87 |
| Max drawdown (3Y) | -95.5% | -73.6% |
| Market cap | $0.2B | $1.6B |
| P/E (trailing) | – | 70.2 |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | JELD | SVV |
|---|---|---|
| 2022 | -63.4% | – |
| 2023 | +95.6% | – |
| 2024 | -56.6% | -41.0% |
| 2025 | -70.0% | -8.9% |
| 2026 | -11.4% | +12.7% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are JELD and SVV good diversifiers for each other?
Reasonably. At 0.40, JELD and SVV keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
FAQ
What is the correlation between JELD and SVV?
Using weekly returns as of 2026-08-27: 0.40 over 3 years, with 0.58 over the last year and n/a over 5 years.
Is SVV a good diversifier for JELD?
Reasonably. At 0.40, JELD and SVV keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
What does a correlation of 0.40 mean?
A reading of 0.40 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/jeld-vs-svv.json
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Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: JELD correlations · SVV correlations
