KOSS vs TOYO: Correlation
How closely do Koss Corporation (KOSS) and TOYO Co., Ltd (TOYO) trade together? Their weekly returns over three years give a correlation of -0.43, which is negative.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are KOSS and TOYO?
On 3 years of weekly data the KOSS/TOYO correlation comes out at -0.43, negative, meaning they tend to move in opposite directions. The past 12 months show a tighter link (0.18) than the 3-year average (-0.43). The 5-year figure is -0.41, and annualized covariance runs at -5948.2 %².
TOYO is close to the least connected end of KOSS's tracked universe, ranking #12 of 12. The last year tells two different stories: TOYO led by 33.0 percentage points, -46.6% for KOSS against -13.6% for TOYO.
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.
KOSS vs TOYO: side by side
| KOSS (Koss Corporation) | TOYO (TOYO Co., Ltd) | |
|---|---|---|
| 1-year return | -46.6% | -13.6% |
| 5-year return | -81.0% | -54.4% |
| Volatility (ann.) | 129.9% | 107.7% |
| Beta vs S&P 500 | 1.64 | 0.34 |
| Max drawdown (3Y) | -74.4% | -86.3% |
| Market cap | – | $0.2B |
| P/E (trailing) | – | 2.1 |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | KOSS | TOYO |
|---|---|---|
| 2022 | -53.7% | – |
| 2023 | -32.3% | +8.0% |
| 2024 | +120.3% | -69.3% |
| 2025 | -43.9% | +73.4% |
| 2026 | -17.4% | -23.2% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are KOSS and TOYO good diversifiers for each other?
Yes. With a correlation of -0.43, KOSS and TOYO have moved largely independently, which makes them a genuinely diversifying pair by historical standards.
FAQ
What is the correlation between KOSS and TOYO?
Using weekly returns as of 2026-08-27: -0.43 over 3 years, with 0.18 over the last year and -0.41 over 5 years.
Is TOYO a good diversifier for KOSS?
Yes. With a correlation of -0.43, KOSS and TOYO have moved largely independently, which makes them a genuinely diversifying pair by historical standards.
What does a correlation of -0.43 mean?
A reading of -0.43 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/koss-vs-toyo.json
Embed this badge (it refreshes with the data), with attribution:
[](https://www.pairbook.io/pair/koss-vs-toyo/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: KOSS correlations · TOYO correlations
