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LRN vs TDAY: Correlation

How closely do Stride, Inc. (LRN) and USA TODAY Co., Inc. (TDAY) trade together? Their weekly returns over three years give a correlation of -0.22, which is negative.

Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology

Correlation (3Y)
-0.22
negative
Correlation (1Y)
-0.56
last 12 months
Correlation (5Y)
-0.10
long-run
Ann. covariance
-708.3
%² · weekly, annualized

How correlated are LRN and TDAY?

Across a 3-year window, the weekly returns of LRN and TDAY correlate at -0.22, negative, meaning they tend to move in opposite directions. The link has loosened recently: the 1-year correlation (-0.56) runs below the 3-year figure (-0.22). Stretching to 5 years gives -0.10, with an annualized covariance of -708.3 %².

Among the 16 assets we track against LRN, TDAY ranks #9 by 3-year correlation. The last year tells two different stories: TDAY led by 105.9 percentage points, -49.8% for LRN against +56.1% for TDAY.

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.

LRN vs TDAY: side by side

LRN (Stride, Inc.)TDAY (USA TODAY Co., Inc.)
1-year return-49.8%+56.1%
5-year return+147.2%-0.3%
Volatility (ann.)54.4%58.6%
Beta vs S&P 5000.260.79
Max drawdown (3Y)-64.1%-54.6%
Market cap$3.5B$0.9B
P/E (trailing)11.8
Dividend yield0.00%0.00%
Sector / categoryUS ListedUS Listed
Smaller drawdown: TDAY -54.6% vs -64.1%Higher 5y return: LRN +147.2% vs -0.3%
-61%0%+106%2025-09-052026-08-27
Price paths over the last 12 months, both indexed to 100 at the start (weekly closes). LRN · TDAY

Year-by-year returns

YearLRNTDAY
2022-6.2%-61.9%
2023+89.8%+13.3%
2024+75.1%+120.0%
2025-37.5%+1.8%
2026+31.4%+24.3%

Calendar-year price returns; the current year is year-to-date as of the data date above.

Are LRN and TDAY good diversifiers for each other?

Yes: at -0.22, the two have gone their own ways historically, which is what genuine diversification looks like.

FAQ

What is the correlation between LRN and TDAY?

As of 2026-08-27, the correlation of weekly returns between LRN and TDAY is -0.22 over 3 years, -0.56 over 1 year and -0.10 over 5 years.

Is TDAY a good diversifier for LRN?

Yes: at -0.22, the two have gone their own ways historically, which is what genuine diversification looks like.

What does a correlation of -0.22 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.

Use this data

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LRN vs TDAY: 3-year weekly correlation -0.22LRN vs TDAY-0.22

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Related comparisons

Hubs: LRN correlations · TDAY correlations