MCO vs TRU: Correlation
Moody's Corporation (MCO) and TransUnion (TRU) show a strong relationship: their 3-year correlation of weekly returns is 0.62.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are MCO and TRU?
On 3 years of weekly data the MCO/TRU correlation comes out at 0.62, strong. Recent behaviour matches the longer record: 0.69 over 1 year against 0.62 over 3. The 5-year figure is 0.67, and annualized covariance runs at 661.5 %².
Among the 53 assets we track against MCO, TRU ranks #8 by 3-year correlation. The trailing year gives MCO the advantage: +0.7% versus -4.3%, a 5.0-point spread. Note the risk asymmetry: TRU runs 1.6 times the annualized volatility of the other leg, so equal-weighting the two is not an equal-risk position.
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.
MCO vs TRU: side by side
| MCO (Moody's Corporation) | TRU (TransUnion) | |
|---|---|---|
| 1-year return | +0.7% | -4.3% |
| 5-year return | +39.4% | -27.4% |
| Volatility (ann.) | 25.8% | 41.6% |
| Beta vs S&P 500 | 1.08 | 1.71 |
| Max drawdown (3Y) | -24.7% | -47.3% |
| Market cap | $88.2B | $16.2B |
| P/E (trailing) | 32.7 | 22.3 |
| Dividend yield | 0.77% | 0.28% |
| Sector / category | Financials | US Listed |
Year-by-year returns
| Year | MCO | TRU |
|---|---|---|
| 2022 | -28.0% | -51.9% |
| 2023 | +41.5% | +21.8% |
| 2024 | +22.2% | +35.6% |
| 2025 | +8.7% | -7.0% |
| 2026 | +0.3% | -0.8% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are MCO and TRU good diversifiers for each other?
To a limited degree. At 0.62 the two still catch most of the same waves, so the pair smooths returns a little without insulating either from a shared selloff.
FAQ
What is the correlation between MCO and TRU?
As of 2026-08-27, the correlation of weekly returns between MCO and TRU is 0.62 over 3 years, 0.69 over 1 year and 0.67 over 5 years.
Is TRU a good diversifier for MCO?
To a limited degree. At 0.62 the two still catch most of the same waves, so the pair smooths returns a little without insulating either from a shared selloff.
What does a correlation of 0.62 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
$ curl https://www.pairbook.io/api/v1/pairs/mco-vs-tru.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/mco-vs-tru/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: MCO correlations · TRU correlations
