MCO vs VTI: Correlation
Moody's Corporation (MCO) and Vanguard Total Stock Market ETF (VTI) show a strong relationship: their 3-year correlation of weekly returns is 0.61.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are MCO and VTI?
Across a 3-year window, the weekly returns of MCO and VTI correlate at 0.61, strong. The past 12 months show a weaker link (0.30) than the 3-year average (0.61). Stretching to 5 years gives 0.71, with an annualized covariance of 230.2 %².
Within MCO's tracked universe of 53 assets, VTI comes in at #16 by 3-year correlation. Correlation aside, the last 12 months split them widely, with VTI ahead by 20.0 points (+0.7% versus +20.7%). This link changes with the market regime, having swung between 0.32 and 0.88 on a rolling one-year basis. Risk is not evenly split, since MCO carries 1.8 times the volatility of the other side.
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 VTI: side by side
| MCO (Moody's Corporation) | VTI (Vanguard Total Stock Market ETF) | |
|---|---|---|
| 1-year return | +0.7% | +20.7% |
| 5-year return | +39.4% | +74.8% |
| Volatility (ann.) | 25.8% | 14.6% |
| Beta vs S&P 500 | 1.08 | 1.01 |
| Max drawdown (3Y) | -24.7% | -19.3% |
| Market cap | $88.2B | – |
| P/E (trailing) | 32.7 | – |
| Dividend yield | 0.77% | 1.06% |
| Expense ratio | – | 0.03% |
| Assets under management | – | $2,290.0B |
| Sector / category | Financials | ETF · US Large Cap |
VTI, Vanguard's Large Blend fund, carries $2,290.0B under management, 3140 holdings, a 0.03% expense ratio, a 1.06% trailing dividend yield.
Year-by-year returns
| Year | MCO | VTI |
|---|---|---|
| 2022 | -28.0% | -19.5% |
| 2023 | +41.5% | +26.0% |
| 2024 | +22.2% | +23.8% |
| 2025 | +8.7% | +17.1% |
| 2026 | +0.3% | +14.2% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Fund exposure
Keep in mind that VTI holds MCO at a 0.1% weight, which makes a slice of this correlation mechanical rather than coincidental.
Are MCO and VTI good diversifiers for each other?
To a limited degree. At 0.61 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 VTI?
Using weekly returns as of 2026-08-27: 0.61 over 3 years, with 0.30 over the last year and 0.71 over 5 years.
Is VTI a good diversifier for MCO?
To a limited degree. At 0.61 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 0.61 mean?
A reading of 0.61 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/mco-vs-vti.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/mco-vs-vti/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: MCO correlations · VTI correlations
