PEGA vs TTD: Correlation
Pegasystems Inc. (PEGA) and Trade Desk (The) (TTD) show a moderate relationship: their 3-year correlation of weekly returns is 0.48.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are PEGA and TTD?
Over the past 3 years, PEGA and TTD moved with a correlation of 0.48, which is moderate. Lately the two have drifted apart, with the 1-year correlation at 0.32 versus 0.48 over 3 years. Over 5 years the correlation is 0.46, and the annualized covariance of weekly returns is 1449.2 %².
By 3-year correlation, TTD places #7 of the 14 assets tracked against PEGA. Their recent paths diverged sharply: over the last 12 months PEGA outperformed by 42.7 percentage points (-31.8% for PEGA against -74.5% for TTD).
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.
PEGA vs TTD: side by side
| PEGA (Pegasystems Inc.) | TTD (Trade Desk (The)) | |
|---|---|---|
| 1-year return | -31.8% | -74.5% |
| 5-year return | -47.4% | -83.4% |
| Volatility (ann.) | 50.2% | 60.7% |
| Beta vs S&P 500 | 1.28 | 1.23 |
| Max drawdown (3Y) | -60.9% | -90.7% |
| Market cap | $5.9B | $6.3B |
| P/E (trailing) | 20.4 | 15.4 |
| Dividend yield | 0.35% | 0.00% |
| Sector / category | US Listed | Communication Services |
Year-by-year returns
| Year | PEGA | TTD |
|---|---|---|
| 2022 | -69.3% | -51.1% |
| 2023 | +43.1% | +60.5% |
| 2024 | +91.0% | +63.3% |
| 2025 | +28.4% | -67.7% |
| 2026 | -39.6% | -64.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are PEGA and TTD good diversifiers for each other?
Yes, to a useful degree: a correlation of 0.48 leaves real independence between the two, which historically damped combined volatility.
FAQ
What is the correlation between PEGA and TTD?
The PEGA/TTD correlation stands at 0.48 on a 3-year window (1 year: 0.32, 5 years: 0.46), computed from weekly returns as of 2026-08-27.
Is TTD a good diversifier for PEGA?
Yes, to a useful degree: a correlation of 0.48 leaves real independence between the two, which historically damped combined volatility.
What does a correlation of 0.48 mean?
On the −1 to +1 scale, 0.48 describes how much the two returns move together: +1 is lockstep, 0 is independence, negative values mean opposite directions. It says nothing about which performed better.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/pega-vs-ttd.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/pega-vs-ttd/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: PEGA correlations · TTD correlations
