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R vs ROL: Correlation

Ryder System, Inc. (R) and Rollins, Inc. (ROL) show a moderate relationship: their 3-year correlation of weekly returns is 0.36.

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

Correlation (3Y)
0.36
moderate
Correlation (1Y)
0.32
last 12 months
Correlation (5Y)
0.28
long-run
Ann. covariance
261.0
%² · weekly, annualized

How correlated are R and ROL?

On 3 years of weekly data the R/ROL correlation comes out at 0.36, moderate. Little has changed lately, as the 1-year reading of 0.32 lands near the 3-year figure. The 5-year figure is 0.28, and annualized covariance runs at 261.0 %².

Out of 21 assets tracked against R, ROL lands near the bottom at #18. Correlation aside, the last 12 months split them widely, with R ahead by 70.6 points (+34.9% versus -35.7%).

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.

R vs ROL: side by side

R (Ryder System, Inc.)ROL (Rollins, Inc.)
1-year return+34.9%-35.7%
5-year return+245.8%-1.8%
Volatility (ann.)31.1%23.2%
Beta vs S&P 5001.090.51
Max drawdown (3Y)-23.9%-44.6%
Market cap$9.5B$17.3B
P/E (trailing)20.332.7
Dividend yield1.46%1.94%
Sector / categoryUS ListedIndustrials
Lower P/E: R 20.3 vs 32.7Higher yield: ROL 1.94% vs 1.46%Smaller drawdown: R -23.9% vs -44.6%Higher 5y return: R +245.8% vs -1.8%
-36%0%+52%2025-09-052026-08-27
Both assets over the last year, indexed to 100 at the starting week. R · ROL

Year-by-year returns

YearRROL
2022+4.4%+8.1%
2023+41.6%+21.2%
2024+39.5%+7.6%
2025+24.5%+31.1%
2026+31.2%-39.4%

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

Are R and ROL good diversifiers for each other?

Yes, to a useful degree: a correlation of 0.36 leaves real independence between the two, which historically damped combined volatility.

FAQ

What is the correlation between R and ROL?

The R/ROL correlation stands at 0.36 on a 3-year window (1 year: 0.32, 5 years: 0.28), computed from weekly returns as of 2026-08-27.

Is ROL a good diversifier for R?

Yes, to a useful degree: a correlation of 0.36 leaves real independence between the two, which historically damped combined volatility.

What does a correlation of 0.36 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

JSON API · no key required
$ curl https://www.pairbook.io/api/v1/pairs/r-vs-rol.json

R vs ROL: 3-year weekly correlation 0.36R vs ROL0.36

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Related comparisons

Hubs: R correlations · ROL correlations