RMT vs VAC: Correlation
Royce Micro-Cap Trust, Inc. (RMT) and Marriott Vacations Worldwide Corporation (VAC) show a moderate relationship: their 3-year correlation of weekly returns is 0.57.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are RMT and VAC?
Over the past 3 years, RMT and VAC moved with a correlation of 0.57, which is moderate. The relationship has been stable: the 1-year correlation (0.50) sits close to the 3-year figure. Over 5 years the correlation is 0.62, and the annualized covariance of weekly returns is 544.9 %².
By 3-year correlation, VAC places #43 of the 136 assets tracked against RMT. Twelve-month performance is nearly a tie, at +48.4% for RMT and +48.5% for VAC. Risk is not evenly split, since VAC carries 2.3 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.
RMT vs VAC: side by side
| RMT (Royce Micro-Cap Trust, Inc.) | VAC (Marriott Vacations Worldwide Corporation) | |
|---|---|---|
| 1-year return | +48.4% | +48.5% |
| 5-year return | +80.1% | -13.2% |
| Volatility (ann.) | 20.5% | 46.3% |
| Beta vs S&P 500 | 1.09 | 1.45 |
| Max drawdown (3Y) | -26.4% | -55.7% |
| Market cap | $0.8B | $3.8B |
| P/E (trailing) | 8.5 | – |
| Dividend yield | 5.57% | 2.78% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | RMT | VAC |
|---|---|---|
| 2022 | -16.8% | -18.9% |
| 2023 | +15.8% | -35.2% |
| 2024 | +14.0% | +9.6% |
| 2025 | +16.1% | -32.7% |
| 2026 | +39.6% | +97.5% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are RMT and VAC good diversifiers for each other?
To a limited degree. At 0.57 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 RMT and VAC?
The RMT/VAC correlation stands at 0.57 on a 3-year window (1 year: 0.50, 5 years: 0.62), computed from weekly returns as of 2026-08-27.
Is VAC a good diversifier for RMT?
To a limited degree. At 0.57 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 0.57 mean?
On the −1 to +1 scale, 0.57 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/rmt-vs-vac.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/rmt-vs-vac/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: RMT correlations · VAC correlations
