RMT vs VICR: Correlation
How closely do Royce Micro-Cap Trust, Inc. (RMT) and Vicor Corporation (VICR) trade together? Their weekly returns over three years give a correlation of 0.53, which is moderate.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are RMT and VICR?
Over the past 3 years, RMT and VICR moved with a correlation of 0.53, which is moderate. The relationship has been stable: the 1-year correlation (0.55) sits close to the 3-year figure. Over 5 years the correlation is 0.48, and the annualized covariance of weekly returns is 769.2 %².
Among the 136 assets we track against RMT, VICR ranks #58 by 3-year correlation. The last year tells two different stories: VICR led by 248.4 percentage points, +48.4% for RMT against +296.8% for VICR. Risk is not evenly split, since VICR carries 3.5 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 VICR: side by side
| RMT (Royce Micro-Cap Trust, Inc.) | VICR (Vicor Corporation) | |
|---|---|---|
| 1-year return | +48.4% | +296.8% |
| 5-year return | +80.1% | +65.8% |
| Volatility (ann.) | 20.5% | 71.1% |
| Beta vs S&P 500 | 1.09 | 2.00 |
| Max drawdown (3Y) | -26.4% | -53.9% |
| Market cap | $0.8B | $9.4B |
| P/E (trailing) | 8.5 | 65.3 |
| Dividend yield | 5.57% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | RMT | VICR |
|---|---|---|
| 2022 | -16.8% | -57.7% |
| 2023 | +15.8% | -16.4% |
| 2024 | +14.0% | +7.5% |
| 2025 | +16.1% | +126.8% |
| 2026 | +39.6% | +85.8% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are RMT and VICR good diversifiers for each other?
Somewhat, no more. With 0.53 correlation, most large moves hit both names, and the diversification benefit stays modest.
FAQ
What is the correlation between RMT and VICR?
As of 2026-08-27, the correlation of weekly returns between RMT and VICR is 0.53 over 3 years, 0.55 over 1 year and 0.48 over 5 years.
Is VICR a good diversifier for RMT?
Somewhat, no more. With 0.53 correlation, most large moves hit both names, and the diversification benefit stays modest.
What does a correlation of 0.53 mean?
A reading of 0.53 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/rmt-vs-vicr.json
Embed this badge (it refreshes with the data), with attribution:
[](https://www.pairbook.io/pair/rmt-vs-vicr/)
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Related comparisons
Hubs: RMT correlations · VICR correlations
