RMT vs VSEC: Correlation
Royce Micro-Cap Trust, Inc. (RMT) and VSE Corporation (VSEC) show a moderate relationship: their 3-year correlation of weekly returns is 0.52.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are RMT and VSEC?
Over the past 3 years, RMT and VSEC moved with a correlation of 0.52, which is moderate. The link has tightened recently: the 1-year correlation (0.65) runs above the 3-year figure (0.52). Over 5 years the correlation is 0.58, and the annualized covariance of weekly returns is 483.7 %².
Among the 136 assets we track against RMT, VSEC ranks #68 by 3-year correlation. Over the last 12 months RMT came out ahead by 14.2 percentage points (+48.4% against +34.2%). One caveat on sizing: VSEC is 2.2 times as volatile as the other leg, so an equal-dollar split is far from equal-risk.
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 VSEC: side by side
| RMT (Royce Micro-Cap Trust, Inc.) | VSEC (VSE Corporation) | |
|---|---|---|
| 1-year return | +48.4% | +34.2% |
| 5-year return | +80.1% | +365.5% |
| Volatility (ann.) | 20.5% | 44.9% |
| Beta vs S&P 500 | 1.09 | 1.52 |
| Max drawdown (3Y) | -26.4% | -30.3% |
| Market cap | $0.8B | $6.2B |
| P/E (trailing) | 8.5 | 72.5 |
| Dividend yield | 5.57% | 0.18% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | RMT | VSEC |
|---|---|---|
| 2022 | -16.8% | -22.4% |
| 2023 | +15.8% | +38.9% |
| 2024 | +14.0% | +47.9% |
| 2025 | +16.1% | +82.3% |
| 2026 | +39.6% | +28.1% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are RMT and VSEC good diversifiers for each other?
To a limited degree. At 0.52 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 VSEC?
The RMT/VSEC correlation stands at 0.52 on a 3-year window (1 year: 0.65, 5 years: 0.58), computed from weekly returns as of 2026-08-27.
Is VSEC a good diversifier for RMT?
To a limited degree. At 0.52 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 0.52 mean?
A reading of 0.52 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-vsec.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/rmt-vs-vsec/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: RMT correlations · VSEC correlations
