ROL vs STC: Correlation
How closely do Rollins, Inc. (ROL) and Stewart Information Services Corporation (STC) trade together? Their weekly returns over three years give a correlation of 0.35, which is moderate.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are ROL and STC?
Across a 3-year window, the weekly returns of ROL and STC correlate at 0.35, moderate. Recent behaviour matches the longer record: 0.38 over 1 year against 0.35 over 3. Stretching to 5 years gives 0.26, with an annualized covariance of 236.6 %².
Among the 33 assets we track against ROL, STC ranks #13 by 3-year correlation. Their recent paths diverged sharply: over the last 12 months STC outperformed by 34.2 percentage points (-35.7% for ROL against -1.5% for STC).
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.
ROL vs STC: side by side
| ROL (Rollins, Inc.) | STC (Stewart Information Services Corporation) | |
|---|---|---|
| 1-year return | -35.7% | -1.5% |
| 5-year return | -1.8% | +29.2% |
| Volatility (ann.) | 23.2% | 28.9% |
| Beta vs S&P 500 | 0.51 | 0.74 |
| Max drawdown (3Y) | -44.6% | -24.7% |
| Market cap | $17.3B | $2.1B |
| P/E (trailing) | 32.7 | 15.3 |
| Dividend yield | 1.94% | 3.00% |
| Sector / category | Industrials | US Listed |
Year-by-year returns
| Year | ROL | STC |
|---|---|---|
| 2022 | +8.1% | -44.6% |
| 2023 | +21.2% | +43.3% |
| 2024 | +7.6% | +18.2% |
| 2025 | +31.1% | +7.2% |
| 2026 | -39.4% | +1.2% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are ROL and STC good diversifiers for each other?
Reasonably. At 0.35, ROL and STC keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
FAQ
What is the correlation between ROL and STC?
As of 2026-08-27, the correlation of weekly returns between ROL and STC is 0.35 over 3 years, 0.38 over 1 year and 0.26 over 5 years.
Is STC a good diversifier for ROL?
Reasonably. At 0.35, ROL and STC keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
What does a correlation of 0.35 mean?
A reading of 0.35 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/rol-vs-stc.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/rol-vs-stc/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: ROL correlations · STC correlations
