SACH vs WY: Correlation
Sachem Capital Corp. (SACH) and Weyerhaeuser (WY) show a moderate relationship: their 3-year correlation of weekly returns is 0.41.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are SACH and WY?
On 3 years of weekly data the SACH/WY correlation comes out at 0.41, moderate. Lately the two have drifted apart, with the 1-year correlation at 0.30 versus 0.41 over 3 years. The 5-year figure is 0.38, and annualized covariance runs at 445.8 %².
In SACH's tracked universe of 10 assets, WY sits right near the top at #3. The trailing year gives WY the advantage: -15.2% versus -6.1%, a 9.1-point spread. Risk is not evenly split, since SACH carries 1.8 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.
SACH vs WY: side by side
| SACH (Sachem Capital Corp.) | WY (Weyerhaeuser) | |
|---|---|---|
| 1-year return | -15.2% | -6.1% |
| 5-year return | -65.5% | -19.5% |
| Volatility (ann.) | 43.9% | 24.8% |
| Beta vs S&P 500 | 0.62 | 0.64 |
| Max drawdown (3Y) | -78.7% | -38.0% |
| Market cap | – | $17.1B |
| P/E (trailing) | – | 36.5 |
| Dividend yield | 11.36% | 3.49% |
| Sector / category | US Listed | Real Estate |
Year-by-year returns
| Year | SACH | WY |
|---|---|---|
| 2022 | -35.8% | -20.4% |
| 2023 | +29.5% | +18.0% |
| 2024 | -60.5% | -16.6% |
| 2025 | -9.2% | -13.0% |
| 2026 | -8.4% | +1.8% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are SACH and WY good diversifiers for each other?
Yes, to a useful degree: a correlation of 0.41 leaves real independence between the two, which historically damped combined volatility.
FAQ
What is the correlation between SACH and WY?
The SACH/WY correlation stands at 0.41 on a 3-year window (1 year: 0.30, 5 years: 0.38), computed from weekly returns as of 2026-08-27.
Is WY a good diversifier for SACH?
Yes, to a useful degree: a correlation of 0.41 leaves real independence between the two, which historically damped combined volatility.
What does a correlation of 0.41 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
$ curl https://www.pairbook.io/api/v1/pairs/sach-vs-wy.json
Embed this badge (it refreshes with the data), with attribution:
[](https://www.pairbook.io/pair/sach-vs-wy/)
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Related comparisons
Hubs: SACH correlations · WY correlations
