SCOR vs SPY: Correlation
comScore, Inc. (SCOR) and SPDR S&P 500 ETF Trust (SPY) show a weak relationship: their 3-year correlation of weekly returns is 0.27.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are SCOR and SPY?
Across a 3-year window, the weekly returns of SCOR and SPY correlate at 0.27, weak. Recent behaviour matches the longer record: 0.28 over 1 year against 0.27 over 3. Stretching to 5 years gives 0.33, with an annualized covariance of 268.6 %².
Among the 10 assets we track against SCOR, SPY sits near the bottom by co-movement, at rank #6. Correlation aside, the last 12 months split them widely, with SPY ahead by 39.8 points (-19.2% versus +20.6%). Risk is not evenly split, since SCOR carries 4.8 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.
SCOR vs SPY: side by side
| SCOR (comScore, Inc.) | SPY (SPDR S&P 500 ETF Trust) | |
|---|---|---|
| 1-year return | -19.2% | +20.6% |
| 5-year return | -93.2% | +82.4% |
| Volatility (ann.) | 69.3% | 14.5% |
| Beta vs S&P 500 | 1.29 | 1.00 |
| Max drawdown (3Y) | -77.7% | -18.8% |
| Market cap | $0.1B | – |
| P/E (trailing) | 0.7 | – |
| Dividend yield | 0.00% | 1.01% |
| Expense ratio | – | 0.09% |
| Assets under management | – | $795.3B |
| Sector / category | US Listed | ETF · US Large Cap |
SPY is a Large Blend fund from State Street Investment Management: $795.3B under management, 504 holdings, a 0.09% expense ratio, a 1.01% trailing dividend yield.
Year-by-year returns
| Year | SCOR | SPY |
|---|---|---|
| 2022 | -65.3% | -18.2% |
| 2023 | -28.0% | +26.2% |
| 2024 | -65.0% | +24.9% |
| 2025 | +11.3% | +17.7% |
| 2026 | -19.5% | +13.7% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are SCOR and SPY good diversifiers for each other?
Reasonably. At 0.27, SCOR and SPY keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
FAQ
What is the correlation between SCOR and SPY?
The SCOR/SPY correlation stands at 0.27 on a 3-year window (1 year: 0.28, 5 years: 0.33), computed from weekly returns as of 2026-08-27.
Is SPY a good diversifier for SCOR?
Reasonably. At 0.27, SCOR and SPY keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
What does a correlation of 0.27 mean?
A reading of 0.27 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
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Related comparisons
Hubs: SCOR correlations · SPY correlations
