SGI vs TSCO: Correlation
How closely do Somnigroup International Inc. (SGI) and Tractor Supply (TSCO) trade together? Their weekly returns over three years give a correlation of 0.46, which is moderate.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are SGI and TSCO?
On 3 years of weekly data the SGI/TSCO correlation comes out at 0.46, moderate. The relationship has been stable: the 1-year correlation (0.50) sits close to the 3-year figure. The 5-year figure is 0.39, and annualized covariance runs at 438.6 %².
By 3-year correlation, TSCO places #12 of the 19 assets tracked against SGI. The last year tells two different stories: SGI led by 17.6 percentage points, -25.4% for SGI against -43.0% for TSCO.
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.
SGI vs TSCO: side by side
| SGI (Somnigroup International Inc.) | TSCO (Tractor Supply) | |
|---|---|---|
| 1-year return | -25.4% | -43.0% |
| 5-year return | +44.9% | -1.7% |
| Volatility (ann.) | 33.8% | 28.5% |
| Beta vs S&P 500 | 1.02 | 0.67 |
| Max drawdown (3Y) | -37.1% | -52.7% |
| Market cap | $13.1B | $18.1B |
| P/E (trailing) | 24.8 | 18.3 |
| Dividend yield | 1.02% | 2.68% |
| Sector / category | US Listed | Consumer Discretionary |
Year-by-year returns
| Year | SGI | TSCO |
|---|---|---|
| 2022 | -26.0% | -4.0% |
| 2023 | +50.1% | -2.6% |
| 2024 | +12.3% | +25.4% |
| 2025 | +58.8% | -4.2% |
| 2026 | -29.5% | -29.3% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are SGI and TSCO good diversifiers for each other?
Reasonably. At 0.46, SGI and TSCO keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
FAQ
What is the correlation between SGI and TSCO?
As of 2026-08-27, the correlation of weekly returns between SGI and TSCO is 0.46 over 3 years, 0.50 over 1 year and 0.39 over 5 years.
Is TSCO a good diversifier for SGI?
Reasonably. At 0.46, SGI and TSCO keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
What does a correlation of 0.46 mean?
A reading of 0.46 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/sgi-vs-tsco.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/sgi-vs-tsco/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: SGI correlations · TSCO correlations
