SRI vs VTV: Correlation
Measured on weekly returns over the past three years, Stoneridge, Inc. (SRI) and Vanguard Value ETF (VTV) carry a correlation of 0.56, a moderate link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are SRI and VTV?
Across a 3-year window, the weekly returns of SRI and VTV correlate at 0.56, moderate. The relationship has been stable: the 1-year correlation (0.65) sits close to the 3-year figure. Stretching to 5 years gives 0.49, with an annualized covariance of 399.7 %².
Among the 14 assets we track against SRI, VTV ranks #5 by 3-year correlation. The last year tells two different stories: VTV led by 43.1 percentage points, -17.4% for SRI against +25.7% for VTV. Risk is not evenly split, since SRI carries 5.0 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.
SRI vs VTV: side by side
| SRI (Stoneridge, Inc.) | VTV (Vanguard Value ETF) | |
|---|---|---|
| 1-year return | -17.4% | +25.7% |
| 5-year return | -69.5% | +79.1% |
| Volatility (ann.) | 59.7% | 11.9% |
| Beta vs S&P 500 | 1.79 | 0.65 |
| Max drawdown (3Y) | -82.9% | -14.5% |
| Market cap | $0.2B | – |
| P/E (trailing) | – | – |
| Dividend yield | 0.00% | 1.86% |
| Expense ratio | – | 0.03% |
| Assets under management | – | $256.4B |
| Sector / category | US Listed | ETF · US Style |
On the fund side, VTV sits in the Large Value category at Vanguard, with $256.4B under management, 308 holdings, a 0.03% expense ratio, a 1.86% trailing dividend yield.
Year-by-year returns
| Year | SRI | VTV |
|---|---|---|
| 2022 | +9.2% | -2.1% |
| 2023 | -9.2% | +9.3% |
| 2024 | -68.0% | +16.0% |
| 2025 | -7.7% | +15.3% |
| 2026 | +22.6% | +19.3% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are SRI and VTV good diversifiers for each other?
Somewhat, no more. With 0.56 correlation, most large moves hit both names, and the diversification benefit stays modest.
FAQ
What is the correlation between SRI and VTV?
Using weekly returns as of 2026-08-27: 0.56 over 3 years, with 0.65 over the last year and 0.49 over 5 years.
Is VTV a good diversifier for SRI?
Somewhat, no more. With 0.56 correlation, most large moves hit both names, and the diversification benefit stays modest.
What does a correlation of 0.56 mean?
On the −1 to +1 scale, 0.56 describes how much the two returns move together: +1 is lockstep, 0 is independence, negative values mean opposite directions. It says nothing about which performed better.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/sri-vs-vtv.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/sri-vs-vtv/)
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Related comparisons
Hubs: SRI correlations · VTV correlations
