SWZ vs WVVI: Correlation
Total Return Securities Fund (SWZ) and Willamette Valley Vineyards, Inc. (WVVI) show a weak relationship: their 3-year correlation of weekly returns is 0.28.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are SWZ and WVVI?
Over the past 3 years, SWZ and WVVI moved with a correlation of 0.28, which is weak. Recent behaviour matches the longer record: 0.22 over 1 year against 0.28 over 3. Over 5 years the correlation is 0.18, and the annualized covariance of weekly returns is 166.1 %².
Among the 14 assets we track against SWZ, WVVI sits near the bottom by co-movement, at rank #10. Correlation aside, the last 12 months split them widely, with SWZ ahead by 47.4 points (-1.2% versus -48.6%). Note the risk asymmetry: WVVI runs 3.1 times the annualized volatility of the other leg, so equal-weighting the two is not an equal-risk position.
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.
SWZ vs WVVI: side by side
| SWZ (Total Return Securities Fund) | WVVI (Willamette Valley Vineyards, Inc.) | |
|---|---|---|
| 1-year return | -1.2% | -48.6% |
| 5-year return | +13.9% | -82.5% |
| Volatility (ann.) | 13.7% | 42.6% |
| Beta vs S&P 500 | 0.41 | 0.37 |
| Max drawdown (3Y) | -15.5% | -65.4% |
| Market cap | – | – |
| P/E (trailing) | 4.3 | – |
| Dividend yield | 2.45% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | SWZ | WVVI |
|---|---|---|
| 2022 | -17.7% | -31.1% |
| 2023 | +15.5% | -10.2% |
| 2024 | -2.5% | -37.5% |
| 2025 | +24.1% | -9.0% |
| 2026 | -3.5% | -27.5% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are SWZ and WVVI good diversifiers for each other?
Reasonably. At 0.28, SWZ and WVVI keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
FAQ
What is the correlation between SWZ and WVVI?
Using weekly returns as of 2026-08-27: 0.28 over 3 years, with 0.22 over the last year and 0.18 over 5 years.
Is WVVI a good diversifier for SWZ?
Reasonably. At 0.28, SWZ and WVVI keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
What does a correlation of 0.28 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.
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Related comparisons
Hubs: SWZ correlations · WVVI correlations
