TACT vs UIS: Correlation
How closely do TransAct Technologies Incorporated (TACT) and Unisys Corporation New (UIS) trade together? Their weekly returns over three years give a correlation of 0.34, which is moderate.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are TACT and UIS?
Across a 3-year window, the weekly returns of TACT and UIS correlate at 0.34, moderate. Recent behaviour matches the longer record: 0.41 over 1 year against 0.34 over 3. Stretching to 5 years gives 0.14, with an annualized covariance of 1142.1 %².
By 3-year correlation, UIS places #5 of the 11 assets tracked against TACT. The last year tells two different stories: TACT led by 54.3 percentage points, +23.5% for TACT against -30.8% for UIS. One caveat on sizing: UIS is 1.9 times as volatile as the other leg, so an equal-dollar split is far from equal-risk.
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.
TACT vs UIS: side by side
| TACT (TransAct Technologies Incorporated) | UIS (Unisys Corporation New) | |
|---|---|---|
| 1-year return | +23.5% | -30.8% |
| 5-year return | -64.0% | -88.7% |
| Volatility (ann.) | 42.2% | 80.0% |
| Beta vs S&P 500 | 0.56 | 2.01 |
| Max drawdown (3Y) | -59.0% | -77.6% |
| Market cap | $0.1B | $0.2B |
| P/E (trailing) | – | – |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | TACT | UIS |
|---|---|---|
| 2022 | -42.0% | -75.2% |
| 2023 | +10.4% | +10.0% |
| 2024 | -41.4% | +12.6% |
| 2025 | -2.2% | -56.4% |
| 2026 | +26.9% | -1.4% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are TACT and UIS good diversifiers for each other?
Reasonably. At 0.34, TACT and UIS keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
FAQ
What is the correlation between TACT and UIS?
As of 2026-08-27, the correlation of weekly returns between TACT and UIS is 0.34 over 3 years, 0.41 over 1 year and 0.14 over 5 years.
Is UIS a good diversifier for TACT?
Reasonably. At 0.34, TACT and UIS keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
What does a correlation of 0.34 mean?
On the −1 to +1 scale, 0.34 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/tact-vs-uis.json
Embed this badge (it refreshes with the data), with attribution:
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Related comparisons
Hubs: TACT correlations · UIS correlations
