TTD vs TTWO: Correlation
Trade Desk (The) (TTD) and Take-Two Interactive (TTWO) 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 TTD and TTWO?
Over the past 3 years, TTD and TTWO moved with a correlation of 0.28, which is weak. The relationship has been stable: the 1-year correlation (0.31) sits close to the 3-year figure. Over 5 years the correlation is 0.24, and the annualized covariance of weekly returns is 467.2 %².
Among the 34 assets we track against TTD, TTWO ranks #21 by 3-year correlation. Correlation aside, the last 12 months split them widely, with TTWO ahead by 74.9 points (-74.5% versus +0.4%). The rolling one-year correlation moved between 0.12 and 0.59 over the past three years, a moderate range. Note the risk asymmetry: TTD runs 2.2 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.
TTD vs TTWO: side by side
| TTD (Trade Desk (The)) | TTWO (Take-Two Interactive) | |
|---|---|---|
| 1-year return | -74.5% | +0.4% |
| 5-year return | -83.4% | +47.3% |
| Volatility (ann.) | 60.7% | 27.3% |
| Beta vs S&P 500 | 1.23 | 0.85 |
| Max drawdown (3Y) | -90.7% | -27.7% |
| Market cap | $6.3B | $43.6B |
| P/E (trailing) | 15.4 | – |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | Communication Services | Communication Services |
Year-by-year returns
| Year | TTD | TTWO |
|---|---|---|
| 2022 | -51.1% | -41.4% |
| 2023 | +60.5% | +54.6% |
| 2024 | +63.3% | +14.4% |
| 2025 | -67.7% | +39.1% |
| 2026 | -64.6% | -9.0% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are TTD and TTWO good diversifiers for each other?
Reasonably. At 0.28, TTD and TTWO keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
FAQ
What is the correlation between TTD and TTWO?
The TTD/TTWO correlation stands at 0.28 on a 3-year window (1 year: 0.31, 5 years: 0.24), computed from weekly returns as of 2026-08-27.
Is TTWO a good diversifier for TTD?
Reasonably. At 0.28, TTD and TTWO keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
What does a correlation of 0.28 mean?
On the −1 to +1 scale, 0.28 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/ttd-vs-ttwo.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/ttd-vs-ttwo/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: TTD correlations · TTWO correlations
