TTWO vs VUG: Correlation
Measured on weekly returns over the past three years, Take-Two Interactive (TTWO) and Vanguard Growth ETF (VUG) carry a correlation of 0.49, a moderate link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are TTWO and VUG?
Across a 3-year window, the weekly returns of TTWO and VUG correlate at 0.49, moderate. Little has changed lately, as the 1-year reading of 0.54 lands near the 3-year figure. Stretching to 5 years gives 0.45, with an annualized covariance of 257.8 %².
In TTWO's tracked universe of 33 assets, VUG sits right near the top at #1. The last year tells two different stories: VUG led by 15.8 percentage points, +0.4% for TTWO against +16.2% for VUG. The rolling one-year correlation moved between 0.34 and 0.66 over the past three years, a moderate range.
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.
TTWO vs VUG: side by side
| TTWO (Take-Two Interactive) | VUG (Vanguard Growth ETF) | |
|---|---|---|
| 1-year return | +0.4% | +16.2% |
| 5-year return | +47.3% | +78.4% |
| Volatility (ann.) | 27.3% | 19.4% |
| Beta vs S&P 500 | 0.85 | 1.28 |
| Max drawdown (3Y) | -27.7% | -22.8% |
| Market cap | $43.6B | – |
| P/E (trailing) | – | – |
| Dividend yield | 0.00% | 0.40% |
| Expense ratio | – | 0.03% |
| Assets under management | – | $372.0B |
| Sector / category | Communication Services | ETF · US Style |
VUG, Vanguard's Large Growth fund, carries $372.0B under management, 146 holdings, a 0.03% expense ratio, a 0.40% trailing dividend yield.
Year-by-year returns
| Year | TTWO | VUG |
|---|---|---|
| 2022 | -41.4% | -33.2% |
| 2023 | +54.6% | +46.8% |
| 2024 | +14.4% | +32.7% |
| 2025 | +39.1% | +19.4% |
| 2026 | -9.0% | +9.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Fund exposure
TTWO represents 0.14% of VUG's portfolio, so part of any move in VUG is TTWO itself, and the correlation between them is partly mechanical.
Are TTWO and VUG good diversifiers for each other?
Reasonably. At 0.49, TTWO and VUG keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
FAQ
What is the correlation between TTWO and VUG?
As of 2026-08-27, the correlation of weekly returns between TTWO and VUG is 0.49 over 3 years, 0.54 over 1 year and 0.45 over 5 years.
Is VUG a good diversifier for TTWO?
Reasonably. At 0.49, TTWO and VUG keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
What does a correlation of 0.49 mean?
On the −1 to +1 scale, 0.49 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/ttwo-vs-vug.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/ttwo-vs-vug/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: TTWO correlations · VUG correlations
