UNP vs WNW: Correlation
Measured on weekly returns over the past three years, Union Pacific Corporation (UNP) and Meiwu Technology Company Limited (WNW) carry a correlation of -0.19, a negative link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are UNP and WNW?
Across a 3-year window, the weekly returns of UNP and WNW correlate at -0.19, negative, meaning they tend to move in opposite directions. Little has changed lately, as the 1-year reading of -0.21 lands near the 3-year figure. Stretching to 5 years gives -0.10, with an annualized covariance of -668.4 %².
By 3-year correlation, WNW places #28 of the 33 assets tracked against UNP. The last year tells two different stories: UNP led by 140.5 percentage points, +42.4% for UNP against -98.1% for WNW. Note the risk asymmetry: WNW runs 8.1 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.
UNP vs WNW: side by side
| UNP (Union Pacific Corporation) | WNW (Meiwu Technology Company Limited) | |
|---|---|---|
| 1-year return | +42.4% | -98.1% |
| 5-year return | +56.5% | -100.0% |
| Volatility (ann.) | 20.6% | 167.8% |
| Beta vs S&P 500 | 0.56 | 1.36 |
| Max drawdown (3Y) | -17.8% | -100.0% |
| Market cap | $182.8B | $0.1B |
| P/E (trailing) | 25.1 | – |
| Dividend yield | 1.78% | 0.00% |
| Sector / category | Industrials | US Listed |
Year-by-year returns
| Year | UNP | WNW |
|---|---|---|
| 2022 | -15.9% | -91.9% |
| 2023 | +21.6% | -49.4% |
| 2024 | -5.1% | -38.5% |
| 2025 | +3.9% | -96.7% |
| 2026 | +34.4% | -97.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are UNP and WNW good diversifiers for each other?
Yes. With a correlation of -0.19, UNP and WNW have moved largely independently, which makes them a genuinely diversifying pair by historical standards.
FAQ
What is the correlation between UNP and WNW?
The UNP/WNW correlation stands at -0.19 on a 3-year window (1 year: -0.21, 5 years: -0.10), computed from weekly returns as of 2026-08-27.
Is WNW a good diversifier for UNP?
Yes. With a correlation of -0.19, UNP and WNW have moved largely independently, which makes them a genuinely diversifying pair by historical standards.
What does a correlation of -0.19 mean?
A reading of -0.19 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/unp-vs-wnw.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/unp-vs-wnw/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: UNP correlations · WNW correlations