PairBook
HomeWDC › WDC vs YJ

WDC vs YJ: Correlation

Western Digital (WDC) and Yunji Inc. - American Depository Shares (YJ) show a negative relationship: their 3-year correlation of weekly returns is -0.23.

Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology

Correlation (3Y)
-0.23
negative
Correlation (1Y)
-0.39
last 12 months
Correlation (5Y)
-0.14
long-run
Ann. covariance
-1854.4
%² · weekly, annualized

How correlated are WDC and YJ?

On 3 years of weekly data the WDC/YJ correlation comes out at -0.23, negative, meaning they tend to move in opposite directions. Lately the two have drifted apart, with the 1-year correlation at -0.39 versus -0.23 over 3 years. The 5-year figure is -0.14, and annualized covariance runs at -1854.4 %².

Among the 33 assets we track against WDC, YJ ranks #26 by 3-year correlation. Correlation aside, the last 12 months split them widely, with WDC ahead by 391.0 points (+474.3% versus +83.3%). Note the risk asymmetry: YJ runs 2.4 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.

WDC vs YJ: side by side

WDC (Western Digital)YJ (Yunji Inc. - American Depository Shares)
1-year return+474.3%+83.3%
5-year return+889.2%-89.8%
Volatility (ann.)58.0%139.4%
Beta vs S&P 5002.150.56
Max drawdown (3Y)-49.6%-73.6%
Market cap$166.6B
P/E (trailing)17.41.5
Dividend yield0.11%0.00%
Sector / categoryInformation TechnologyUS Listed
Lower P/E: YJ 1.5 vs 17.4Higher yield: WDC 0.11% vs 0.00%Smaller drawdown: WDC -49.6% vs -73.6%Higher 5y return: WDC +889.2% vs -89.8%
-30%0%+712%2025-09-052026-08-27
Both assets over the last year, indexed to 100 at the starting week. WDC · YJ

Year-by-year returns

YearWDCYJ
2022-51.6%+30.7%
2023+66.0%-91.3%
2024+13.9%-43.4%
2025+283.7%-26.7%
2026+168.4%+170.3%

Calendar-year price returns; the current year is year-to-date as of the data date above.

Are WDC and YJ good diversifiers for each other?

By historical standards, yes. A correlation of -0.23 means the two rarely move for the same reasons.

FAQ

What is the correlation between WDC and YJ?

The WDC/YJ correlation stands at -0.23 on a 3-year window (1 year: -0.39, 5 years: -0.14), computed from weekly returns as of 2026-08-27.

Is YJ a good diversifier for WDC?

By historical standards, yes. A correlation of -0.23 means the two rarely move for the same reasons.

What does a correlation of -0.23 mean?

On the −1 to +1 scale, -0.23 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

JSON API · no key required
$ curl https://www.pairbook.io/api/v1/pairs/wdc-vs-yj.json

WDC vs YJ: 3-year weekly correlation -0.23WDC vs YJ-0.23

Drop this badge in a README or notebook; it updates with the data:

[![WDC vs YJ correlation](https://www.pairbook.io/api/v1/badge/wdc-vs-yj.svg)](https://www.pairbook.io/pair/wdc-vs-yj/)

Free with attribution; caching and terms are described in the API documentation.

Related comparisons

Hubs: WDC correlations · YJ correlations