AUUD vs LCFY: Correlation
Auddia Inc. (AUUD) and Locafy Limited (LCFY) show a weak relationship: their 3-year correlation of weekly returns is 0.27.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are AUUD and LCFY?
On 3 years of weekly data the AUUD/LCFY correlation comes out at 0.27, weak. Little has changed lately, as the 1-year reading of 0.18 lands near the 3-year figure. The 5-year figure is 0.22, and annualized covariance runs at 4995.7 %².
By 3-year correlation, LCFY places #4 of the 19 assets tracked against AUUD. Correlation aside, the last 12 months split them widely, with LCFY ahead by 47.7 points (-94.6% versus -46.9%). Note the risk asymmetry: LCFY runs 1.6 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.
AUUD vs LCFY: side by side
| AUUD (Auddia Inc.) | LCFY (Locafy Limited) | |
|---|---|---|
| 1-year return | -94.6% | -46.9% |
| 5-year return | -100.0% | -96.6% |
| Volatility (ann.) | 107.6% | 170.8% |
| Beta vs S&P 500 | -0.10 | 2.20 |
| Max drawdown (3Y) | -99.9% | -77.4% |
| Market cap | – | – |
| P/E (trailing) | 0.2 | – |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | AUUD | LCFY |
|---|---|---|
| 2022 | -46.1% | – |
| 2023 | -74.0% | +53.8% |
| 2024 | -91.8% | -24.3% |
| 2025 | -88.8% | -59.2% |
| 2026 | -86.7% | -18.2% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are AUUD and LCFY good diversifiers for each other?
Yes, to a useful degree: a correlation of 0.27 leaves real independence between the two, which historically damped combined volatility.
FAQ
What is the correlation between AUUD and LCFY?
As of 2026-08-27, the correlation of weekly returns between AUUD and LCFY is 0.27 over 3 years, 0.18 over 1 year and 0.22 over 5 years.
Is LCFY a good diversifier for AUUD?
Yes, to a useful degree: a correlation of 0.27 leaves real independence between the two, which historically damped combined volatility.
What does a correlation of 0.27 mean?
A reading of 0.27 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
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Related comparisons
Hubs: AUUD correlations · LCFY correlations
