BCML vs ESCA: Correlation
Measured on weekly returns over the past three years, BayCom Corp (BCML) and Escalade, Incorporated (ESCA) carry a correlation of 0.48, a moderate link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are BCML and ESCA?
On 3 years of weekly data the BCML/ESCA correlation comes out at 0.48, moderate. The link has loosened recently: the 1-year correlation (0.17) runs below the 3-year figure (0.48). The 5-year figure is 0.33, and annualized covariance runs at 430.8 %².
Within BCML's tracked universe of 14 assets, ESCA comes in at #9 by 3-year correlation. The last year tells two different stories: ESCA led by 60.1 percentage points, +2.1% for BCML against +62.2% for ESCA.
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.
BCML vs ESCA: side by side
| BCML (BayCom Corp) | ESCA (Escalade, Incorporated) | |
|---|---|---|
| 1-year return | +2.1% | +62.2% |
| 5-year return | +92.9% | +6.6% |
| Volatility (ann.) | 24.7% | 36.5% |
| Beta vs S&P 500 | 0.55 | 0.59 |
| Max drawdown (3Y) | -19.7% | -42.7% |
| Market cap | $0.3B | $0.3B |
| P/E (trailing) | 25.0 | 11.9 |
| Dividend yield | 3.81% | 3.03% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | BCML | ESCA |
|---|---|---|
| 2022 | +2.2% | -32.2% |
| 2023 | +26.9% | +104.0% |
| 2024 | +16.0% | -25.9% |
| 2025 | +13.0% | -1.5% |
| 2026 | +4.0% | +52.8% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are BCML and ESCA good diversifiers for each other?
Yes, to a useful degree: a correlation of 0.48 leaves real independence between the two, which historically damped combined volatility.
FAQ
What is the correlation between BCML and ESCA?
The BCML/ESCA correlation stands at 0.48 on a 3-year window (1 year: 0.17, 5 years: 0.33), computed from weekly returns as of 2026-08-27.
Is ESCA a good diversifier for BCML?
Yes, to a useful degree: a correlation of 0.48 leaves real independence between the two, which historically damped combined volatility.
What does a correlation of 0.48 mean?
On the −1 to +1 scale, 0.48 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.
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Related comparisons
Hubs: BCML correlations · ESCA correlations
