BESS vs FIS: Correlation
Bimergen Energy Corporation (BESS) and Fidelity National Information Services (FIS) show a negative relationship: their 3-year correlation of weekly returns is -0.37.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are BESS and FIS?
On 3 years of weekly data the BESS/FIS correlation comes out at -0.37, negative, meaning they tend to move in opposite directions. The link has tightened recently: the 1-year correlation (-0.14) runs above the 3-year figure (-0.37). The 5-year figure is -0.23, and annualized covariance runs at -51424.6 %².
Among the 51 assets we track against BESS, FIS ranks #46 by 3-year correlation. The trailing year gives FIS the advantage: -50.4% versus -40.0%, a 10.4-point spread. Risk is not evenly split, since BESS carries 189.0 times the volatility of the other side.
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.
BESS vs FIS: side by side
| BESS (Bimergen Energy Corporation) | FIS (Fidelity National Information Services) | |
|---|---|---|
| 1-year return | -50.4% | -40.0% |
| 5-year return | -87.7% | -63.9% |
| Volatility (ann.) | 5140.2% | 27.2% |
| Beta vs S&P 500 | 17.01 | 0.57 |
| Max drawdown (3Y) | -99.5% | -56.5% |
| Market cap | – | $20.9B |
| P/E (trailing) | – | 6.2 |
| Dividend yield | 0.00% | 4.13% |
| Sector / category | US Listed | Financials |
Year-by-year returns
| Year | BESS | FIS |
|---|---|---|
| 2022 | -30.0% | -36.5% |
| 2023 | -14.3% | -8.2% |
| 2024 | +16.7% | +37.0% |
| 2025 | +7.1% | -15.8% |
| 2026 | -70.5% | -37.8% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are BESS and FIS good diversifiers for each other?
Yes: at -0.37, the two have gone their own ways historically, which is what genuine diversification looks like.
FAQ
What is the correlation between BESS and FIS?
Using weekly returns as of 2026-08-27: -0.37 over 3 years, with -0.14 over the last year and -0.23 over 5 years.
Is FIS a good diversifier for BESS?
Yes: at -0.37, the two have gone their own ways historically, which is what genuine diversification looks like.
What does a correlation of -0.37 mean?
On the −1 to +1 scale, -0.37 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/bess-vs-fis.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/bess-vs-fis/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: BESS correlations · FIS correlations
