BESS vs LUCD: Correlation
Bimergen Energy Corporation (BESS) and Lucid Diagnostics Inc. (LUCD) show a moderate relationship: their 3-year correlation of weekly returns is 0.33.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are BESS and LUCD?
On 3 years of weekly data the BESS/LUCD correlation comes out at 0.33, moderate. Lately the two have drifted apart, with the 1-year correlation at 0.19 versus 0.33 over 3 years. The 5-year figure is 0.25, and annualized covariance runs at 108692.3 %².
Within BESS's tracked universe of 51 assets, LUCD comes in at #18 by 3-year correlation. Correlation aside, the last 12 months split them widely, with LUCD ahead by 28.5 points (-50.4% versus -21.9%). Risk is not evenly split, since BESS carries 79.8 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 LUCD: side by side
| BESS (Bimergen Energy Corporation) | LUCD (Lucid Diagnostics Inc.) | |
|---|---|---|
| 1-year return | -50.4% | -21.9% |
| 5-year return | -87.7% | -91.6% |
| Volatility (ann.) | 5140.2% | 64.4% |
| Beta vs S&P 500 | 17.01 | 0.32 |
| Max drawdown (3Y) | -99.5% | -59.4% |
| Market cap | – | $0.2B |
| P/E (trailing) | – | – |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | BESS | LUCD |
|---|---|---|
| 2022 | -30.0% | -74.7% |
| 2023 | -14.3% | +3.7% |
| 2024 | +16.7% | -41.9% |
| 2025 | +7.1% | +33.1% |
| 2026 | -70.5% | -9.7% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are BESS and LUCD good diversifiers for each other?
Yes, to a useful degree: a correlation of 0.33 leaves real independence between the two, which historically damped combined volatility.
FAQ
What is the correlation between BESS and LUCD?
As of 2026-08-27, the correlation of weekly returns between BESS and LUCD is 0.33 over 3 years, 0.19 over 1 year and 0.25 over 5 years.
Is LUCD a good diversifier for BESS?
Yes, to a useful degree: a correlation of 0.33 leaves real independence between the two, which historically damped combined volatility.
What does a correlation of 0.33 mean?
On the −1 to +1 scale, 0.33 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-lucd.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/bess-vs-lucd/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: BESS correlations · LUCD correlations
