BF.B vs LFMD: Correlation
Brown–Forman (BF.B) and LifeMD, Inc. (LFMD) show a negative relationship: their 3-year correlation of weekly returns is -0.21.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are BF.B and LFMD?
Over the past 3 years, BF.B and LFMD moved with a correlation of -0.21, which is negative, meaning they tend to move in opposite directions. The past 12 months show a weaker link (-0.34) than the 3-year average (-0.21). Over 5 years the correlation is -0.07, and the annualized covariance of weekly returns is -595.2 %².
By 3-year correlation, LFMD places #29 of the 36 assets tracked against BF.B. The last year tells two different stories: BF.B led by 41.7 percentage points, -7.4% for BF.B against -49.1% for LFMD. One caveat on sizing: LFMD is 2.5 times as volatile as the other leg, so an equal-dollar split is far from equal-risk.
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.
BF.B vs LFMD: side by side
| BF.B (Brown–Forman) | LFMD (LifeMD, Inc.) | |
|---|---|---|
| 1-year return | -7.4% | -49.1% |
| 5-year return | -56.8% | -58.8% |
| Volatility (ann.) | 34.0% | 84.5% |
| Beta vs S&P 500 | 0.51 | 1.35 |
| Max drawdown (3Y) | -64.8% | -82.5% |
| Market cap | $12.5B | $0.2B |
| P/E (trailing) | 18.3 | – |
| Dividend yield | 3.26% | 0.00% |
| Sector / category | Consumer Staples | US Listed |
Year-by-year returns
| Year | BF.B | LFMD |
|---|---|---|
| 2022 | -8.9% | -49.9% |
| 2023 | -11.9% | +327.3% |
| 2024 | -32.2% | -40.3% |
| 2025 | -29.3% | -31.1% |
| 2026 | +6.6% | -4.4% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are BF.B and LFMD good diversifiers for each other?
Yes: at -0.21, the two have gone their own ways historically, which is what genuine diversification looks like.
FAQ
What is the correlation between BF.B and LFMD?
As of 2026-08-27, the correlation of weekly returns between BF.B and LFMD is -0.21 over 3 years, -0.34 over 1 year and -0.07 over 5 years.
Is LFMD a good diversifier for BF.B?
Yes: at -0.21, the two have gone their own ways historically, which is what genuine diversification looks like.
What does a correlation of -0.21 mean?
On the −1 to +1 scale, -0.21 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/bf-b-vs-lfmd.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/bf-b-vs-lfmd/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: BF.B correlations · LFMD correlations
