BG vs FCUV: Correlation
Measured on weekly returns over the past three years, Bunge Global (BG) and Focus Universal Inc. (FCUV) carry a correlation of -0.23, a negative link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are BG and FCUV?
On 3 years of weekly data the BG/FCUV correlation comes out at -0.23, negative, meaning they tend to move in opposite directions. The link has loosened recently: the 1-year correlation (-0.34) runs below the 3-year figure (-0.23). The 5-year figure is -0.18, and annualized covariance runs at -2015.4 %².
By 3-year correlation, FCUV places #28 of the 37 assets tracked against BG. The last year tells two different stories: BG led by 121.0 percentage points, +35.2% for BG against -85.8% for FCUV. Note the risk asymmetry: FCUV runs 9.4 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.
BG vs FCUV: side by side
| BG (Bunge Global) | FCUV (Focus Universal Inc.) | |
|---|---|---|
| 1-year return | +35.2% | -85.8% |
| 5-year return | +68.5% | -99.4% |
| Volatility (ann.) | 30.7% | 287.5% |
| Beta vs S&P 500 | 0.09 | 0.68 |
| Max drawdown (3Y) | -38.8% | -99.8% |
| Market cap | $21.4B | – |
| P/E (trailing) | 24.4 | – |
| Dividend yield | 2.51% | 0.00% |
| Sector / category | Consumer Staples | US Listed |
Year-by-year returns
| Year | BG | FCUV |
|---|---|---|
| 2022 | +9.3% | -27.7% |
| 2023 | +3.8% | -65.8% |
| 2024 | -20.7% | -76.0% |
| 2025 | +18.6% | -76.9% |
| 2026 | +27.5% | -67.8% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are BG and FCUV good diversifiers for each other?
Yes: at -0.23, the two have gone their own ways historically, which is what genuine diversification looks like.
FAQ
What is the correlation between BG and FCUV?
As of 2026-08-27, the correlation of weekly returns between BG and FCUV is -0.23 over 3 years, -0.34 over 1 year and -0.18 over 5 years.
Is FCUV a good diversifier for BG?
Yes: at -0.23, the two have gone their own ways historically, which is what genuine diversification looks like.
What does a correlation of -0.23 mean?
On the −1 to +1 scale, -0.23 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/bg-vs-fcuv.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/bg-vs-fcuv/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: BG correlations · FCUV correlations
