BJ vs SOPH: Correlation
BJ's Wholesale Club Holdings, Inc. (BJ) and SOPHiA GENETICS SA (SOPH) show a negative relationship: their 3-year correlation of weekly returns is -0.26.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are BJ and SOPH?
On 3 years of weekly data the BJ/SOPH correlation comes out at -0.26, negative, meaning they tend to move in opposite directions. Recent behaviour matches the longer record: -0.30 over 1 year against -0.26 over 3. The 5-year figure is -0.07, and annualized covariance runs at -405.2 %².
Out of 43 assets tracked against BJ, SOPH lands near the bottom at #39. Correlation aside, the last 12 months split them widely, with SOPH ahead by 174.8 points (-6.9% versus +167.9%). One caveat on sizing: SOPH is 2.3 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.
BJ vs SOPH: side by side
| BJ (BJ's Wholesale Club Holdings, Inc.) | SOPH (SOPHiA GENETICS SA) | |
|---|---|---|
| 1-year return | -6.9% | +167.9% |
| 5-year return | +59.5% | -54.1% |
| Volatility (ann.) | 26.4% | 60.0% |
| Beta vs S&P 500 | -0.14 | 1.16 |
| Max drawdown (3Y) | -30.1% | -52.7% |
| Market cap | $11.4B | $0.8B |
| P/E (trailing) | 20.4 | – |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | BJ | SOPH |
|---|---|---|
| 2022 | -1.2% | -85.4% |
| 2023 | +0.8% | +128.6% |
| 2024 | +34.0% | -34.8% |
| 2025 | +0.8% | +52.1% |
| 2026 | +0.5% | +91.0% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are BJ and SOPH good diversifiers for each other?
By historical standards, yes. A correlation of -0.26 means the two rarely move for the same reasons.
FAQ
What is the correlation between BJ and SOPH?
As of 2026-08-27, the correlation of weekly returns between BJ and SOPH is -0.26 over 3 years, -0.30 over 1 year and -0.07 over 5 years.
Is SOPH a good diversifier for BJ?
By historical standards, yes. A correlation of -0.26 means the two rarely move for the same reasons.
What does a correlation of -0.26 mean?
Correlation ranges from −1 to +1. Values near +1 mean two assets move together, near 0 that they move independently, and negative values that they tend to move in opposite directions. It measures co-movement, not performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/bj-vs-soph.json
Embed this badge (it refreshes with the data), with attribution:
[](https://www.pairbook.io/pair/bj-vs-soph/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: BJ correlations · SOPH correlations
