BOKF vs EXPO: Correlation
BOK Financial Corporation (BOKF) and Exponent, Inc. (EXPO) show a moderate relationship: their 3-year correlation of weekly returns is 0.51.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are BOKF and EXPO?
On 3 years of weekly data the BOKF/EXPO correlation comes out at 0.51, moderate. Lately the two have drifted apart, with the 1-year correlation at 0.36 versus 0.51 over 3 years. The 5-year figure is 0.45, and annualized covariance runs at 416.6 %².
Within BOKF's tracked universe of 15 assets, EXPO comes in at #10 by 3-year correlation. Their recent paths diverged sharply: over the last 12 months BOKF outperformed by 26.3 percentage points (+25.5% for BOKF against -0.8% for EXPO).
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.
BOKF vs EXPO: side by side
| BOKF (BOK Financial Corporation) | EXPO (Exponent, Inc.) | |
|---|---|---|
| 1-year return | +25.5% | -0.8% |
| 5-year return | +78.9% | -35.2% |
| Volatility (ann.) | 25.9% | 31.7% |
| Beta vs S&P 500 | 0.86 | 0.84 |
| Max drawdown (3Y) | -26.2% | -52.4% |
| Market cap | $8.4B | $3.4B |
| P/E (trailing) | 13.0 | 31.9 |
| Dividend yield | 1.82% | 1.73% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | BOKF | EXPO |
|---|---|---|
| 2022 | +1.2% | -14.3% |
| 2023 | -15.2% | -10.1% |
| 2024 | +27.2% | +2.4% |
| 2025 | +13.8% | -20.8% |
| 2026 | +18.4% | +3.4% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are BOKF and EXPO good diversifiers for each other?
Only partially. A correlation of 0.51 means BOKF and EXPO share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
FAQ
What is the correlation between BOKF and EXPO?
The BOKF/EXPO correlation stands at 0.51 on a 3-year window (1 year: 0.36, 5 years: 0.45), computed from weekly returns as of 2026-08-27.
Is EXPO a good diversifier for BOKF?
Only partially. A correlation of 0.51 means BOKF and EXPO share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
What does a correlation of 0.51 mean?
A reading of 0.51 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/bokf-vs-expo.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/bokf-vs-expo/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: BOKF correlations · EXPO correlations
