CALC vs ILLR: Correlation
Measured on weekly returns over the past three years, CalciMedica, Inc. (CALC) and Triller Group Inc. (ILLR) carry a correlation of -0.27, a negative link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are CALC and ILLR?
Over the past 3 years, CALC and ILLR moved with a correlation of -0.27, which is negative, meaning they tend to move in opposite directions. The link has loosened recently: the 1-year correlation (-0.39) runs below the 3-year figure (-0.27). Over 5 years the correlation is n/a, and the annualized covariance of weekly returns is -14409.8 %².
ILLR is close to the least connected end of CALC's tracked universe, ranking #8 of 10. Twelve-month performance is nearly a tie, at -83.8% for CALC and -79.6% for ILLR. Note the risk asymmetry: ILLR runs 4.0 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.
CALC vs ILLR: side by side
| CALC (CalciMedica, Inc.) | ILLR (Triller Group Inc.) | |
|---|---|---|
| 1-year return | -83.8% | -79.6% |
| 5-year return | n/a | -99.6% |
| Volatility (ann.) | 115.7% | 462.5% |
| Beta vs S&P 500 | 0.26 | 2.45 |
| Max drawdown (3Y) | -93.7% | -99.7% |
| Market cap | – | – |
| P/E (trailing) | – | – |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | CALC | ILLR |
|---|---|---|
| 2022 | – | -86.0% |
| 2023 | – | -68.4% |
| 2024 | +23.8% | +137.0% |
| 2025 | +86.2% | -98.7% |
| 2026 | -92.9% | +207.5% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are CALC and ILLR good diversifiers for each other?
Yes. With a correlation of -0.27, CALC and ILLR have moved largely independently, which makes them a genuinely diversifying pair by historical standards.
FAQ
What is the correlation between CALC and ILLR?
As of 2026-08-27, the correlation of weekly returns between CALC and ILLR is -0.27 over 3 years, -0.39 over 1 year and n/a over 5 years.
Is ILLR a good diversifier for CALC?
Yes. With a correlation of -0.27, CALC and ILLR have moved largely independently, which makes them a genuinely diversifying pair by historical standards.
What does a correlation of -0.27 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/calc-vs-illr.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/calc-vs-illr/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: CALC correlations · ILLR correlations
