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CDLX vs LFMD: Correlation

Cardlytics, Inc. (CDLX) and LifeMD, Inc. (LFMD) show a moderate relationship: their 3-year correlation of weekly returns is 0.43.

Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology

Correlation (3Y)
0.43
moderate
Correlation (1Y)
0.20
last 12 months
Correlation (5Y)
0.36
long-run
Ann. covariance
4857.3
%² · weekly, annualized

How correlated are CDLX and LFMD?

On 3 years of weekly data the CDLX/LFMD correlation comes out at 0.43, moderate. The past 12 months show a weaker link (0.20) than the 3-year average (0.43). The 5-year figure is 0.36, and annualized covariance runs at 4857.3 %².

Within CDLX's tracked universe of 15 assets, LFMD comes in at #4 by 3-year correlation. The trailing year gives LFMD the advantage: -61.1% versus -49.1%, a 12.0-point spread. Note the risk asymmetry: CDLX runs 1.6 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.

CDLX vs LFMD: side by side

CDLX (Cardlytics, Inc.)LFMD (LifeMD, Inc.)
1-year return-61.1%-49.1%
5-year return-99.6%-58.8%
Volatility (ann.)134.2%84.5%
Beta vs S&P 5002.271.35
Max drawdown (3Y)-98.3%-82.5%
Market cap$0.2B
P/E (trailing)
Dividend yield0.00%0.00%
Sector / categoryUS ListedUS Listed
Smaller drawdown: LFMD -82.5% vs -98.3%Higher 5y return: LFMD -58.8% vs -99.6%
-61%0%+203%2025-09-052026-08-27
Price paths over the last 12 months, both indexed to 100 at the start (weekly closes). CDLX · LFMD

Year-by-year returns

YearCDLXLFMD
2022-91.3%-49.9%
2023+59.3%+327.3%
2024-59.7%-40.3%
2025-69.0%-31.1%
2026-65.1%-4.4%

Calendar-year price returns; the current year is year-to-date as of the data date above.

Are CDLX and LFMD good diversifiers for each other?

A fair diversifier. At 0.43, enough of each asset's movement is its own that the pair has smoothed outcomes historically.

FAQ

What is the correlation between CDLX and LFMD?

As of 2026-08-27, the correlation of weekly returns between CDLX and LFMD is 0.43 over 3 years, 0.20 over 1 year and 0.36 over 5 years.

Is LFMD a good diversifier for CDLX?

A fair diversifier. At 0.43, enough of each asset's movement is its own that the pair has smoothed outcomes historically.

What does a correlation of 0.43 mean?

A reading of 0.43 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

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CDLX vs LFMD: 3-year weekly correlation 0.43CDLX vs LFMD0.43

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Hubs: CDLX correlations · LFMD correlations