CET vs LIF: Correlation
Measured on weekly returns over the past three years, Central Securities Corporation (CET) and Life360, Inc. (LIF) carry a correlation of 0.50, a moderate link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are CET and LIF?
On 3 years of weekly data the CET/LIF correlation comes out at 0.50, moderate. Little has changed lately, as the 1-year reading of 0.46 lands near the 3-year figure. The 5-year figure is n/a, and annualized covariance runs at 415.1 %².
Among the 38 assets we track against CET, LIF ranks #22 by 3-year correlation. The last year tells two different stories: CET led by 67.1 percentage points, +15.7% for CET against -51.4% for LIF. Risk is not evenly split, since LIF carries 5.0 times the volatility of the other side.
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.
CET vs LIF: side by side
| CET (Central Securities Corporation) | LIF (Life360, Inc.) | |
|---|---|---|
| 1-year return | +15.7% | -51.4% |
| 5-year return | +73.3% | n/a |
| Volatility (ann.) | 12.8% | 63.6% |
| Beta vs S&P 500 | 0.78 | 2.18 |
| Max drawdown (3Y) | -15.4% | -65.6% |
| Market cap | – | $3.6B |
| P/E (trailing) | 7.3 | 25.1 |
| Dividend yield | 5.03% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | CET | LIF |
|---|---|---|
| 2022 | -19.7% | – |
| 2023 | +19.2% | – |
| 2024 | +26.8% | – |
| 2025 | +17.2% | +55.4% |
| 2026 | +8.3% | -31.0% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are CET and LIF good diversifiers for each other?
To a limited degree. At 0.50 the two still catch most of the same waves, so the pair smooths returns a little without insulating either from a shared selloff.
FAQ
What is the correlation between CET and LIF?
The CET/LIF correlation stands at 0.50 on a 3-year window (1 year: 0.46, 5 years: n/a), computed from weekly returns as of 2026-08-27.
Is LIF a good diversifier for CET?
To a limited degree. At 0.50 the two still catch most of the same waves, so the pair smooths returns a little without insulating either from a shared selloff.
What does a correlation of 0.50 mean?
On the −1 to +1 scale, 0.50 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/cet-vs-lif.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/cet-vs-lif/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: CET correlations · LIF correlations
