CMCSA vs ILAG: Correlation
Comcast (CMCSA) and Intelligent Living Application Group Inc. (ILAG) show a negative relationship: their 3-year correlation of weekly returns is -0.19.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are CMCSA and ILAG?
Across a 3-year window, the weekly returns of CMCSA and ILAG correlate at -0.19, negative, meaning they tend to move in opposite directions. Recent behaviour matches the longer record: -0.25 over 1 year against -0.19 over 3. Stretching to 5 years gives -0.04, with an annualized covariance of -500.2 %².
Among the 39 assets we track against CMCSA, ILAG ranks #32 by 3-year correlation. The last year tells two different stories: CMCSA led by 29.1 percentage points, -12.6% for CMCSA against -41.7% for ILAG. Note the risk asymmetry: ILAG runs 4.6 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.
CMCSA vs ILAG: side by side
| CMCSA (Comcast) | ILAG (Intelligent Living Application Group Inc.) | |
|---|---|---|
| 1-year return | -12.6% | -41.7% |
| 5-year return | -44.5% | -94.7% |
| Volatility (ann.) | 23.8% | 109.3% |
| Beta vs S&P 500 | 0.48 | 0.45 |
| Max drawdown (3Y) | -44.9% | -83.0% |
| Market cap | $93.7B | – |
| P/E (trailing) | 8.7 | – |
| Dividend yield | 4.85% | 0.00% |
| Sector / category | Communication Services | US Listed |
Year-by-year returns
| Year | CMCSA | ILAG |
|---|---|---|
| 2022 | -28.7% | – |
| 2023 | +29.1% | -17.6% |
| 2024 | -11.8% | +27.0% |
| 2025 | -17.3% | -56.0% |
| 2026 | -2.2% | -19.3% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are CMCSA and ILAG good diversifiers for each other?
Yes. With a correlation of -0.19, CMCSA and ILAG have moved largely independently, which makes them a genuinely diversifying pair by historical standards.
FAQ
What is the correlation between CMCSA and ILAG?
Using weekly returns as of 2026-08-27: -0.19 over 3 years, with -0.25 over the last year and -0.04 over 5 years.
Is ILAG a good diversifier for CMCSA?
Yes. With a correlation of -0.19, CMCSA and ILAG have moved largely independently, which makes them a genuinely diversifying pair by historical standards.
What does a correlation of -0.19 mean?
On the −1 to +1 scale, -0.19 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.
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Related comparisons
Hubs: CMCSA correlations · ILAG correlations
