COMP vs LFST: Correlation
How closely do Compass, Inc. (COMP) and LifeStance Health Group, Inc. (LFST) trade together? Their weekly returns over three years give a correlation of 0.45, which is moderate.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are COMP and LFST?
Across a 3-year window, the weekly returns of COMP and LFST correlate at 0.45, moderate. Recent behaviour matches the longer record: 0.51 over 1 year against 0.45 over 3. Stretching to 5 years gives 0.42, with an annualized covariance of 1357.3 %².
Among the 14 assets we track against COMP, LFST ranks #7 by 3-year correlation. Their recent paths diverged sharply: over the last 12 months LFST outperformed by 104.4 percentage points (+19.6% for COMP against +124.0% for LFST).
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.
COMP vs LFST: side by side
| COMP (Compass, Inc.) | LFST (LifeStance Health Group, Inc.) | |
|---|---|---|
| 1-year return | +19.6% | +124.0% |
| 5-year return | -33.6% | -15.6% |
| Volatility (ann.) | 61.9% | 49.0% |
| Beta vs S&P 500 | 1.54 | 0.73 |
| Max drawdown (3Y) | -50.8% | -56.5% |
| Market cap | $8.5B | $4.7B |
| P/E (trailing) | 185.0 | 94.6 |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | COMP | LFST |
|---|---|---|
| 2022 | -74.4% | -48.1% |
| 2023 | +61.4% | +58.5% |
| 2024 | +55.6% | -5.9% |
| 2025 | +80.7% | -4.5% |
| 2026 | +5.0% | +74.7% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are COMP and LFST good diversifiers for each other?
Yes, to a useful degree: a correlation of 0.45 leaves real independence between the two, which historically damped combined volatility.
FAQ
What is the correlation between COMP and LFST?
Using weekly returns as of 2026-08-27: 0.45 over 3 years, with 0.51 over the last year and 0.42 over 5 years.
Is LFST a good diversifier for COMP?
Yes, to a useful degree: a correlation of 0.45 leaves real independence between the two, which historically damped combined volatility.
What does a correlation of 0.45 mean?
On the −1 to +1 scale, 0.45 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/comp-vs-lfst.json
Embed this badge (it refreshes with the data), with attribution:
[](https://www.pairbook.io/pair/comp-vs-lfst/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: COMP correlations · LFST correlations
