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DLX vs WSFS: Correlation

Deluxe Corporation (DLX) and WSFS Financial Corporation (WSFS) show a strong relationship: their 3-year correlation of weekly returns is 0.60.

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

Correlation (3Y)
0.60
strong
Correlation (1Y)
0.54
last 12 months
Correlation (5Y)
0.55
long-run
Ann. covariance
710.8
%² · weekly, annualized

How correlated are DLX and WSFS?

Across a 3-year window, the weekly returns of DLX and WSFS correlate at 0.60, strong. Recent behaviour matches the longer record: 0.54 over 1 year against 0.60 over 3. Stretching to 5 years gives 0.55, with an annualized covariance of 710.8 %².

Among the 20 assets we track against DLX, WSFS ranks #4 by 3-year correlation. Over the last 12 months WSFS came out ahead by 8.7 percentage points (+25.3% against +34.0%).

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.

DLX vs WSFS: side by side

DLX (Deluxe Corporation)WSFS (WSFS Financial Corporation)
1-year return+25.3%+34.0%
5-year return-19.3%+85.9%
Volatility (ann.)39.8%29.9%
Beta vs S&P 5001.080.89
Max drawdown (3Y)-40.9%-24.7%
Market cap$1.1B$4.0B
P/E (trailing)10.813.2
Dividend yield5.08%0.90%
Sector / categoryUS ListedUS Listed
Lower P/E: DLX 10.8 vs 13.2Higher yield: DLX 5.08% vs 0.90%Smaller drawdown: WSFS -24.7% vs -40.9%Higher 5y return: WSFS +85.9% vs -19.3%
-12%0%+68%2025-09-052026-08-27
Twelve months of weekly closes, each series rebased to 100. DLX · WSFS

Year-by-year returns

YearDLXWSFS
2022-44.4%-8.4%
2023+34.9%+2.9%
2024+11.3%+17.1%
2025+5.6%+5.2%
2026+9.5%+43.1%

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

Are DLX and WSFS good diversifiers for each other?

To a limited degree. At 0.60 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 DLX and WSFS?

The DLX/WSFS correlation stands at 0.60 on a 3-year window (1 year: 0.54, 5 years: 0.55), computed from weekly returns as of 2026-08-27.

Is WSFS a good diversifier for DLX?

To a limited degree. At 0.60 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 0.60 mean?

A reading of 0.60 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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DLX vs WSFS: 3-year weekly correlation 0.60DLX vs WSFS0.60

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Related comparisons

Hubs: DLX correlations · WSFS correlations