EFX vs LH: Correlation
Equifax (EFX) and Labcorp (LH) show a moderate relationship: their 3-year correlation of weekly returns is 0.45.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are EFX and LH?
Across a 3-year window, the weekly returns of EFX and LH correlate at 0.45, moderate. Little has changed lately, as the 1-year reading of 0.50 lands near the 3-year figure. Stretching to 5 years gives 0.44, with an annualized covariance of 320.4 %².
Within EFX's tracked universe of 53 assets, LH comes in at #33 by 3-year correlation. The last year tells two different stories: LH led by 43.6 percentage points, -21.8% for EFX against +21.8% for LH. Across three years, the rolling one-year figure varied moderately, from 0.29 to 0.56. Note the risk asymmetry: EFX 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.
EFX vs LH: side by side
| EFX (Equifax) | LH (Labcorp) | |
|---|---|---|
| 1-year return | -21.8% | +21.8% |
| 5-year return | -26.0% | +36.0% |
| Volatility (ann.) | 33.3% | 21.4% |
| Beta vs S&P 500 | 1.25 | 0.33 |
| Max drawdown (3Y) | -49.7% | -17.4% |
| Market cap | $22.4B | $27.3B |
| P/E (trailing) | 33.5 | 27.8 |
| Dividend yield | 1.11% | 0.86% |
| Sector / category | Industrials | Health Care |
Year-by-year returns
| Year | EFX | LH |
|---|---|---|
| 2022 | -33.1% | -24.4% |
| 2023 | +28.2% | +13.8% |
| 2024 | +3.7% | +2.2% |
| 2025 | -14.2% | +10.6% |
| 2026 | -11.7% | +34.8% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are EFX and LH good diversifiers for each other?
Reasonably. At 0.45, EFX and LH keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
FAQ
What is the correlation between EFX and LH?
Using weekly returns as of 2026-08-27: 0.45 over 3 years, with 0.50 over the last year and 0.44 over 5 years.
Is LH a good diversifier for EFX?
Reasonably. At 0.45, EFX and LH keep a meaningful degree of independence, and combining them has historically reduced portfolio 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/efx-vs-lh.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/efx-vs-lh/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: EFX correlations · LH correlations
