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FCUV vs LHX: Correlation

Measured on weekly returns over the past three years, Focus Universal Inc. (FCUV) and L3Harris (LHX) carry a correlation of -0.20, a negative link.

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

Correlation (3Y)
-0.20
negative
Correlation (1Y)
-0.32
last 12 months
Correlation (5Y)
-0.14
long-run
Ann. covariance
-1333.6
%² · weekly, annualized

How correlated are FCUV and LHX?

On 3 years of weekly data the FCUV/LHX correlation comes out at -0.20, negative, meaning they tend to move in opposite directions. The link has loosened recently: the 1-year correlation (-0.32) runs below the 3-year figure (-0.20). The 5-year figure is -0.14, and annualized covariance runs at -1333.6 %².

Among the 33 assets we track against FCUV, LHX ranks #19 by 3-year correlation. The last year tells two different stories: LHX led by 82.0 percentage points, -85.8% for FCUV against -3.8% for LHX. Note the risk asymmetry: FCUV runs 12.5 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.

FCUV vs LHX: side by side

FCUV (Focus Universal Inc.)LHX (L3Harris)
1-year return-85.8%-3.8%
5-year return-99.4%+24.4%
Volatility (ann.)287.5%23.0%
Beta vs S&P 5000.680.51
Max drawdown (3Y)-99.8%-30.3%
Market cap$48.8B
P/E (trailing)26.6
Dividend yield0.00%1.09%
Sector / categoryUS ListedIndustrials
Higher yield: LHX 1.09% vs 0.00%Smaller drawdown: LHX -30.3% vs -99.8%Higher 5y return: LHX +24.4% vs -99.4%
-97%0%+126%2025-09-052026-08-27
Twelve months of weekly closes, each series rebased to 100. FCUV · LHX

Year-by-year returns

YearFCUVLHX
2022-27.7%-0.5%
2023-65.8%+3.7%
2024-76.0%+1.9%
2025-76.9%+42.3%
2026-67.8%-10.1%

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

Are FCUV and LHX good diversifiers for each other?

By historical standards, yes. A correlation of -0.20 means the two rarely move for the same reasons.

FAQ

What is the correlation between FCUV and LHX?

The FCUV/LHX correlation stands at -0.20 on a 3-year window (1 year: -0.32, 5 years: -0.14), computed from weekly returns as of 2026-08-27.

Is LHX a good diversifier for FCUV?

By historical standards, yes. A correlation of -0.20 means the two rarely move for the same reasons.

What does a correlation of -0.20 mean?

On the −1 to +1 scale, -0.20 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

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$ curl https://www.pairbook.io/api/v1/pairs/fcuv-vs-lhx.json

FCUV vs LHX: 3-year weekly correlation -0.20FCUV vs LHX-0.20

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Related comparisons

Hubs: FCUV correlations · LHX correlations