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FCUV vs LII: Correlation

Focus Universal Inc. (FCUV) and Lennox International (LII) show a negative relationship: their 3-year correlation of weekly returns is -0.35.

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

Correlation (3Y)
-0.35
negative
Correlation (1Y)
-0.57
last 12 months
Correlation (5Y)
-0.22
long-run
Ann. covariance
-3204.4
%² · weekly, annualized

How correlated are FCUV and LII?

Across a 3-year window, the weekly returns of FCUV and LII correlate at -0.35, negative, meaning they tend to move in opposite directions. The past 12 months show a weaker link (-0.57) than the 3-year average (-0.35). Stretching to 5 years gives -0.22, with an annualized covariance of -3204.4 %².

Out of 33 assets tracked against FCUV, LII lands near the bottom at #30. The last year tells two different stories: LII led by 55.5 percentage points, -85.8% for FCUV against -30.3% for LII. Note the risk asymmetry: FCUV runs 9.0 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 LII: side by side

FCUV (Focus Universal Inc.)LII (Lennox International)
1-year return-85.8%-30.3%
5-year return-99.4%+23.7%
Volatility (ann.)287.5%32.0%
Beta vs S&P 5000.680.96
Max drawdown (3Y)-99.8%-41.7%
Market cap$13.5B
P/E (trailing)17.5
Dividend yield0.00%1.34%
Sector / categoryUS ListedIndustrials
Higher yield: LII 1.34% vs 0.00%Smaller drawdown: LII -41.7% vs -99.8%Higher 5y return: LII +23.7% vs -99.4%
-97%0%+126%2025-09-052026-08-27
Twelve months of weekly closes, each series rebased to 100. FCUV · LII

Year-by-year returns

YearFCUVLII
2022-27.7%-24.9%
2023-65.8%+89.5%
2024-76.0%+37.3%
2025-76.9%-19.5%
2026-67.8%-19.0%

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

Are FCUV and LII good diversifiers for each other?

Yes. With a correlation of -0.35, FCUV and LII have moved largely independently, which makes them a genuinely diversifying pair by historical standards.

FAQ

What is the correlation between FCUV and LII?

Using weekly returns as of 2026-08-27: -0.35 over 3 years, with -0.57 over the last year and -0.22 over 5 years.

Is LII a good diversifier for FCUV?

Yes. With a correlation of -0.35, FCUV and LII have moved largely independently, which makes them a genuinely diversifying pair by historical standards.

What does a correlation of -0.35 mean?

Correlation ranges from −1 to +1. Values near +1 mean two assets move together, near 0 that they move independently, and negative values that they tend to move in opposite directions. It measures co-movement, not performance.

Use this data

JSON API · no key required
$ curl https://www.pairbook.io/api/v1/pairs/fcuv-vs-lii.json

FCUV vs LII: 3-year weekly correlation -0.35FCUV vs LII-0.35

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Hubs: FCUV correlations · LII correlations