FIGS vs FSEA: Correlation
FIGS, Inc. (FIGS) and First Seacoast Bancorp, Inc. (FSEA) show a negative relationship: their 3-year correlation of weekly returns is -0.20.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are FIGS and FSEA?
Across a 3-year window, the weekly returns of FIGS and FSEA correlate at -0.20, negative, meaning they tend to move in opposite directions. The link has loosened recently: the 1-year correlation (-0.37) runs below the 3-year figure (-0.20). Stretching to 5 years gives -0.11, with an annualized covariance of -423.9 %².
Among the 11 assets we track against FIGS, FSEA sits near the bottom by co-movement, at rank #10. Their recent paths diverged sharply: over the last 12 months FIGS outperformed by 64.4 percentage points (+113.3% for FIGS against +48.9% for FSEA). One caveat on sizing: FIGS is 1.9 times as volatile as the other leg, so an equal-dollar split is far from equal-risk.
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.
FIGS vs FSEA: side by side
| FIGS (FIGS, Inc.) | FSEA (First Seacoast Bancorp, Inc.) | |
|---|---|---|
| 1-year return | +113.3% | +48.9% |
| 5-year return | -63.9% | +44.2% |
| Volatility (ann.) | 63.9% | 33.2% |
| Beta vs S&P 500 | 0.92 | 0.19 |
| Max drawdown (3Y) | -54.4% | -21.5% |
| Market cap | $2.5B | $0.1B |
| P/E (trailing) | 45.8 | – |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | FIGS | FSEA |
|---|---|---|
| 2022 | -75.6% | -10.5% |
| 2023 | +3.3% | -32.7% |
| 2024 | -10.9% | +30.6% |
| 2025 | +83.5% | +31.5% |
| 2026 | +32.9% | +29.7% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are FIGS and FSEA 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 FIGS and FSEA?
As of 2026-08-27, the correlation of weekly returns between FIGS and FSEA is -0.20 over 3 years, -0.37 over 1 year and -0.11 over 5 years.
Is FSEA a good diversifier for FIGS?
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.
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Related comparisons
Hubs: FIGS correlations · FSEA correlations
