FLL vs LUCK: Correlation
How closely do Full House Resorts, Inc. (FLL) and Lucky Strike Entertainment Corporation (LUCK) trade together? Their weekly returns over three years give a correlation of 0.41, which is moderate.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are FLL and LUCK?
Over the past 3 years, FLL and LUCK moved with a correlation of 0.41, which is moderate. The relationship has been stable: the 1-year correlation (0.43) sits close to the 3-year figure. Over 5 years the correlation is 0.30, and the annualized covariance of weekly returns is 1270.8 %².
Among the 15 assets we track against FLL, LUCK ranks #7 by 3-year correlation. The trailing year gives LUCK the advantage: -45.6% versus -39.7%, a 5.9-point spread.
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.
FLL vs LUCK: side by side
| FLL (Full House Resorts, Inc.) | LUCK (Lucky Strike Entertainment Corporation) | |
|---|---|---|
| 1-year return | -45.6% | -39.7% |
| 5-year return | -75.5% | -32.9% |
| Volatility (ann.) | 59.8% | 52.2% |
| Beta vs S&P 500 | 1.44 | 1.11 |
| Max drawdown (3Y) | -66.2% | -55.8% |
| Market cap | $0.1B | $0.9B |
| P/E (trailing) | – | – |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | FLL | LUCK |
|---|---|---|
| 2022 | -37.9% | +49.4% |
| 2023 | -28.6% | +5.0% |
| 2024 | -24.0% | -28.0% |
| 2025 | -36.0% | -13.2% |
| 2026 | -21.1% | -25.1% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are FLL and LUCK good diversifiers for each other?
A fair diversifier. At 0.41, enough of each asset's movement is its own that the pair has smoothed outcomes historically.
FAQ
What is the correlation between FLL and LUCK?
As of 2026-08-27, the correlation of weekly returns between FLL and LUCK is 0.41 over 3 years, 0.43 over 1 year and 0.30 over 5 years.
Is LUCK a good diversifier for FLL?
A fair diversifier. At 0.41, enough of each asset's movement is its own that the pair has smoothed outcomes historically.
What does a correlation of 0.41 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
$ curl https://www.pairbook.io/api/v1/pairs/fll-vs-luck.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/fll-vs-luck/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: FLL correlations · LUCK correlations
