FLL vs SYNA: Correlation
Measured on weekly returns over the past three years, Full House Resorts, Inc. (FLL) and Synaptics Incorporated (SYNA) carry a correlation of 0.45, a moderate link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are FLL and SYNA?
On 3 years of weekly data the FLL/SYNA correlation comes out at 0.45, moderate. Recent behaviour matches the longer record: 0.38 over 1 year against 0.45 over 3. The 5-year figure is 0.43, and annualized covariance runs at 1322.6 %².
Within FLL's tracked universe of 15 assets, SYNA comes in at #4 by 3-year correlation. Correlation aside, the last 12 months split them widely, with SYNA ahead by 83.4 points (-45.6% versus +37.8%).
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 SYNA: side by side
| FLL (Full House Resorts, Inc.) | SYNA (Synaptics Incorporated) | |
|---|---|---|
| 1-year return | -45.6% | +37.8% |
| 5-year return | -75.5% | -48.2% |
| Volatility (ann.) | 59.8% | 49.6% |
| Beta vs S&P 500 | 1.44 | 2.15 |
| Max drawdown (3Y) | -66.2% | -64.2% |
| Market cap | $0.1B | $3.8B |
| P/E (trailing) | – | – |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | FLL | SYNA |
|---|---|---|
| 2022 | -37.9% | -67.1% |
| 2023 | -28.6% | +19.9% |
| 2024 | -24.0% | -33.1% |
| 2025 | -36.0% | -3.0% |
| 2026 | -21.1% | +31.8% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are FLL and SYNA good diversifiers for each other?
Yes, to a useful degree: a correlation of 0.45 leaves real independence between the two, which historically damped combined volatility.
FAQ
What is the correlation between FLL and SYNA?
Using weekly returns as of 2026-08-27: 0.45 over 3 years, with 0.38 over the last year and 0.43 over 5 years.
Is SYNA a good diversifier for FLL?
Yes, to a useful degree: a correlation of 0.45 leaves real independence between the two, which historically damped combined 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.
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Related comparisons
Hubs: FLL correlations · SYNA correlations
