IFBD vs UMAC: Correlation
Infobird Co., Ltd (IFBD) and Unusual Machines, Inc. (UMAC) show a moderate relationship: their 3-year correlation of weekly returns is 0.42.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are IFBD and UMAC?
Across a 3-year window, the weekly returns of IFBD and UMAC correlate at 0.42, moderate. The past 12 months show a weaker link (0.05) than the 3-year average (0.42). Stretching to 5 years gives n/a, with an annualized covariance of 12792.9 %².
Few assets follow IFBD as closely as UMAC, which ranks #3 of 14 tracked partners. Their recent paths diverged sharply: over the last 12 months UMAC outperformed by 169.6 percentage points (-12.5% for IFBD against +157.1% for UMAC). Risk is not evenly split, since UMAC carries 1.7 times the volatility of the other side.
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.
IFBD vs UMAC: side by side
| IFBD (Infobird Co., Ltd) | UMAC (Unusual Machines, Inc.) | |
|---|---|---|
| 1-year return | -12.5% | +157.1% |
| 5-year return | -100.0% | n/a |
| Volatility (ann.) | 145.7% | 248.9% |
| Beta vs S&P 500 | 0.85 | 3.43 |
| Max drawdown (3Y) | -98.4% | -75.6% |
| Market cap | – | $1.3B |
| P/E (trailing) | – | – |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | IFBD | UMAC |
|---|---|---|
| 2022 | -88.9% | – |
| 2023 | -97.8% | – |
| 2024 | -78.4% | – |
| 2025 | -57.9% | -24.3% |
| 2026 | -4.3% | +106.4% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are IFBD and UMAC good diversifiers for each other?
Yes, to a useful degree: a correlation of 0.42 leaves real independence between the two, which historically damped combined volatility.
FAQ
What is the correlation between IFBD and UMAC?
As of 2026-08-27, the correlation of weekly returns between IFBD and UMAC is 0.42 over 3 years, 0.05 over 1 year and n/a over 5 years.
Is UMAC a good diversifier for IFBD?
Yes, to a useful degree: a correlation of 0.42 leaves real independence between the two, which historically damped combined volatility.
What does a correlation of 0.42 mean?
On the −1 to +1 scale, 0.42 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
$ curl https://www.pairbook.io/api/v1/pairs/ifbd-vs-umac.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/ifbd-vs-umac/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: IFBD correlations · UMAC correlations
