LARK vs UVSP: Correlation
Landmark Bancorp Inc. (LARK) and Univest Financial Corporation (UVSP) show a moderate relationship: their 3-year correlation of weekly returns is 0.44.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are LARK and UVSP?
On 3 years of weekly data the LARK/UVSP correlation comes out at 0.44, moderate. Lately the two have moved closer together, with the 1-year correlation at 0.60 versus 0.44 over 3 years. The 5-year figure is 0.44, and annualized covariance runs at 336.9 %².
By 3-year correlation, UVSP places #4 of the 13 assets tracked against LARK. Over the last 12 months UVSP came out ahead by 5.8 percentage points (+28.2% against +34.0%).
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.
LARK vs UVSP: side by side
| LARK (Landmark Bancorp Inc.) | UVSP (Univest Financial Corporation) | |
|---|---|---|
| 1-year return | +28.2% | +34.0% |
| 5-year return | +66.0% | +81.7% |
| Volatility (ann.) | 26.0% | 29.4% |
| Beta vs S&P 500 | 0.35 | 0.81 |
| Max drawdown (3Y) | -20.7% | -20.9% |
| Market cap | $0.2B | $1.1B |
| P/E (trailing) | 9.8 | 12.0 |
| Dividend yield | 2.57% | 2.16% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | LARK | UVSP |
|---|---|---|
| 2022 | -18.5% | -9.9% |
| 2023 | -4.2% | -12.1% |
| 2024 | +32.6% | +38.8% |
| 2025 | +18.2% | +14.3% |
| 2026 | +23.6% | +29.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are LARK and UVSP good diversifiers for each other?
Yes, to a useful degree: a correlation of 0.44 leaves real independence between the two, which historically damped combined volatility.
FAQ
What is the correlation between LARK and UVSP?
As of 2026-08-27, the correlation of weekly returns between LARK and UVSP is 0.44 over 3 years, 0.60 over 1 year and 0.44 over 5 years.
Is UVSP a good diversifier for LARK?
Yes, to a useful degree: a correlation of 0.44 leaves real independence between the two, which historically damped combined volatility.
What does a correlation of 0.44 mean?
A reading of 0.44 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/lark-vs-uvsp.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/lark-vs-uvsp/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: LARK correlations · UVSP correlations
