LSTA vs SAFT: Correlation
Lisata Therapeutics, Inc. (LSTA) and Safety Insurance Group, Inc. (SAFT) show a negative relationship: their 3-year correlation of weekly returns is -0.27.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are LSTA and SAFT?
Across a 3-year window, the weekly returns of LSTA and SAFT correlate at -0.27, negative, meaning they tend to move in opposite directions. The past 12 months show a weaker link (-0.44) than the 3-year average (-0.27). Stretching to 5 years gives -0.14, with an annualized covariance of -753.8 %².
SAFT is close to the least connected end of LSTA's tracked universe, ranking #12 of 15. Their recent paths diverged sharply: over the last 12 months SAFT outperformed by 76.0 percentage points (-27.2% for LSTA against +48.8% for SAFT). Risk is not evenly split, since LSTA carries 3.0 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.
LSTA vs SAFT: side by side
| LSTA (Lisata Therapeutics, Inc.) | SAFT (Safety Insurance Group, Inc.) | |
|---|---|---|
| 1-year return | -27.2% | +48.8% |
| 5-year return | -90.4% | +58.1% |
| Volatility (ann.) | 91.1% | 30.8% |
| Beta vs S&P 500 | 0.31 | 0.17 |
| Max drawdown (3Y) | -80.4% | -20.1% |
| Market cap | – | $1.5B |
| P/E (trailing) | – | 22.3 |
| Dividend yield | 0.00% | 3.55% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | LSTA | SAFT |
|---|---|---|
| 2022 | -79.9% | +3.1% |
| 2023 | +7.9% | -5.4% |
| 2024 | +9.2% | +13.3% |
| 2025 | -37.6% | -0.8% |
| 2026 | -2.2% | +36.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are LSTA and SAFT good diversifiers for each other?
By historical standards, yes. A correlation of -0.27 means the two rarely move for the same reasons.
FAQ
What is the correlation between LSTA and SAFT?
As of 2026-08-27, the correlation of weekly returns between LSTA and SAFT is -0.27 over 3 years, -0.44 over 1 year and -0.14 over 5 years.
Is SAFT a good diversifier for LSTA?
By historical standards, yes. A correlation of -0.27 means the two rarely move for the same reasons.
What does a correlation of -0.27 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/lsta-vs-saft.json
Embed this badge (it refreshes with the data), with attribution:
[](https://www.pairbook.io/pair/lsta-vs-saft/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: LSTA correlations · SAFT correlations
