LSTR vs R: Correlation
Landstar System, Inc. (LSTR) and Ryder System, Inc. (R) show a strong relationship: their 3-year correlation of weekly returns is 0.63.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are LSTR and R?
Over the past 3 years, LSTR and R moved with a correlation of 0.63, which is strong. The relationship has been stable: the 1-year correlation (0.58) sits close to the 3-year figure. Over 5 years the correlation is 0.60, and the annualized covariance of weekly returns is 551.4 %².
Within LSTR's tracked universe of 23 assets, R comes in at #9 by 3-year correlation. On 12-month performance LSTR holds a 5.0-point edge, +39.9% against +34.9%.
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.
LSTR vs R: side by side
| LSTR (Landstar System, Inc.) | R (Ryder System, Inc.) | |
|---|---|---|
| 1-year return | +39.9% | +34.9% |
| 5-year return | +17.0% | +245.8% |
| Volatility (ann.) | 28.2% | 31.1% |
| Beta vs S&P 500 | 0.83 | 1.09 |
| Max drawdown (3Y) | -37.5% | -23.9% |
| Market cap | $6.2B | $9.5B |
| P/E (trailing) | 47.0 | 20.3 |
| Dividend yield | 0.88% | 1.46% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | LSTR | R |
|---|---|---|
| 2022 | -7.3% | +4.4% |
| 2023 | +21.2% | +41.6% |
| 2024 | -9.7% | +39.5% |
| 2025 | -14.4% | +24.5% |
| 2026 | +29.2% | +31.2% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are LSTR and R good diversifiers for each other?
To a limited degree. At 0.63 the two still catch most of the same waves, so the pair smooths returns a little without insulating either from a shared selloff.
FAQ
What is the correlation between LSTR and R?
Using weekly returns as of 2026-08-27: 0.63 over 3 years, with 0.58 over the last year and 0.60 over 5 years.
Is R a good diversifier for LSTR?
To a limited degree. At 0.63 the two still catch most of the same waves, so the pair smooths returns a little without insulating either from a shared selloff.
What does a correlation of 0.63 mean?
A reading of 0.63 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/lstr-vs-r.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/lstr-vs-r/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: LSTR correlations · R correlations
