LUCK vs RL: Correlation
How closely do Lucky Strike Entertainment Corporation (LUCK) and Ralph Lauren Corporation (RL) trade together? Their weekly returns over three years give a correlation of 0.44, which is moderate.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are LUCK and RL?
Across a 3-year window, the weekly returns of LUCK and RL correlate at 0.44, moderate. Little has changed lately, as the 1-year reading of 0.42 lands near the 3-year figure. Stretching to 5 years gives 0.35, with an annualized covariance of 764.3 %².
In LUCK's tracked universe of 11 assets, RL sits right near the top at #1. Their recent paths diverged sharply: over the last 12 months RL outperformed by 60.4 percentage points (-39.7% for LUCK against +20.7% for RL). One caveat on sizing: LUCK is 1.6 times as volatile as the other leg, so an equal-dollar split is far from equal-risk.
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.
LUCK vs RL: side by side
| LUCK (Lucky Strike Entertainment Corporation) | RL (Ralph Lauren Corporation) | |
|---|---|---|
| 1-year return | -39.7% | +20.7% |
| 5-year return | -32.9% | +232.5% |
| Volatility (ann.) | 52.2% | 33.6% |
| Beta vs S&P 500 | 1.11 | 1.07 |
| Max drawdown (3Y) | -55.8% | -36.2% |
| Market cap | $0.9B | $21.0B |
| P/E (trailing) | – | 22.8 |
| Dividend yield | 0.00% | 1.03% |
| Sector / category | US Listed | Consumer Discretionary |
Year-by-year returns
| Year | LUCK | RL |
|---|---|---|
| 2022 | +49.4% | -8.4% |
| 2023 | +5.0% | +39.8% |
| 2024 | -28.0% | +62.9% |
| 2025 | -13.2% | +55.0% |
| 2026 | -25.1% | +0.0% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are LUCK and RL 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 LUCK and RL?
The LUCK/RL correlation stands at 0.44 on a 3-year window (1 year: 0.42, 5 years: 0.35), computed from weekly returns as of 2026-08-27.
Is RL a good diversifier for LUCK?
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?
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/luck-vs-rl.json
Embed this badge (it refreshes with the data), with attribution:
[](https://www.pairbook.io/pair/luck-vs-rl/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: LUCK correlations · RL correlations
