PairBook
HomeLUCK › LUCK vs ROKU

LUCK vs ROKU: Correlation

How closely do Lucky Strike Entertainment Corporation (LUCK) and Roku, Inc. (ROKU) trade together? Their weekly returns over three years give a correlation of 0.40, which is moderate.

Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology

Correlation (3Y)
0.40
moderate
Correlation (1Y)
0.54
last 12 months
Correlation (5Y)
0.32
long-run
Ann. covariance
1259.0
%² · weekly, annualized

How correlated are LUCK and ROKU?

Across a 3-year window, the weekly returns of LUCK and ROKU correlate at 0.40, moderate. The past 12 months show a tighter link (0.54) than the 3-year average (0.40). Stretching to 5 years gives 0.32, with an annualized covariance of 1259.0 %².

By 3-year correlation, ROKU places #4 of the 11 assets tracked against LUCK. Correlation aside, the last 12 months split them widely, with ROKU ahead by 102.2 points (-39.7% versus +62.5%).

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 ROKU: side by side

LUCK (Lucky Strike Entertainment Corporation)ROKU (Roku, Inc.)
1-year return-39.7%+62.5%
5-year return-32.9%-56.1%
Volatility (ann.)52.2%59.9%
Beta vs S&P 5001.112.49
Max drawdown (3Y)-55.8%-51.7%
Market cap$0.9B$23.2B
P/E (trailing)67.1
Dividend yield0.00%0.00%
Sector / categoryUS ListedUS Listed
Smaller drawdown: ROKU -51.7% vs -55.8%Higher 5y return: LUCK -32.9% vs -56.1%
-36%0%+66%2025-09-052026-08-27
Both assets over the last year, indexed to 100 at the starting week. LUCK · ROKU

Year-by-year returns

YearLUCKROKU
2022+49.4%-82.2%
2023+5.0%+125.2%
2024-28.0%-18.9%
2025-13.2%+45.9%
2026-25.1%+44.0%

Calendar-year price returns; the current year is year-to-date as of the data date above.

Are LUCK and ROKU good diversifiers for each other?

A fair diversifier. At 0.40, enough of each asset's movement is its own that the pair has smoothed outcomes historically.

FAQ

What is the correlation between LUCK and ROKU?

As of 2026-08-27, the correlation of weekly returns between LUCK and ROKU is 0.40 over 3 years, 0.54 over 1 year and 0.32 over 5 years.

Is ROKU a good diversifier for LUCK?

A fair diversifier. At 0.40, enough of each asset's movement is its own that the pair has smoothed outcomes historically.

What does a correlation of 0.40 mean?

A reading of 0.40 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

JSON API · no key required
$ curl https://www.pairbook.io/api/v1/pairs/luck-vs-roku.json

LUCK vs ROKU: 3-year weekly correlation 0.40LUCK vs ROKU0.40

Embed this badge (it refreshes with the data), with attribution:

[![LUCK vs ROKU correlation](https://www.pairbook.io/api/v1/badge/luck-vs-roku.svg)](https://www.pairbook.io/pair/luck-vs-roku/)

The core API is free. Terms and every endpoint in the API documentation.

Related comparisons

Hubs: LUCK correlations · ROKU correlations