LVO vs SWKS: Correlation
Measured on weekly returns over the past three years, LiveOne, Inc. (LVO) and Skyworks Solutions (SWKS) carry a correlation of 0.38, a moderate link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are LVO and SWKS?
On 3 years of weekly data the LVO/SWKS correlation comes out at 0.38, moderate. Recent behaviour matches the longer record: 0.46 over 1 year against 0.38 over 3. The 5-year figure is 0.33, and annualized covariance runs at 1258.6 %².
In LVO's tracked universe of 13 assets, SWKS sits right near the top at #2. The last year tells two different stories: SWKS led by 24.2 percentage points, -32.9% for LVO against -8.7% for SWKS. Note the risk asymmetry: LVO runs 2.1 times the annualized volatility of the other leg, so equal-weighting the two is not an equal-risk position.
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.
LVO vs SWKS: side by side
| LVO (LiveOne, Inc.) | SWKS (Skyworks Solutions) | |
|---|---|---|
| 1-year return | -32.9% | -8.7% |
| 5-year return | -88.2% | -58.3% |
| Volatility (ann.) | 82.2% | 40.0% |
| Beta vs S&P 500 | 1.85 | 1.43 |
| Max drawdown (3Y) | -83.1% | -58.2% |
| Market cap | $0.1B | $10.1B |
| P/E (trailing) | – | 34.9 |
| Dividend yield | 0.00% | 4.26% |
| Sector / category | US Listed | Information Technology |
Year-by-year returns
| Year | LVO | SWKS |
|---|---|---|
| 2022 | -49.7% | -39.9% |
| 2023 | +115.8% | +26.5% |
| 2024 | +5.8% | -18.9% |
| 2025 | -67.9% | -25.5% |
| 2026 | -16.1% | +8.4% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are LVO and SWKS good diversifiers for each other?
Reasonably. At 0.38, LVO and SWKS keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
FAQ
What is the correlation between LVO and SWKS?
As of 2026-08-27, the correlation of weekly returns between LVO and SWKS is 0.38 over 3 years, 0.46 over 1 year and 0.33 over 5 years.
Is SWKS a good diversifier for LVO?
Reasonably. At 0.38, LVO and SWKS keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
What does a correlation of 0.38 mean?
A reading of 0.38 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
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Related comparisons
Hubs: LVO correlations · SWKS correlations
