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LVS vs SF: Correlation

How closely do Las Vegas Sands (LVS) and Stifel Financial Corporation (SF) trade together? Their weekly returns over three years give a correlation of 0.41, which is moderate.

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

Correlation (3Y)
0.41
moderate
Correlation (1Y)
0.50
last 12 months
Correlation (5Y)
0.39
long-run
Ann. covariance
391.1
%² · weekly, annualized

How correlated are LVS and SF?

Across a 3-year window, the weekly returns of LVS and SF correlate at 0.41, moderate. Recent behaviour matches the longer record: 0.50 over 1 year against 0.41 over 3. Stretching to 5 years gives 0.39, with an annualized covariance of 391.1 %².

Within LVS's tracked universe of 29 assets, SF comes in at #12 by 3-year correlation. Their recent paths diverged sharply: over the last 12 months SF outperformed by 26.3 percentage points (-20.3% for LVS against +6.0% for SF).

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.

LVS vs SF: side by side

LVS (Las Vegas Sands)SF (Stifel Financial Corporation)
1-year return-20.3%+6.0%
5-year return+8.5%+92.0%
Volatility (ann.)34.8%27.2%
Beta vs S&P 5000.751.23
Max drawdown (3Y)-44.0%-34.7%
Market cap$28.7B$12.2B
P/E (trailing)17.114.4
Dividend yield2.49%1.59%
Sector / categoryConsumer DiscretionaryUS Listed
Lower P/E: SF 14.4 vs 17.1Higher yield: LVS 2.49% vs 1.59%Smaller drawdown: SF -34.7% vs -44.0%Higher 5y return: SF +92.0% vs +8.5%
-16%0%+27%2025-09-052026-08-27
Price paths over the last 12 months, both indexed to 100 at the start (weekly closes). LVS · SF

Year-by-year returns

YearLVSSF
2022+27.7%-15.6%
2023+3.1%+21.2%
2024+6.2%+56.4%
2025+29.5%+20.1%
2026-30.8%-2.3%

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

Are LVS and SF good diversifiers for each other?

A fair diversifier. At 0.41, enough of each asset's movement is its own that the pair has smoothed outcomes historically.

FAQ

What is the correlation between LVS and SF?

As of 2026-08-27, the correlation of weekly returns between LVS and SF is 0.41 over 3 years, 0.50 over 1 year and 0.39 over 5 years.

Is SF a good diversifier for LVS?

A fair diversifier. At 0.41, enough of each asset's movement is its own that the pair has smoothed outcomes historically.

What does a correlation of 0.41 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.

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LVS vs SF: 3-year weekly correlation 0.41LVS vs SF0.41

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Related comparisons

Hubs: LVS correlations · SF correlations