MA vs SFBC: Correlation
Measured on weekly returns over the past three years, Mastercard (MA) and Sound Financial Bancorp, Inc. (SFBC) carry a correlation of 0.32, a moderate link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are MA and SFBC?
Across a 3-year window, the weekly returns of MA and SFBC correlate at 0.32, moderate. Recent behaviour matches the longer record: 0.28 over 1 year against 0.32 over 3. Stretching to 5 years gives 0.23, with an annualized covariance of 138.1 %².
Within MA's tracked universe of 46 assets, SFBC comes in at #36 by 3-year correlation. Twelve-month performance is nearly a tie, at +0.8% for MA and +0.4% for SFBC.
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.
MA vs SFBC: side by side
| MA (Mastercard) | SFBC (Sound Financial Bancorp, Inc.) | |
|---|---|---|
| 1-year return | +0.8% | +0.4% |
| 5-year return | +72.6% | +19.0% |
| Volatility (ann.) | 19.3% | 22.4% |
| Beta vs S&P 500 | 0.77 | 0.17 |
| Max drawdown (3Y) | -20.9% | -24.7% |
| Market cap | $518.4B | $0.1B |
| P/E (trailing) | 32.9 | 15.2 |
| Dividend yield | 0.56% | 1.69% |
| Sector / category | Financials | US Listed |
Year-by-year returns
| Year | MA | SFBC |
|---|---|---|
| 2022 | -2.7% | -9.0% |
| 2023 | +23.4% | +1.3% |
| 2024 | +24.2% | +37.4% |
| 2025 | +9.0% | -15.8% |
| 2026 | +4.2% | +10.0% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are MA and SFBC good diversifiers for each other?
Yes, to a useful degree: a correlation of 0.32 leaves real independence between the two, which historically damped combined volatility.
FAQ
What is the correlation between MA and SFBC?
As of 2026-08-27, the correlation of weekly returns between MA and SFBC is 0.32 over 3 years, 0.28 over 1 year and 0.23 over 5 years.
Is SFBC a good diversifier for MA?
Yes, to a useful degree: a correlation of 0.32 leaves real independence between the two, which historically damped combined volatility.
What does a correlation of 0.32 mean?
On the −1 to +1 scale, 0.32 describes how much the two returns move together: +1 is lockstep, 0 is independence, negative values mean opposite directions. It says nothing about which performed better.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/ma-vs-sfbc.json
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Related comparisons
Hubs: MA correlations · SFBC correlations
