MSLE vs XPER: Correlation
Satellos Bioscience Inc. (MSLE) and Xperi Inc. (XPER) show a moderate relationship: their 3-year correlation of weekly returns is 0.31.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are MSLE and XPER?
Over the past 3 years, MSLE and XPER moved with a correlation of 0.31, which is moderate. The relationship has been stable: the 1-year correlation (0.32) sits close to the 3-year figure. Over 5 years the correlation is 0.11, and the annualized covariance of weekly returns is 1088.8 %².
By 3-year correlation, XPER places #4 of the 10 assets tracked against MSLE. Correlation aside, the last 12 months split them widely, with MSLE ahead by 82.3 points (+82.0% versus -0.3%). Note the risk asymmetry: MSLE runs 1.8 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.
MSLE vs XPER: side by side
| MSLE (Satellos Bioscience Inc.) | XPER (Xperi Inc.) | |
|---|---|---|
| 1-year return | +82.0% | -0.3% |
| 5-year return | -36.4% | n/a |
| Volatility (ann.) | 80.3% | 43.6% |
| Beta vs S&P 500 | 0.86 | 1.29 |
| Max drawdown (3Y) | -57.0% | -57.6% |
| Market cap | $0.2B | $0.3B |
| P/E (trailing) | – | – |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | MSLE | XPER |
|---|---|---|
| 2022 | -78.8% | – |
| 2023 | +89.0% | +28.0% |
| 2024 | +81.5% | -6.8% |
| 2025 | -16.9% | -42.9% |
| 2026 | +63.4% | +3.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are MSLE and XPER good diversifiers for each other?
Yes, to a useful degree: a correlation of 0.31 leaves real independence between the two, which historically damped combined volatility.
FAQ
What is the correlation between MSLE and XPER?
As of 2026-08-27, the correlation of weekly returns between MSLE and XPER is 0.31 over 3 years, 0.32 over 1 year and 0.11 over 5 years.
Is XPER a good diversifier for MSLE?
Yes, to a useful degree: a correlation of 0.31 leaves real independence between the two, which historically damped combined volatility.
What does a correlation of 0.31 mean?
On the −1 to +1 scale, 0.31 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/msle-vs-xper.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/msle-vs-xper/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: MSLE correlations · XPER correlations
