OPHC vs SJ: Correlation
OptimumBank Holdings, Inc. (OPHC) and Scienjoy Holding Corporation - Class A (SJ) show a weak relationship: their 3-year correlation of weekly returns is 0.25.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are OPHC and SJ?
On 3 years of weekly data the OPHC/SJ correlation comes out at 0.25, weak. Recent behaviour matches the longer record: 0.20 over 1 year against 0.25 over 3. The 5-year figure is 0.10, and annualized covariance runs at 677.8 %².
SJ is close to the least connected end of OPHC's tracked universe, ranking #8 of 11. Their recent paths diverged sharply: over the last 12 months OPHC outperformed by 65.6 percentage points (+100.0% for OPHC against +34.4% for SJ). One caveat on sizing: SJ is 2.7 times as volatile as the other leg, so an equal-dollar split is far from equal-risk.
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.
OPHC vs SJ: side by side
| OPHC (OptimumBank Holdings, Inc.) | SJ (Scienjoy Holding Corporation - Class A) | |
|---|---|---|
| 1-year return | +100.0% | +34.4% |
| 5-year return | +84.4% | -79.3% |
| Volatility (ann.) | 32.0% | 85.6% |
| Beta vs S&P 500 | 0.67 | -0.26 |
| Max drawdown (3Y) | -34.1% | -87.8% |
| Market cap | $0.1B | – |
| P/E (trailing) | 10.0 | – |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | OPHC | SJ |
|---|---|---|
| 2022 | +4.1% | -65.3% |
| 2023 | +2.2% | +76.6% |
| 2024 | +13.9% | -70.1% |
| 2025 | -10.7% | -33.2% |
| 2026 | +105.6% | +41.0% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are OPHC and SJ good diversifiers for each other?
Yes, to a useful degree: a correlation of 0.25 leaves real independence between the two, which historically damped combined volatility.
FAQ
What is the correlation between OPHC and SJ?
The OPHC/SJ correlation stands at 0.25 on a 3-year window (1 year: 0.20, 5 years: 0.10), computed from weekly returns as of 2026-08-27.
Is SJ a good diversifier for OPHC?
Yes, to a useful degree: a correlation of 0.25 leaves real independence between the two, which historically damped combined volatility.
What does a correlation of 0.25 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.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/ophc-vs-sj.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/ophc-vs-sj/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: OPHC correlations · SJ correlations
