PERF vs UMAC: Correlation
Perfect Corp. Class A (PERF) and Unusual Machines, Inc. (UMAC) show a moderate relationship: their 3-year correlation of weekly returns is 0.44.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are PERF and UMAC?
On 3 years of weekly data the PERF/UMAC correlation comes out at 0.44, moderate. The past 12 months show a weaker link (-0.08) than the 3-year average (0.44). The 5-year figure is n/a, and annualized covariance runs at 6148.4 %².
UMAC is one of the assets that tracks PERF most closely: it ranks #2 out of the 12 assets we track against PERF. Correlation aside, the last 12 months split them widely, with UMAC ahead by 168.4 points (-11.3% versus +157.1%). One caveat on sizing: UMAC is 4.4 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.
PERF vs UMAC: side by side
| PERF (Perfect Corp. Class A) | UMAC (Unusual Machines, Inc.) | |
|---|---|---|
| 1-year return | -11.3% | +157.1% |
| 5-year return | n/a | n/a |
| Volatility (ann.) | 56.3% | 248.9% |
| Beta vs S&P 500 | 0.93 | 3.43 |
| Max drawdown (3Y) | -67.5% | -75.6% |
| Market cap | $0.2B | $1.3B |
| P/E (trailing) | 31.3 | – |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | PERF | UMAC |
|---|---|---|
| 2023 | -56.6% | – |
| 2024 | -8.7% | – |
| 2025 | -36.0% | -24.3% |
| 2026 | +3.9% | +106.4% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are PERF and UMAC good diversifiers for each other?
Yes, to a useful degree: a correlation of 0.44 leaves real independence between the two, which historically damped combined volatility.
FAQ
What is the correlation between PERF and UMAC?
The PERF/UMAC correlation stands at 0.44 on a 3-year window (1 year: -0.08, 5 years: n/a), computed from weekly returns as of 2026-08-27.
Is UMAC a good diversifier for PERF?
Yes, to a useful degree: a correlation of 0.44 leaves real independence between the two, which historically damped combined volatility.
What does a correlation of 0.44 mean?
A reading of 0.44 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/perf-vs-umac.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/perf-vs-umac/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: PERF correlations · UMAC correlations
