PLBY vs VFC: Correlation
Playboy, Inc. (PLBY) and V.F. Corporation (VFC) show a moderate relationship: their 3-year correlation of weekly returns is 0.40.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are PLBY and VFC?
On 3 years of weekly data the PLBY/VFC correlation comes out at 0.40, moderate. Recent behaviour matches the longer record: 0.45 over 1 year against 0.40 over 3. The 5-year figure is 0.36, and annualized covariance runs at 1923.1 %².
By 3-year correlation, VFC places #4 of the 11 assets tracked against PLBY. Correlation aside, the last 12 months split them widely, with VFC ahead by 21.9 points (-28.6% versus -6.7%). Note the risk asymmetry: PLBY runs 1.6 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.
PLBY vs VFC: side by side
| PLBY (Playboy, Inc.) | VFC (V.F. Corporation) | |
|---|---|---|
| 1-year return | -28.6% | -6.7% |
| 5-year return | -95.1% | -79.1% |
| Volatility (ann.) | 87.2% | 54.9% |
| Beta vs S&P 500 | 1.39 | 1.25 |
| Max drawdown (3Y) | -66.5% | -63.7% |
| Market cap | $0.1B | $5.4B |
| P/E (trailing) | 60.0 | 20.1 |
| Dividend yield | 0.00% | 12.96% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | PLBY | VFC |
|---|---|---|
| 2022 | -89.7% | -60.4% |
| 2023 | -63.6% | -28.5% |
| 2024 | +46.0% | +16.6% |
| 2025 | +28.8% | -13.8% |
| 2026 | -36.2% | -23.8% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are PLBY and VFC good diversifiers for each other?
Yes, to a useful degree: a correlation of 0.40 leaves real independence between the two, which historically damped combined volatility.
FAQ
What is the correlation between PLBY and VFC?
As of 2026-08-27, the correlation of weekly returns between PLBY and VFC is 0.40 over 3 years, 0.45 over 1 year and 0.36 over 5 years.
Is VFC a good diversifier for PLBY?
Yes, to a useful degree: a correlation of 0.40 leaves real independence between the two, which historically damped combined volatility.
What does a correlation of 0.40 mean?
On the −1 to +1 scale, 0.40 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/plby-vs-vfc.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/plby-vs-vfc/)
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Related comparisons
Hubs: PLBY correlations · VFC correlations
