RGC vs SGLY: Correlation
Regencell Bioscience Holdings Limited (RGC) and Singularity Future Technology Ltd. (SGLY) show a moderate relationship: their 3-year correlation of weekly returns is 0.32.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are RGC and SGLY?
On 3 years of weekly data the RGC/SGLY correlation comes out at 0.32, moderate. The past 12 months show a weaker link (0.16) than the 3-year average (0.32). The 5-year figure is 0.28, and annualized covariance runs at 20669.8 %².
Within RGC's tracked universe of 25 assets, SGLY comes in at #7 by 3-year correlation. Correlation aside, the last 12 months split them widely, with RGC ahead by 25.7 points (-61.2% versus -86.9%). Risk is not evenly split, since RGC carries 3.0 times the volatility of the other side.
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.
RGC vs SGLY: side by side
| RGC (Regencell Bioscience Holdings Limited) | SGLY (Singularity Future Technology Ltd.) | |
|---|---|---|
| 1-year return | -61.2% | -86.9% |
| 5-year return | +626.3% | -99.5% |
| Volatility (ann.) | 441.0% | 146.7% |
| Beta vs S&P 500 | -2.00 | 1.68 |
| Max drawdown (3Y) | -93.9% | -98.0% |
| Market cap | – | – |
| P/E (trailing) | – | – |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | RGC | SGLY |
|---|---|---|
| 2022 | -12.4% | -91.2% |
| 2023 | -62.4% | +28.6% |
| 2024 | -53.0% | -70.0% |
| 2025 | +16053.8% | -60.5% |
| 2026 | -73.7% | -77.3% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are RGC and SGLY 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 RGC and SGLY?
As of 2026-08-27, the correlation of weekly returns between RGC and SGLY is 0.32 over 3 years, 0.16 over 1 year and 0.28 over 5 years.
Is SGLY a good diversifier for RGC?
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?
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/rgc-vs-sgly.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/rgc-vs-sgly/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: RGC correlations · SGLY correlations
