RVLV vs SGI: Correlation
Measured on weekly returns over the past three years, Revolve Group, Inc. (RVLV) and Somnigroup International Inc. (SGI) carry a correlation of 0.54, a moderate link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are RVLV and SGI?
Across a 3-year window, the weekly returns of RVLV and SGI correlate at 0.54, moderate. The relationship has been stable: the 1-year correlation (0.46) sits close to the 3-year figure. Stretching to 5 years gives 0.52, with an annualized covariance of 994.6 %².
By 3-year correlation, SGI places #5 of the 21 assets tracked against RVLV. The last year tells two different stories: RVLV led by 25.5 percentage points, +0.1% for RVLV against -25.4% for SGI. Note the risk asymmetry: RVLV 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.
RVLV vs SGI: side by side
| RVLV (Revolve Group, Inc.) | SGI (Somnigroup International Inc.) | |
|---|---|---|
| 1-year return | +0.1% | -25.4% |
| 5-year return | -59.7% | +44.9% |
| Volatility (ann.) | 54.1% | 33.8% |
| Beta vs S&P 500 | 1.64 | 1.02 |
| Max drawdown (3Y) | -56.0% | -37.1% |
| Market cap | $1.6B | $13.1B |
| P/E (trailing) | 23.0 | 24.8 |
| Dividend yield | 0.00% | 1.02% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | RVLV | SGI |
|---|---|---|
| 2022 | -60.3% | -26.0% |
| 2023 | -25.5% | +50.1% |
| 2024 | +102.0% | +12.3% |
| 2025 | -9.9% | +58.8% |
| 2026 | -23.9% | -29.5% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are RVLV and SGI good diversifiers for each other?
Somewhat, no more. With 0.54 correlation, most large moves hit both names, and the diversification benefit stays modest.
FAQ
What is the correlation between RVLV and SGI?
The RVLV/SGI correlation stands at 0.54 on a 3-year window (1 year: 0.46, 5 years: 0.52), computed from weekly returns as of 2026-08-27.
Is SGI a good diversifier for RVLV?
Somewhat, no more. With 0.54 correlation, most large moves hit both names, and the diversification benefit stays modest.
What does a correlation of 0.54 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.
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Related comparisons
Hubs: RVLV correlations · SGI correlations
