SAMG vs WRBY: Correlation
How closely do Silvercrest Asset Management Group Inc. (SAMG) and Warby Parker Inc. (WRBY) trade together? Their weekly returns over three years give a correlation of 0.45, which is moderate.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are SAMG and WRBY?
On 3 years of weekly data the SAMG/WRBY correlation comes out at 0.45, moderate. Recent behaviour matches the longer record: 0.42 over 1 year against 0.45 over 3. The 5-year figure is 0.41, and annualized covariance runs at 766.5 %².
Within SAMG's tracked universe of 13 assets, WRBY comes in at #7 by 3-year correlation. The last year tells two different stories: WRBY led by 30.9 percentage points, -35.6% for SAMG against -4.7% for WRBY. One caveat on sizing: WRBY is 2.3 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.
SAMG vs WRBY: side by side
| SAMG (Silvercrest Asset Management Group Inc.) | WRBY (Warby Parker Inc.) | |
|---|---|---|
| 1-year return | -35.6% | -4.7% |
| 5-year return | -20.3% | -53.6% |
| Volatility (ann.) | 27.4% | 62.2% |
| Beta vs S&P 500 | 0.75 | 1.49 |
| Max drawdown (3Y) | -44.1% | -50.7% |
| Market cap | $0.1B | $3.1B |
| P/E (trailing) | 72.3 | 421.2 |
| Dividend yield | 4.21% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | SAMG | WRBY |
|---|---|---|
| 2022 | +13.6% | -71.0% |
| 2023 | -5.7% | +4.5% |
| 2024 | +13.3% | +71.7% |
| 2025 | -13.0% | -10.0% |
| 2026 | -31.1% | +16.0% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are SAMG and WRBY good diversifiers for each other?
Reasonably. At 0.45, SAMG and WRBY keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
FAQ
What is the correlation between SAMG and WRBY?
As of 2026-08-27, the correlation of weekly returns between SAMG and WRBY is 0.45 over 3 years, 0.42 over 1 year and 0.41 over 5 years.
Is WRBY a good diversifier for SAMG?
Reasonably. At 0.45, SAMG and WRBY keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
What does a correlation of 0.45 mean?
A reading of 0.45 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/samg-vs-wrby.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/samg-vs-wrby/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: SAMG correlations · WRBY correlations
