SFBC vs UNB: Correlation
Sound Financial Bancorp, Inc. (SFBC) and Union Bankshares, Inc. (UNB) show a moderate relationship: their 3-year correlation of weekly returns is 0.30.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are SFBC and UNB?
Across a 3-year window, the weekly returns of SFBC and UNB correlate at 0.30, moderate. Lately the two have drifted apart, with the 1-year correlation at -0.12 versus 0.30 over 3 years. Stretching to 5 years gives 0.22, with an annualized covariance of 229.5 %².
By 3-year correlation, UNB places #5 of the 15 assets tracked against SFBC. Over the last 12 months SFBC came out ahead by 5.9 percentage points (+0.4% against -5.5%). Risk is not evenly split, since UNB carries 1.5 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.
SFBC vs UNB: side by side
| SFBC (Sound Financial Bancorp, Inc.) | UNB (Union Bankshares, Inc.) | |
|---|---|---|
| 1-year return | +0.4% | -5.5% |
| 5-year return | +19.0% | -7.4% |
| Volatility (ann.) | 22.4% | 34.7% |
| Beta vs S&P 500 | 0.17 | 0.57 |
| Max drawdown (3Y) | -24.7% | -40.1% |
| Market cap | $0.1B | $0.1B |
| P/E (trailing) | 15.2 | 9.1 |
| Dividend yield | 1.69% | 6.13% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | SFBC | UNB |
|---|---|---|
| 2022 | -9.0% | -15.4% |
| 2023 | +1.3% | +35.3% |
| 2024 | +37.4% | -0.7% |
| 2025 | -15.8% | -13.8% |
| 2026 | +10.0% | +3.2% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are SFBC and UNB good diversifiers for each other?
Reasonably. At 0.30, SFBC and UNB keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
FAQ
What is the correlation between SFBC and UNB?
As of 2026-08-27, the correlation of weekly returns between SFBC and UNB is 0.30 over 3 years, -0.12 over 1 year and 0.22 over 5 years.
Is UNB a good diversifier for SFBC?
Reasonably. At 0.30, SFBC and UNB keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
What does a correlation of 0.30 mean?
A reading of 0.30 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/sfbc-vs-unb.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/sfbc-vs-unb/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: SFBC correlations · UNB correlations
