COHN vs SLRC: Correlation
Cohen & Company Inc. (COHN) and SLR Investment Corp. - Closed End Fund (SLRC) 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 COHN and SLRC?
On 3 years of weekly data the COHN/SLRC correlation comes out at 0.32, moderate. Little has changed lately, as the 1-year reading of 0.30 lands near the 3-year figure. The 5-year figure is 0.25, and annualized covariance runs at 513.8 %².
By 3-year correlation, SLRC places #5 of the 10 assets tracked against COHN. The last year tells two different stories: COHN led by 22.8 percentage points, +7.1% for COHN against -15.7% for SLRC. Risk is not evenly split, since COHN carries 4.2 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.
COHN vs SLRC: side by side
| COHN (Cohen & Company Inc.) | SLRC (SLR Investment Corp. - Closed End Fund) | |
|---|---|---|
| 1-year return | +7.1% | -15.7% |
| 5-year return | -2.6% | +11.2% |
| Volatility (ann.) | 81.7% | 19.4% |
| Beta vs S&P 500 | 0.90 | 0.56 |
| Max drawdown (3Y) | -62.6% | -22.4% |
| Market cap | – | $0.7B |
| P/E (trailing) | 2.3 | 9.2 |
| Dividend yield | 9.07% | 12.31% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | COHN | SLRC |
|---|---|---|
| 2022 | -36.7% | -16.1% |
| 2023 | -9.7% | +20.6% |
| 2024 | +73.4% | +19.1% |
| 2025 | +149.5% | +5.7% |
| 2026 | -44.8% | -14.8% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are COHN and SLRC good diversifiers for each other?
A fair diversifier. At 0.32, enough of each asset's movement is its own that the pair has smoothed outcomes historically.
FAQ
What is the correlation between COHN and SLRC?
As of 2026-08-27, the correlation of weekly returns between COHN and SLRC is 0.32 over 3 years, 0.30 over 1 year and 0.25 over 5 years.
Is SLRC a good diversifier for COHN?
A fair diversifier. At 0.32, enough of each asset's movement is its own that the pair has smoothed outcomes historically.
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/cohn-vs-slrc.json
Embed this badge (it refreshes with the data), with attribution:
[](https://www.pairbook.io/pair/cohn-vs-slrc/)
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Related comparisons
Hubs: COHN correlations · SLRC correlations
