COMP vs JLL: Correlation
Compass, Inc. (COMP) and Jones Lang LaSalle Incorporated (JLL) show a moderate relationship: their 3-year correlation of weekly returns is 0.57.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are COMP and JLL?
Across a 3-year window, the weekly returns of COMP and JLL correlate at 0.57, moderate. Little has changed lately, as the 1-year reading of 0.59 lands near the 3-year figure. Stretching to 5 years gives 0.53, with an annualized covariance of 1225.4 %².
Few assets follow COMP as closely as JLL, which ranks #3 of 14 tracked partners. Neither side won the trailing year by much: +19.6% against +23.8%. Note the risk asymmetry: COMP runs 1.8 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.
COMP vs JLL: side by side
| COMP (Compass, Inc.) | JLL (Jones Lang LaSalle Incorporated) | |
|---|---|---|
| 1-year return | +19.6% | +23.8% |
| 5-year return | -33.6% | +55.9% |
| Volatility (ann.) | 61.9% | 34.9% |
| Beta vs S&P 500 | 1.54 | 1.30 |
| Max drawdown (3Y) | -50.8% | -30.6% |
| Market cap | $8.5B | $17.4B |
| P/E (trailing) | 185.0 | 18.5 |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | COMP | JLL |
|---|---|---|
| 2022 | -74.4% | -40.8% |
| 2023 | +61.4% | +18.5% |
| 2024 | +55.6% | +34.0% |
| 2025 | +80.7% | +32.9% |
| 2026 | +5.0% | +12.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are COMP and JLL good diversifiers for each other?
Only partially. A correlation of 0.57 means COMP and JLL share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
FAQ
What is the correlation between COMP and JLL?
As of 2026-08-27, the correlation of weekly returns between COMP and JLL is 0.57 over 3 years, 0.59 over 1 year and 0.53 over 5 years.
Is JLL a good diversifier for COMP?
Only partially. A correlation of 0.57 means COMP and JLL share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
What does a correlation of 0.57 mean?
A reading of 0.57 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
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Related comparisons
Hubs: COMP correlations · JLL correlations
