DEI vs LOAN: Correlation
How closely do Douglas Emmett, Inc. (DEI) and Manhattan Bridge Capital, Inc (LOAN) trade together? Their weekly returns over three years give a correlation of 0.35, which is moderate.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are DEI and LOAN?
Across a 3-year window, the weekly returns of DEI and LOAN correlate at 0.35, moderate. Recent behaviour matches the longer record: 0.29 over 1 year against 0.35 over 3. Stretching to 5 years gives 0.32, with an annualized covariance of 287.8 %².
Out of 24 assets tracked against DEI, LOAN lands near the bottom at #20. Twelve-month performance is nearly a tie, at -21.1% for DEI and -17.0% for LOAN. One caveat on sizing: DEI is 1.6 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.
DEI vs LOAN: side by side
| DEI (Douglas Emmett, Inc.) | LOAN (Manhattan Bridge Capital, Inc) | |
|---|---|---|
| 1-year return | -21.1% | -17.0% |
| 5-year return | -52.6% | -1.5% |
| Volatility (ann.) | 35.7% | 22.8% |
| Beta vs S&P 500 | 0.99 | 0.07 |
| Max drawdown (3Y) | -51.8% | -24.8% |
| Market cap | $2.4B | – |
| P/E (trailing) | – | 9.7 |
| Dividend yield | 6.35% | 11.17% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | DEI | LOAN |
|---|---|---|
| 2022 | -50.9% | +5.7% |
| 2023 | -1.9% | +2.2% |
| 2024 | +34.6% | +22.5% |
| 2025 | -37.5% | -9.4% |
| 2026 | +12.1% | -8.3% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are DEI and LOAN good diversifiers for each other?
A fair diversifier. At 0.35, enough of each asset's movement is its own that the pair has smoothed outcomes historically.
FAQ
What is the correlation between DEI and LOAN?
Using weekly returns as of 2026-08-27: 0.35 over 3 years, with 0.29 over the last year and 0.32 over 5 years.
Is LOAN a good diversifier for DEI?
A fair diversifier. At 0.35, enough of each asset's movement is its own that the pair has smoothed outcomes historically.
What does a correlation of 0.35 mean?
A reading of 0.35 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/dei-vs-loan.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/dei-vs-loan/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: DEI correlations · LOAN correlations
