EFX vs JLL: Correlation
Measured on weekly returns over the past three years, Equifax (EFX) and Jones Lang LaSalle Incorporated (JLL) carry a correlation of 0.58, a moderate link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are EFX and JLL?
Over the past 3 years, EFX and JLL moved with a correlation of 0.58, which is moderate. The relationship has been stable: the 1-year correlation (0.52) sits close to the 3-year figure. Over 5 years the correlation is 0.59, and the annualized covariance of weekly returns is 674.9 %².
Among the 53 assets we track against EFX, JLL ranks #11 by 3-year correlation. Correlation aside, the last 12 months split them widely, with JLL ahead by 45.6 points (-21.8% versus +23.8%).
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.
EFX vs JLL: side by side
| EFX (Equifax) | JLL (Jones Lang LaSalle Incorporated) | |
|---|---|---|
| 1-year return | -21.8% | +23.8% |
| 5-year return | -26.0% | +55.9% |
| Volatility (ann.) | 33.3% | 34.9% |
| Beta vs S&P 500 | 1.25 | 1.30 |
| Max drawdown (3Y) | -49.7% | -30.6% |
| Market cap | $22.4B | $17.4B |
| P/E (trailing) | 33.5 | 18.5 |
| Dividend yield | 1.11% | 0.00% |
| Sector / category | Industrials | US Listed |
Year-by-year returns
| Year | EFX | JLL |
|---|---|---|
| 2022 | -33.1% | -40.8% |
| 2023 | +28.2% | +18.5% |
| 2024 | +3.7% | +34.0% |
| 2025 | -14.2% | +32.9% |
| 2026 | -11.7% | +12.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are EFX and JLL good diversifiers for each other?
To a limited degree. At 0.58 the two still catch most of the same waves, so the pair smooths returns a little without insulating either from a shared selloff.
FAQ
What is the correlation between EFX and JLL?
Using weekly returns as of 2026-08-27: 0.58 over 3 years, with 0.52 over the last year and 0.59 over 5 years.
Is JLL a good diversifier for EFX?
To a limited degree. At 0.58 the two still catch most of the same waves, so the pair smooths returns a little without insulating either from a shared selloff.
What does a correlation of 0.58 mean?
On the −1 to +1 scale, 0.58 describes how much the two returns move together: +1 is lockstep, 0 is independence, negative values mean opposite directions. It says nothing about which performed better.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/efx-vs-jll.json
Embed this badge (it refreshes with the data), with attribution:
[](https://www.pairbook.io/pair/efx-vs-jll/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: EFX correlations · JLL correlations