F vs LEN: Correlation
Measured on weekly returns over the past three years, Ford Motor Company (F) and Lennar (LEN) carry a correlation of 0.41, a moderate link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are F and LEN?
Across a 3-year window, the weekly returns of F and LEN correlate at 0.41, moderate. Little has changed lately, as the 1-year reading of 0.39 lands near the 3-year figure. Stretching to 5 years gives 0.43, with an annualized covariance of 485.8 %².
Among the 35 assets we track against F, LEN ranks #21 by 3-year correlation. Their recent paths diverged sharply: over the last 12 months F outperformed by 57.5 percentage points (+22.6% for F against -34.9% for LEN). Across three years, the rolling one-year figure varied moderately, from 0.30 to 0.64.
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.
F vs LEN: side by side
| F (Ford Motor Company) | LEN (Lennar) | |
|---|---|---|
| 1-year return | +22.6% | -34.9% |
| 5-year return | +45.8% | -11.7% |
| Volatility (ann.) | 36.1% | 32.6% |
| Beta vs S&P 500 | 1.06 | 0.84 |
| Max drawdown (3Y) | -36.5% | -54.5% |
| Market cap | $55.6B | $20.5B |
| P/E (trailing) | – | 13.7 |
| Dividend yield | 4.32% | 2.29% |
| Sector / category | Consumer Discretionary | Consumer Discretionary |
Year-by-year returns
| Year | F | LEN |
|---|---|---|
| 2022 | -42.2% | -20.6% |
| 2023 | +15.8% | +66.9% |
| 2024 | -13.1% | -7.3% |
| 2025 | +42.3% | -20.8% |
| 2026 | +10.0% | -15.9% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are F and LEN good diversifiers for each other?
Reasonably. At 0.41, F and LEN keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
FAQ
What is the correlation between F and LEN?
The F/LEN correlation stands at 0.41 on a 3-year window (1 year: 0.39, 5 years: 0.43), computed from weekly returns as of 2026-08-27.
Is LEN a good diversifier for F?
Reasonably. At 0.41, F and LEN keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
What does a correlation of 0.41 mean?
On the −1 to +1 scale, 0.41 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/f-vs-len.json
Embed this badge (it refreshes with the data), with attribution:
[](https://www.pairbook.io/pair/f-vs-len/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: F correlations · LEN correlations
