FLL vs MHH: Correlation
Measured on weekly returns over the past three years, Full House Resorts, Inc. (FLL) and Mastech Digital, Inc (MHH) carry a correlation of 0.38, a moderate link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are FLL and MHH?
On 3 years of weekly data the FLL/MHH correlation comes out at 0.38, moderate. The past 12 months show a tighter link (0.57) than the 3-year average (0.38). The 5-year figure is 0.22, and annualized covariance runs at 1065.1 %².
By 3-year correlation, MHH places #9 of the 15 assets tracked against FLL. Correlation aside, the last 12 months split them widely, with MHH ahead by 42.6 points (-45.6% versus -3.0%).
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.
FLL vs MHH: side by side
| FLL (Full House Resorts, Inc.) | MHH (Mastech Digital, Inc) | |
|---|---|---|
| 1-year return | -45.6% | -3.0% |
| 5-year return | -75.5% | -56.7% |
| Volatility (ann.) | 59.8% | 46.7% |
| Beta vs S&P 500 | 1.44 | 0.80 |
| Max drawdown (3Y) | -66.2% | -65.6% |
| Market cap | $0.1B | $0.1B |
| P/E (trailing) | – | 43.4 |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | FLL | MHH |
|---|---|---|
| 2022 | -37.9% | -35.5% |
| 2023 | -28.6% | -23.4% |
| 2024 | -24.0% | +76.7% |
| 2025 | -36.0% | -53.2% |
| 2026 | -21.1% | +5.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are FLL and MHH good diversifiers for each other?
Reasonably. At 0.38, FLL and MHH keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
FAQ
What is the correlation between FLL and MHH?
The FLL/MHH correlation stands at 0.38 on a 3-year window (1 year: 0.57, 5 years: 0.22), computed from weekly returns as of 2026-08-27.
Is MHH a good diversifier for FLL?
Reasonably. At 0.38, FLL and MHH keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
What does a correlation of 0.38 mean?
On the −1 to +1 scale, 0.38 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/fll-vs-mhh.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/fll-vs-mhh/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: FLL correlations · MHH correlations
