FRT vs VMRK: Correlation
Measured on weekly returns over the past three years, Federal Realty Investment Trust (FRT) and Vivmark Residential (VMRK) carry a correlation of 0.66, a strong link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are FRT and VMRK?
Over the past 3 years, FRT and VMRK moved with a correlation of 0.66, which is strong. Little has changed lately, as the 1-year reading of 0.66 lands near the 3-year figure. Over 5 years the correlation is 0.65, and the annualized covariance of weekly returns is 255.3 %².
Among the 46 assets we track against FRT, VMRK ranks #22 by 3-year correlation. The last year tells two different stories: FRT led by 16.5 percentage points, +21.6% for FRT against +5.1% for VMRK. The rolling one-year correlation moved between 0.47 and 0.82 over the past three years, a moderate range.
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.
FRT vs VMRK: side by side
| FRT (Federal Realty Investment Trust) | VMRK (Vivmark Residential) | |
|---|---|---|
| 1-year return | +21.6% | +5.1% |
| 5-year return | +18.8% | -5.5% |
| Volatility (ann.) | 19.5% | 19.7% |
| Beta vs S&P 500 | 0.53 | 0.57 |
| Max drawdown (3Y) | -27.4% | -21.2% |
| Market cap | $10.2B | $26.1B |
| P/E (trailing) | 23.6 | 25.7 |
| Dividend yield | 3.84% | 0.00% |
| Sector / category | Real Estate | Real Estate |
Year-by-year returns
| Year | FRT | VMRK |
|---|---|---|
| 2022 | -22.7% | -32.5% |
| 2023 | +6.6% | +8.3% |
| 2024 | +12.1% | +20.8% |
| 2025 | -5.9% | -8.6% |
| 2026 | +19.7% | +7.4% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are FRT and VMRK good diversifiers for each other?
Only partially. A correlation of 0.66 means FRT and VMRK 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 FRT and VMRK?
Using weekly returns as of 2026-08-27: 0.66 over 3 years, with 0.66 over the last year and 0.65 over 5 years.
Is VMRK a good diversifier for FRT?
Only partially. A correlation of 0.66 means FRT and VMRK share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
What does a correlation of 0.66 mean?
On the −1 to +1 scale, 0.66 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/frt-vs-vmrk.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/frt-vs-vmrk/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: FRT correlations · VMRK correlations
