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G vs JKHY: Correlation

Genpact Limited (G) and Jack Henry & Associates (JKHY) show a moderate relationship: their 3-year correlation of weekly returns is 0.46.

Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology

Correlation (3Y)
0.46
moderate
Correlation (1Y)
0.69
last 12 months
Correlation (5Y)
0.42
long-run
Ann. covariance
356.9
%² · weekly, annualized

How correlated are G and JKHY?

On 3 years of weekly data the G/JKHY correlation comes out at 0.46, moderate. Lately the two have moved closer together, with the 1-year correlation at 0.69 versus 0.46 over 3 years. The 5-year figure is 0.42, and annualized covariance runs at 356.9 %².

Among the 13 assets we track against G, JKHY ranks #8 by 3-year correlation. The last year tells two different stories: JKHY led by 21.9 percentage points, -16.1% for G against +5.8% for JKHY.

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.

G vs JKHY: side by side

G (Genpact Limited)JKHY (Jack Henry & Associates)
1-year return-16.1%+5.8%
5-year return-22.8%+2.6%
Volatility (ann.)34.0%23.0%
Beta vs S&P 5000.610.21
Max drawdown (3Y)-49.4%-35.4%
Market cap$6.3B$12.1B
P/E (trailing)11.024.7
Dividend yield1.94%1.38%
Sector / categoryUS ListedFinancials
Lower P/E: G 11.0 vs 24.7Higher yield: G 1.94% vs 1.38%Smaller drawdown: JKHY -35.4% vs -49.4%Higher 5y return: JKHY +2.6% vs -22.8%
-36%0%+18%2025-09-052026-08-27
Both assets over the last year, indexed to 100 at the starting week. G · JKHY

Year-by-year returns

YearGJKHY
2022-11.7%+6.2%
2023-24.0%-5.7%
2024+25.8%+8.7%
2025+10.2%+5.5%
2026-18.9%-6.3%

Calendar-year price returns; the current year is year-to-date as of the data date above.

Are G and JKHY good diversifiers for each other?

Reasonably. At 0.46, G and JKHY keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.

FAQ

What is the correlation between G and JKHY?

As of 2026-08-27, the correlation of weekly returns between G and JKHY is 0.46 over 3 years, 0.69 over 1 year and 0.42 over 5 years.

Is JKHY a good diversifier for G?

Reasonably. At 0.46, G and JKHY keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.

What does a correlation of 0.46 mean?

On the −1 to +1 scale, 0.46 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

JSON API · no key required
$ curl https://www.pairbook.io/api/v1/pairs/g-vs-jkhy.json

G vs JKHY: 3-year weekly correlation 0.46G vs JKHY0.46

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Related comparisons

Hubs: G correlations · JKHY correlations