JAKK vs JHI: Correlation
JAKKS Pacific, Inc. (JAKK) and John Hancock Investors Trust (JHI) show a moderate relationship: their 3-year correlation of weekly returns is 0.47.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are JAKK and JHI?
Over the past 3 years, JAKK and JHI moved with a correlation of 0.47, which is moderate. The past 12 months show a weaker link (0.21) than the 3-year average (0.47). Over 5 years the correlation is 0.35, and the annualized covariance of weekly returns is 236.1 %².
Among the 12 assets we track against JAKK, JHI ranks #5 by 3-year correlation. Correlation aside, the last 12 months split them widely, with JAKK ahead by 46.6 points (+48.9% versus +2.3%). One caveat on sizing: JAKK is 5.9 times as volatile as the other leg, so an equal-dollar split is far from equal-risk.
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.
JAKK vs JHI: side by side
| JAKK (JAKKS Pacific, Inc.) | JHI (John Hancock Investors Trust) | |
|---|---|---|
| 1-year return | +48.9% | +2.3% |
| 5-year return | +96.2% | +3.7% |
| Volatility (ann.) | 54.5% | 9.3% |
| Beta vs S&P 500 | 1.20 | 0.37 |
| Max drawdown (3Y) | -57.3% | -11.2% |
| Market cap | $0.3B | – |
| P/E (trailing) | 18.2 | 8.6 |
| Dividend yield | 3.90% | 9.37% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | JAKK | JHI |
|---|---|---|
| 2022 | +72.1% | -29.5% |
| 2023 | +103.3% | +10.6% |
| 2024 | -20.8% | +14.4% |
| 2025 | -36.9% | +9.1% |
| 2026 | +55.1% | +1.0% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are JAKK and JHI good diversifiers for each other?
Reasonably. At 0.47, JAKK and JHI keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
FAQ
What is the correlation between JAKK and JHI?
As of 2026-08-27, the correlation of weekly returns between JAKK and JHI is 0.47 over 3 years, 0.21 over 1 year and 0.35 over 5 years.
Is JHI a good diversifier for JAKK?
Reasonably. At 0.47, JAKK and JHI keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
What does a correlation of 0.47 mean?
A reading of 0.47 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/jakk-vs-jhi.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/jakk-vs-jhi/)
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Related comparisons
Hubs: JAKK correlations · JHI correlations
