JILL vs TAYD: Correlation
Measured on weekly returns over the past three years, J. Jill, Inc. (JILL) and Taylor Devices, Inc. (TAYD) carry a correlation of 0.35, a moderate link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are JILL and TAYD?
Across a 3-year window, the weekly returns of JILL and TAYD correlate at 0.35, moderate. Recent behaviour matches the longer record: 0.44 over 1 year against 0.35 over 3. Stretching to 5 years gives 0.31, with an annualized covariance of 909.6 %².
Within JILL's tracked universe of 14 assets, TAYD comes in at #8 by 3-year correlation. Over the last 12 months TAYD came out ahead by 7.8 percentage points (+18.8% against +26.6%).
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.
JILL vs TAYD: side by side
| JILL (J. Jill, Inc.) | TAYD (Taylor Devices, Inc.) | |
|---|---|---|
| 1-year return | +18.8% | +26.6% |
| 5-year return | -1.2% | +405.0% |
| Volatility (ann.) | 47.4% | 55.2% |
| Beta vs S&P 500 | 1.17 | 0.59 |
| Max drawdown (3Y) | -71.5% | -52.7% |
| Market cap | $0.3B | $0.2B |
| P/E (trailing) | 14.5 | 23.2 |
| Dividend yield | 1.66% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | JILL | TAYD |
|---|---|---|
| 2022 | +29.3% | +29.9% |
| 2023 | +4.0% | +56.0% |
| 2024 | +7.9% | +88.1% |
| 2025 | -49.3% | +40.5% |
| 2026 | +46.5% | +4.0% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are JILL and TAYD good diversifiers for each other?
Reasonably. At 0.35, JILL and TAYD keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
FAQ
What is the correlation between JILL and TAYD?
As of 2026-08-27, the correlation of weekly returns between JILL and TAYD is 0.35 over 3 years, 0.44 over 1 year and 0.31 over 5 years.
Is TAYD a good diversifier for JILL?
Reasonably. At 0.35, JILL and TAYD keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
What does a correlation of 0.35 mean?
On the −1 to +1 scale, 0.35 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.
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Related comparisons
Hubs: JILL correlations · TAYD correlations
