JLL vs MMI: Correlation
Jones Lang LaSalle Incorporated (JLL) and Marcus & Millichap, Inc. (MMI) show a strong relationship: their 3-year correlation of weekly returns is 0.71.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are JLL and MMI?
Over the past 3 years, JLL and MMI moved with a correlation of 0.71, which is strong. Recent behaviour matches the longer record: 0.63 over 1 year against 0.71 over 3. Over 5 years the correlation is 0.71, and the annualized covariance of weekly returns is 783.0 %².
Among the 26 assets we track against JLL, MMI ranks #5 by 3-year correlation. Their recent paths diverged sharply: over the last 12 months JLL outperformed by 25.1 percentage points (+23.8% for JLL against -1.3% for MMI).
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.
JLL vs MMI: side by side
| JLL (Jones Lang LaSalle Incorporated) | MMI (Marcus & Millichap, Inc.) | |
|---|---|---|
| 1-year return | +23.8% | -1.3% |
| 5-year return | +55.9% | -11.7% |
| Volatility (ann.) | 34.9% | 31.5% |
| Beta vs S&P 500 | 1.30 | 0.84 |
| Max drawdown (3Y) | -30.6% | -41.7% |
| Market cap | $17.4B | $1.2B |
| P/E (trailing) | 18.5 | 85.9 |
| Dividend yield | 0.00% | 1.55% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | JLL | MMI |
|---|---|---|
| 2022 | -40.8% | -30.8% |
| 2023 | +18.5% | +28.8% |
| 2024 | +34.0% | -11.2% |
| 2025 | +32.9% | -27.6% |
| 2026 | +12.6% | +17.5% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are JLL and MMI good diversifiers for each other?
Only partially. A correlation of 0.71 means JLL and MMI 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 JLL and MMI?
The JLL/MMI correlation stands at 0.71 on a 3-year window (1 year: 0.63, 5 years: 0.71), computed from weekly returns as of 2026-08-27.
Is MMI a good diversifier for JLL?
Only partially. A correlation of 0.71 means JLL and MMI share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
What does a correlation of 0.71 mean?
On the −1 to +1 scale, 0.71 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/jll-vs-mmi.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/jll-vs-mmi/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: JLL correlations · MMI correlations
