PairBook
HomeLEN › LEN vs MAS

LEN vs MAS: Correlation

Measured on weekly returns over the past three years, Lennar (LEN) and Masco (MAS) carry a correlation of 0.74, a strong link.

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

Correlation (3Y)
0.74
strong
Correlation (1Y)
0.72
last 12 months
Correlation (5Y)
0.72
long-run
Ann. covariance
716.4
%² · weekly, annualized

How correlated are LEN and MAS?

On 3 years of weekly data the LEN/MAS correlation comes out at 0.74, strong. The relationship has been stable: the 1-year correlation (0.72) sits close to the 3-year figure. The 5-year figure is 0.72, and annualized covariance runs at 716.4 %².

Within LEN's tracked universe of 40 assets, MAS comes in at #13 by 3-year correlation. The last year tells two different stories: MAS led by 34.4 percentage points, -34.9% for LEN against -0.5% for MAS. The rolling one-year correlation stayed in a tight band between 0.71 and 0.82 over the past three years, which points to a structural rather than episodic relationship.

+1.0+0.50-0.5-1.020232026-08-27
How the one-year correlation itself moved over the past three years.
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.

LEN vs MAS: side by side

LEN (Lennar)MAS (Masco)
1-year return-34.9%-0.5%
5-year return-11.7%+29.1%
Volatility (ann.)32.6%29.6%
Beta vs S&P 5000.840.95
Max drawdown (3Y)-54.5%-30.9%
Market cap$20.5B$14.4B
P/E (trailing)13.717.0
Dividend yield2.29%1.71%
Sector / categoryConsumer DiscretionaryIndustrials
Lower P/E: LEN 13.7 vs 17.0Higher yield: LEN 2.29% vs 1.71%Smaller drawdown: MAS -30.9% vs -54.5%Higher 5y return: MAS +29.1% vs -11.7%
-41%0%+10%2025-09-052026-08-27
Twelve months of weekly closes, each series rebased to 100. LEN · MAS

Year-by-year returns

YearLENMAS
2022-20.6%-32.1%
2023+66.9%+46.6%
2024-7.3%+10.0%
2025-20.8%-10.9%
2026-15.9%+16.3%

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

Are LEN and MAS good diversifiers for each other?

To a limited degree. At 0.74 the two still catch most of the same waves, so the pair smooths returns a little without insulating either from a shared selloff.

FAQ

What is the correlation between LEN and MAS?

The LEN/MAS correlation stands at 0.74 on a 3-year window (1 year: 0.72, 5 years: 0.72), computed from weekly returns as of 2026-08-27.

Is MAS a good diversifier for LEN?

To a limited degree. At 0.74 the two still catch most of the same waves, so the pair smooths returns a little without insulating either from a shared selloff.

What does a correlation of 0.74 mean?

Correlation ranges from −1 to +1. Values near +1 mean two assets move together, near 0 that they move independently, and negative values that they tend to move in opposite directions. It measures co-movement, not performance.

Use this data

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

LEN vs MAS: 3-year weekly correlation 0.74LEN vs MAS0.74

Embed this badge (it refreshes with the data), with attribution:

[![LEN vs MAS correlation](https://www.pairbook.io/api/v1/badge/len-vs-mas.svg)](https://www.pairbook.io/pair/len-vs-mas/)

The core API is free. Terms and every endpoint in the API documentation.

Related comparisons

Hubs: LEN correlations · MAS correlations