PairBook
HomeMAMO › MAMO vs MMS

MAMO vs MMS: Correlation

How closely do Massimo Group (MAMO) and Maximus, Inc. (MMS) trade together? Their weekly returns over three years give a correlation of 0.40, which is moderate.

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

Correlation (3Y)
0.40
moderate
Correlation (1Y)
0.49
last 12 months
Correlation (5Y)
n/a
long-run
Ann. covariance
1105.8
%² · weekly, annualized

How correlated are MAMO and MMS?

Over the past 3 years, MAMO and MMS moved with a correlation of 0.40, which is moderate. Little has changed lately, as the 1-year reading of 0.49 lands near the 3-year figure. Over 5 years the correlation is n/a, and the annualized covariance of weekly returns is 1105.8 %².

MMS is one of the assets that tracks MAMO most closely: it ranks #1 out of the 23 assets we track against MAMO. Their recent paths diverged sharply: over the last 12 months MMS outperformed by 35.4 percentage points (-66.1% for MAMO against -30.7% for MMS). Risk is not evenly split, since MAMO carries 2.9 times the volatility of the other side.

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.

MAMO vs MMS: side by side

MAMO (Massimo Group)MMS (Maximus, Inc.)
1-year return-66.1%-30.7%
5-year returnn/a-25.0%
Volatility (ann.)87.3%30.4%
Beta vs S&P 5000.530.50
Max drawdown (3Y)-83.6%-45.1%
Market cap$3.1B
P/E (trailing)10.08.7
Dividend yield0.00%2.14%
Sector / categoryUS ListedUS Listed
Lower P/E: MMS 8.7 vs 10.0Higher yield: MMS 2.14% vs 0.00%Smaller drawdown: MMS -45.1% vs -83.6%
-57%0%+144%2025-09-052026-08-27
Both assets over the last year, indexed to 100 at the starting week. MAMO · MMS

Year-by-year returns

YearMAMOMMS
2022-6.4%
2023+16.0%
2024-9.7%
2025+54.9%+17.5%
2026-74.9%-29.9%

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

Are MAMO and MMS good diversifiers for each other?

Yes, to a useful degree: a correlation of 0.40 leaves real independence between the two, which historically damped combined volatility.

FAQ

What is the correlation between MAMO and MMS?

Using weekly returns as of 2026-08-27: 0.40 over 3 years, with 0.49 over the last year and n/a over 5 years.

Is MMS a good diversifier for MAMO?

Yes, to a useful degree: a correlation of 0.40 leaves real independence between the two, which historically damped combined volatility.

What does a correlation of 0.40 mean?

On the −1 to +1 scale, 0.40 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/mamo-vs-mms.json

MAMO vs MMS: 3-year weekly correlation 0.40MAMO vs MMS0.40

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

[![MAMO vs MMS correlation](https://www.pairbook.io/api/v1/badge/mamo-vs-mms.svg)](https://www.pairbook.io/pair/mamo-vs-mms/)

No key needed, free to use. Full endpoint list in the API documentation.

Related comparisons

Hubs: MAMO correlations · MMS correlations