SRG vs SWAG: Correlation
Seritage Growth Properties (SRG) and Stran & Company, Inc. (SWAG) show a moderate relationship: their 3-year correlation of weekly returns is 0.40.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are SRG and SWAG?
Over the past 3 years, SRG and SWAG moved with a correlation of 0.40, which is moderate. Little has changed lately, as the 1-year reading of 0.47 lands near the 3-year figure. Over 5 years the correlation is 0.22, and the annualized covariance of weekly returns is 1012.5 %².
By 3-year correlation, SWAG places #4 of the 11 assets tracked against SRG. Correlation aside, the last 12 months split them widely, with SWAG ahead by 48.5 points (-42.9% versus +5.6%).
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.
SRG vs SWAG: side by side
| SRG (Seritage Growth Properties) | SWAG (Stran & Company, Inc.) | |
|---|---|---|
| 1-year return | -42.9% | +5.6% |
| 5-year return | -86.6% | -56.8% |
| Volatility (ann.) | 42.5% | 59.3% |
| Beta vs S&P 500 | 0.81 | 1.00 |
| Max drawdown (3Y) | -79.0% | -56.0% |
| Market cap | $0.1B | – |
| P/E (trailing) | – | 171.0 |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | SRG | SWAG |
|---|---|---|
| 2022 | -10.9% | -77.9% |
| 2023 | -21.0% | +10.4% |
| 2024 | -55.9% | -39.2% |
| 2025 | -21.1% | +84.4% |
| 2026 | -36.0% | +3.0% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are SRG and SWAG 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 SRG and SWAG?
As of 2026-08-27, the correlation of weekly returns between SRG and SWAG is 0.40 over 3 years, 0.47 over 1 year and 0.22 over 5 years.
Is SWAG a good diversifier for SRG?
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?
A reading of 0.40 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/srg-vs-swag.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/srg-vs-swag/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: SRG correlations · SWAG correlations
