The possible relationship between performance, behaviour and immune capacity was studied in pigs reared for slaughter as siblings or in mixed groups in 2 x 5 pens of 9–10 pigs in each, i.e. 48 and 49 individuals, respectively. Kilogram feed per kg weight gain was lower (4%) and daily weight gain was higher (3%) for the siblings, which also showed the lowest level of agonistic interactions, as compared with the mixed groups. No direct relationships between agonistic interactions, plasma cortisol and measures of “immune capacity”; (total and differential leukocyte counts, mitogen‐induced proliferation and interleukin‐2 production in vitro) were found. The order of voluntarily leaving a pen and entering a scale were correlated to individual intra‐pen weight ranking class; this ranking could be predicted by an x‐matrix of the blood variables when subjected to partial least square analysis. Thus, a linkage between weight ranking class and physiological variables could be observed.