The standard model of physics tells us that gravity and magnetism are two totally unrelated forces.
However, if you take Newton's inverse square law of gravitation - which states that when the distance between two bodies in space is doubled the amount of gravitaional force exerted falls to a quarter of its former value - and compare it with the fact that when you take a permanent magnet and compress it to half its original size (by squashing its atoms/molecules closer together) the amount of magnetic force present will increase fourfold.
No relationship? I wouldn't be too sure about that.
I know this doesn't really answer your question but this odd relationship/non-relationship has been mentally niggling away at my brain for years.
Thank you, Seeker7, for giving me this chance to share it.