Correlation Analysis
JPMorgan Chase & Co. vs DGS10
JPM vs DGS10
+0.461
Moderate positive
When one moves up, the other tends to follow.
JPMorgan Chase & Co.
↗JPM
JPMorgan Chase is one of the largest and most complex financial institutions in the United States, with more than $4.4 trillion in assets. It is organized into four major segments: consumer and community banking, corporate and investment banking, commercial banking, and asset and wealth management. JPMorgan operates and is subject to regulation in multiple countries.
Market cap 792.5B
DGS10
DGS10
Time Series
Rebased to 100
Who Moves First
DGS10 leads JPM by 6 days
DGS10 tends to move before JPM.
Best correlation after shifting: +0.468 (13 shifts scanned)
Do They Crash Together?
Correlation by Market Regime
How these series behave when markets are rising, falling, or diverging. A correlation that holds in drawdowns is very different from one that only works in rallies.
Both Rising
-0.194
15 periods · Return correlation when both series rose
Both Falling
N/A
4 periods · Return correlation when both series fell
Diverging
-0.780
16 periods · Return correlation when series moved apart
R-Squared
21.3%
Share of variance in one series explained by the other.
Trend Agreement
52.6%
How often both series moved in the same direction period-to-period.
Overlap Quality
1,244
Deep shared window — 1,244 usable pairs.
Significance
p < 0.001
95% CI: [0.416, 0.504]
Scatter
XY Regression
Pipeline
Data quality details
Pipeline
Data quality details
Pipeline Summary
1,244 paired observations survived the daily window.
Raw input
1,254
16,049
Normalized
1,254
16,049
Prepared
1,254
16,049
Aligned
1,244
1,244
Invalid removed
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
14,815
A: 10 / B: 14805
Series A
JPMorgan Chase & Co.
JPM
Market cap 792.5B
Stock · 1,254 raw → 1,254 prepared
Series B
DGS10
FRED · 16,049 raw → 16,049 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
9
Estimated crossover points between normalized spreads.
Slope
0.0078
Linear regression slope.
Intercept
2.0390
Linear regression intercept.
Related Extremes
Highest and Lowest Correlated
Saved 4 hours ago · ID: stock-jpm-vs-fred-dgs10-daily-20260408-hx5dqn