Correlation
of values
+92%
In sync
of periods
50%
History
daysdays · through 2025-10-01
240
These move in the same direction about 50% of the time
When one swings, the other almost always swings by a closely matched amount (~85% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Tighter in drawdowns
The relationship is stronger when both prices are falling than when both are rising — typical risk-off behaviour.
Flips between sync and inverse
Sometimes the two move together, sometimes opposite. Don't treat this as a stable signal.
Explore
Advanced
Statistics
In sync(i)
49.8%
Headline metric
Movement correlation(i)
+92%
Based on values
95% CI
+90% → +94%
Likely range of correlation
Pipeline
Pipeline Summary
240 paired data points survived the daily window.
Raw input
240
317
Normalized
240
317
Prepared
240
317
Aligned
240
240
Invalid removed
R²(i)
84.9%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
240
Usable
Time-Shifted Correlation
See how correlation changes when one series is offset in time. A taller bar at a non-zero shift means the two move together better when one leads the other — that's a potential lead/lag signal.
Correlation by shift
Click a bar to inspect. Range: -6 to 6 days.
Selected shift
No shift
Correlation at this shift
+92%
No shift — both series at their actual dates.
240 overlapping points at this shift
Baseline
+92%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+92%
A non-zero peak suggests one series lines up better when shifted against the other.
Stability
How the correlation evolves over time. A stable line means the relationship is reliable; large swings signal regime-dependent behavior.
Do They Crash Together?
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
+3%
107 periods · Return correlation when both series rose
Both Falling
-55%
12 periods · Return correlation when both series fell
Diverging
-88%
120 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
77
A: 0 / B: 77
Series A
Debt-to-GDP Ratio
GFDEGDQ188S
FRED · 240 raw → 240 prepared
Series B
Real gross domestic product per capita
A939RX0Q048SBEA
FRED · 317 raw → 317 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
418.1377
Linear regression slope.
Intercept
17846.3381
Linear regression intercept.
Saved 4 days ago · ID: fred-a939rx0q048sbea_fred-gfdegdq188s_5y
Explore
Top 10 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.