Correlation
of values
+97%
In sync
of periods
67%
History
daysdays · through 2025-10-01
204
These move in the same direction about 67% of the time
When one swings, the other almost always swings by a closely matched amount (~94% of the pattern is shared).
Strong enough to use as a signal — check the stability and regime notes below before relying on it.
On a log scale so equal % moves take equal vertical space — best when one series has grown much faster than the other.
What to Watch
Holds in both up and down markets
The relationship is similar whether prices are rising or falling — reliable in both directions.
Swings around
Their relationship swings around — sometimes tight, sometimes loose. Don't trust a single snapshot.
Explore
Advanced
Statistics
In sync(i)
67.0%
Headline metric
Movement correlation(i)
+97%
Based on values
95% CI
+96% → +98%
Likely range of correlation
Pipeline
Pipeline Summary
204 paired data points survived the daily window.
Raw input
317
204
Normalized
317
204
Prepared
317
204
Aligned
204
204
Invalid removed
R²(i)
94.3%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
204
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
+97%
No shift — both series at their actual dates.
204 overlapping points at this shift
Baseline
+97%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+97%
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
+18%
122 periods · Return correlation when both series rose
Both Falling
+34%
12 periods · Return correlation when both series fell
Diverging
-37%
69 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
113
A: 113 / B: 0
Series A
Real gross domestic product per capita
A939RX0Q048SBEA
FRED · 317 raw → 317 prepared
Series B
South Korea Home Prices
QKRN628BIS
FRED · 204 raw → 204 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
0.0033
Linear regression slope.
Intercept
-79.9857
Linear regression intercept.
Saved 2 hours ago · ID: fred-a939rx0q048sbea_fred-qkrn628bis_daily_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.