Correlation
of values
+30%
In sync
of periods
46%
History
daysdays · through 2026-01-01
165
These move in the same direction about 46% of the time
Their swing sizes only faintly line up (~9% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
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
Slipping looser
The recent pattern is looser than its long-run baseline — keep an eye on whether this sticks.
Holds in both up and down markets
The relationship is similar whether prices are rising or falling — reliable in both directions.
Rock solid
The relationship barely changes from period to period — treat it as a reliable signal.
Explore
Advanced
Statistics
In sync(i)
45.7%
Headline metric
Movement correlation(i)
+30%
Based on values
95% CI
+15% → +43%
Likely range of correlation
Pipeline
Pipeline Summary
165 paired data points survived the daily window.
Raw input
317
15,098
Normalized
317
15,098
Prepared
317
15,098
Aligned
165
165
Invalid removed
R²(i)
9.0%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
165
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
+30%
No shift — both series at their actual dates.
165 overlapping points at this shift
Baseline
+30%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+30%
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
+14%
64 periods · Return correlation when both series rose
Both Falling
+25%
11 periods · Return correlation when both series fell
Diverging
-50%
89 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
15,085
A: 152 / B: 14933
Series A
Real gross domestic product per capita
A939RX0Q048SBEA
FRED · 317 raw → 317 prepared
Series B
US Economic Policy Uncertainty
USEPUINDXD
FRED · 15,098 raw → 15,098 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
0.0032
Linear regression slope.
Intercept
-21.1280
Linear regression intercept.
Saved 4 days ago · ID: fred-a939rx0q048sbea_fred-usepuindxd_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.