SeriesMagCorrSyncOverlapThrough
Correlation
+53%
of values
In sync
59%
of periods
History
664
months · through 2026-04
These move in the same direction about 59% of the time
Their swing sizes loosely line up (~28% of the pattern is shared).
A real but noisy link — useful as context, risky as a standalone signal.
Time Series
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Slipping looser
The recent pattern is looser than its long-run baseline — keep an eye on whether this sticks.
Aaa Corporate Bond Yield moves ~18 months before USD/CHF Exchange Rate
Watch Aaa Corporate Bond Yield for an early read on USD/CHF Exchange Rate.
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.
Advanced
Statistics
In sync(i)
58.9%
Headline metric
Movement correlation(i)
+53%
Based on values
95% CI
+47% → +58%
Likely range of correlation
Pipeline
Pipeline Summary
664 paired data points survived the monthly window.
Raw input
1,288
13,870
Normalized
1,288
13,870
Prepared
1,288
664
Aligned
664
664
Invalid removed
Explore
Top 5 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.
R²(i)
28.2%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
664
Robust
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: -18 to 18 months.
Selected shift
+18 months
Correlation at this shift
+62%
+9% stronger than no-shift baseline
USD/CHF Exchange Rate shifted 18 months earlier. Reads: "Does Aaa Corporate Bond Yield today line up with USD/CHF Exchange Rate 18 months from now?"
646 overlapping points at this shift
Baseline
+53%
No-shift correlation, matching the main time-series chart above.
Peak shift
+18 months
+62%
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
+10%
67 periods · Return correlation when both series rose
Both Falling
+31%
86 periods · Return correlation when both series fell
Diverging
-35%
96 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
624
A: 624 / B: 0
Series A
Aaa Corporate Bond Yield
AAA
FRED · 1,288 raw → 1,288 prepared
Series B
USD/CHF Exchange Rate
DEXSZUS
FRED · 13,870 raw → 664 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
14
Estimated crossover points between normalized spreads.
Slope
0.1391
Linear regression slope.
Intercept
0.5816
Linear regression intercept.
Saved yesterday · ID: fred-aaa_fred-dexszus_5y