SeriesMagCorrSyncOverlapThrough
Correlation
-33%
of values
In sync
45%
of periods
History
316
months · through 2026-04
These move opposite each other about 45% of the time
Their swing sizes only faintly mirror each other (~11% of the pattern is shared).
A faint pattern — interesting as colour, not strong enough to act on alone.
Time Series
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
Unusual right now
Recently tighter than usual — the pair is behaving differently than its long-run pattern.
Holds in both up and down markets
The relationship is similar whether prices are rising or falling — reliable in both directions.
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)
44.8%
Headline metric
Movement correlation(i)
-33%
Based on values
95% CI
-42% → -22%
Likely range of correlation
Pipeline
Pipeline Summary
316 paired data points survived the monthly window.
Raw input
1,288
6,591
Normalized
1,288
6,591
Prepared
1,288
316
Aligned
316
316
Invalid removed
Explore
R²(i)
10.6%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
316
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
No shift
Correlation at this shift
-33%
No shift — both series at their actual dates.
316 overlapping points at this shift
Baseline
-33%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-33%
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
+6%
58 periods · Return correlation when both series rose
Both Falling
-11%
25 periods · Return correlation when both series fell
Diverging
-10%
166 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
972
A: 972 / B: 0
Series A
Aaa Corporate Bond Yield
AAA
FRED · 1,288 raw → 1,288 prepared
Series B
USD/VES Exchange Rate
DEXVZUS
FRED · 6,591 raw → 316 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
4
Estimated crossover points between normalized spreads.
Slope
-129891.6692
Linear regression slope.
Intercept
717716.7675
Linear regression intercept.
Saved 2 days ago · ID: fred-aaa_fred-dexvzus_5y
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.