SeriesMagCorrSyncOverlapThrough
Correlation
of values
+95%
In sync
of periods
79%
History
monthsmonths · through 2026-04
417
These move in the same direction about 79% of the time
When one swings, the other almost always swings by a closely matched amount (~90% of the pattern is shared).
Strong enough to use as a signal — check the stability and regime notes below before relying on it.
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.
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)
79.3%
Headline metric
Movement correlation(i)
+95%
Based on values
95% CI
+94% → +96%
Likely range of correlation
Pipeline
Pipeline Summary
417 paired data points survived the monthly window.
Raw input
1,288
1,810
Normalized
1,288
1,810
Prepared
1,288
417
Aligned
417
417
Invalid removed
R²(i)
89.9%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
417
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
+95%
No shift — both series at their actual dates.
417 overlapping points at this shift
Baseline
+95%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+95%
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
+77%
85 periods · Return correlation when both series rose
Both Falling
+61%
120 periods · Return correlation when both series fell
Diverging
-54%
44 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
871
A: 871 / B: 0
Series A
Aaa Corporate Bond Yield
AAA
FRED · 1,288 raw → 1,288 prepared
Series B
15Y Mortgage Rate
MORTGAGE15US
FRED · 1,810 raw → 417 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
28
Estimated crossover points between normalized spreads.
Slope
1.0447
Linear regression slope.
Intercept
-0.4169
Linear regression intercept.
Saved 2 days ago · ID: fred-aaa_fred-mortgage15us_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.