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Correlation
of % moves
+39%
In sync
of periods
65%
History
daysdays · through 2026-05-28
93
These move in the same direction about 65% of the time
Their swing sizes only faintly line up (~15% 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
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.
Rock solid
The relationship barely changes from period to period — treat it as a reliable signal.
Advanced
Statistics
In sync(i)
65.2%
Headline metric
Movement correlation(i)
+39%
Based on % moves
95% CI
+21% → +55%
Likely range of correlation
Pipeline
Pipeline Summary
93 paired data points survived the daily window.
Raw input
93
1,254
Normalized
93
1,254
Prepared
93
1,254
Aligned
93
93
Invalid removed
R²(i)
15.5%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
93
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
+39%
No shift — both series at their actual dates.
92 overlapping points at this shift
Baseline
+39%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+39%
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
+19%
28 periods · Return correlation when both series rose
Both Falling
+25%
32 periods · Return correlation when both series fell
Diverging
-41%
32 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
1,161
A: 0 / B: 1161
Series A
Marsh (MRSH)
MRSH
Stock · 93 raw → 93 prepared
Series B
Automatic Data Processing (ADP)
ADP
Stock · 1,254 raw → 1,254 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
4
Estimated crossover points between normalized spreads.
Slope
0.4203
Linear regression slope.
Intercept
-0.0011
Linear regression intercept.
Saved 3 weeks ago · ID: stock-adp_stock-mrsh_daily_5y