SeriesMagCorrOverlapThrough
These move together about 79% of the time
Very strong positive
Strong enough to use as a signal — read the stability and regime notes below before relying on it.
Bank of America is a formidable financial titan with a $3.5 trillion balance sheet and a cornerstone of the American economy, holding the second-largest deposit market share in the United States. While the firm has maintained its stronghold among middle-market and retail clientele domestically, Bank of America has continued to hold its own on the global stage, as evidenced by its fourth-largest global trading operation and an investment banking division that regularly finishes in the top four in global league tables. The firm is organized across four segments: consumer banking, global wealth and investment management, global banking, and global markets.
Market cap 375.2B · 213,000 employees
Capital One is a diversified financial services holding company headquartered in McLean, Virginia. Originally a spinoff of Signet Financial's credit card division in 1994, the company is now primarily involved in credit card lending, auto loans, and commercial lending. Following the acquisition of Discover in 2025, the firm also has a modest personal loan business, though credit card lending provides the majority of the bank's revenue.
What to Watch
Holds across regimes
Correlation is similar when markets rise (+60%) and fall (+71%) — reliable in both directions.
Mostly stable
Correlation drifts a little but stays in the same neighbourhood.
Time Series
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
+91%
No shift — both series at their actual dates.
1,255 overlapping points at this shift
Time series with Capital One Financial at original dates
Indexed to 100 at start
Deep Dive
Stability
How the correlation evolves over time. A stable line means the relationship is reliable; large swings signal regime-dependent behavior.
Corr
+91%
Pearson correlation
95% CI
+90% → +92%
Likely range
R²
83.3%
Variance explained
Trend agreement
78.6%
Same-direction moves
Significance
p < 0.001
Statistical confidence
Data points
1,255
Deep
Pipeline
Pipeline Summary
1,255 paired data points survived the daily window.
Raw input
1,255
1,255
Normalized
1,255
1,255
Prepared
1,255
1,255
Aligned
1,255
1,255
Invalid removed
Explore
The strongest positive and inverse pairs we’ve saved for each side of this comparison — good jumping-off points if this result raised a question.
Market cap 123.1B · 76,300 employees
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
+60%
111 periods · Return correlation when both series rose
Both Falling
+71%
98 periods · Return correlation when both series fell
Diverging
-33%
40 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
0
A: 0 / B: 0
Series A
Bank of America Corporation
BAC
Market cap 375.2B · 213,000 employees
Stock · 1,255 raw → 1,255 prepared
Series B
Capital One Financial
COF
Market cap 123.1B · 76,300 employees
Stock · 1,255 raw → 1,255 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
16
Estimated crossover points between normalized spreads.
Slope
4.9442
Linear regression slope.
Intercept
-47.1888
Linear regression intercept.
Saved 1 hour ago · ID: stock-bac_stock-cof_5y
COF
Capital One Financial
Strongest positive