SeriesMagCorrOverlapThrough
These move together about 78% of the time
Very strong positive
Strong enough to use as a signal — read the stability and regime notes below before relying on it.
Goldman Sachs is a storied financial institution, founded in 1869 and best known for its role as a leading global investment bank. The firm has a sprawling reach across global financial centers and has been the leading provider of global merger and acquisition advisory services, by revenue, for the past 20 years. Since the global financial crisis, Goldman has expanded its offerings into more stable fee-based businesses like asset and wealth management, which comprised roughly 30% of post-provision revenue at the end of 2025. The firm generates revenue from investment banking, global market making and trading, lending, asset management, wealth management, and a small and declining portfolio o
Market cap 276.6B · 47,400 employees
Citigroup is a global financial powerhouse that orchestrates the movement of $5 trillion in daily transaction volume, serving as the essential connective tissue for the world's most complex multinational corporations. The firm remains a leader on the global stage, servicing 90% of the Fortune 500 through a proprietary network that includes direct membership to over 270 cash-clearing centers and a footprint that spans 94 countries. After a checkered history operating as an overly complex, disjointed firm, steps have been taken to streamline operations, resulting in organization across five segments: services, markets, banking, wealth, and US personal banking.
What to Watch
Holds across regimes
Correlation is similar when markets rise (+82%) and fall (+72%) — 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
+94%
No shift — both series at their actual dates.
1,255 overlapping points at this shift
Time series with Citigroup Inc. 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
+94%
Pearson correlation
95% CI
+93% → +95%
Likely range
R²
88.2%
Variance explained
Trend agreement
78.4%
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 220.3B · 226,000 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
+82%
114 periods · Return correlation when both series rose
Both Falling
+72%
96 periods · Return correlation when both series fell
Diverging
-57%
39 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
Goldman Sachs Group Inc.
GS
Market cap 276.6B · 47,400 employees
Stock · 1,255 raw → 1,255 prepared
Series B
Citigroup Inc.
C
Market cap 220.3B · 226,000 employees
Stock · 1,255 raw → 1,255 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
7
Estimated crossover points between normalized spreads.
Slope
0.1098
Linear regression slope.
Intercept
14.1034
Linear regression intercept.
Saved 1 hour ago · ID: stock-c_stock-gs_5y
C
Citigroup Inc.
Strongest positive