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Cboe Global Markets, Inc. (CBOE) vs 10-Year Real Interest Rate
Correlation
of % moves
-24%
In sync
of periods
49%
History
monthsmonths · through 2026-08
60
These move in the same direction about 49% of the time
Their swing sizes only faintly mirror each other (~6% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
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)
49%
Headline metric
Movement correlation(i)
-24%
Based on % moves
95% CI
-46% → +2%
Likely range of correlation
Pipeline
Pipeline Summary
60 paired data points survived the monthly window.
Raw input
1,253
536
Normalized
1,253
536
Prepared
61
536
Aligned
60
60
Invalid removed
R²(i)
6%
Variance explained
Significance
n.s.
Statistical confidence
Data points(i)
59
Thin
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
-24%
No shift — both series at their actual dates.
59 overlapping points at this shift
Baseline
-24%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-24%
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
-45%
20 periods · Return correlation when both series rose
Both Falling
-56%
9 periods · Return correlation when both series fell
Diverging
-42%
30 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
477
A: 1 / B: 476
Series A
Cboe Global Markets, Inc. (CBOE)
CBOE
Stock · 1,253 raw → 61 prepared
Series B
10-Year Real Interest Rate
REAINTRATREARAT10Y
FRED · 536 raw → 536 prepared
Sign agreement
98.3%
How often both values share the same sign.
Zero crossings
3
Estimated crossover points between normalized spreads.
Slope
-1.1078
Linear regression slope.
Intercept
0.0568
Linear regression intercept.
Saved 4 months ago · ID: fred-reaintratrearat10y_stock-cboe_monthly_5y