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Correlation
of values
+69%
In sync
of periods
53%
History
monthsmonths · through 2026-04
700
These move in the same direction about 53% of the time
When one swings, the other often swings by a similar amount (~47% 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
Sticky Price CPI moves ~18 months before 10Y Treasury Yield
Watch Sticky Price CPI for an early read on 10Y Treasury Yield.
Holds in both up and down markets
The relationship is similar whether prices are rising or falling — reliable in both directions.
Advanced
Statistics
In sync(i)
53.1%
Headline metric
Movement correlation(i)
+69%
Based on values
95% CI
+64% → +72%
Likely range of correlation
Pipeline
Pipeline Summary
700 paired data points survived the monthly window.
Raw input
16,092
700
Normalized
16,092
700
Prepared
774
700
Aligned
700
700
Invalid removed
R²(i)
47.1%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
700
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
-18 months
Correlation at this shift
+76%
+7% stronger than no-shift baseline
Sticky Price CPI shifted 18 months later. Reads: "Does 10Y Treasury Yield today line up with Sticky Price CPI 18 months ago?"
682 overlapping points at this shift
Baseline
+69%
No-shift correlation, matching the main time-series chart above.
Peak shift
-18 months
+76%
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%
10 periods · Return correlation when both series rose
Both Falling
+40%
6 periods · Return correlation when both series fell
Diverging
-37%
16 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
74
A: 74 / B: 0
Series A
10Y Treasury Yield
DGS10
FRED · 16,092 raw → 774 prepared
Series B
Sticky Price CPI
CORESTICKM159SFRBATL
FRED · 700 raw → 700 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
17
Estimated crossover points between normalized spreads.
Slope
0.5979
Linear regression slope.
Intercept
0.7384
Linear regression intercept.
Saved last month · ID: fred-corestickm159sfrbatl_fred-dgs10_monthly_5y