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Correlation
of values
+69%
In sync
of periods
52%
History
monthsmonths · through 2026-05
533
These move in the same direction about 52% 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
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)
52%
Headline metric
Movement correlation(i)
+69%
Based on values
95% CI
N/A
Likely range
Pipeline
Pipeline Summary
533 paired data points survived the monthly window.
Raw input
701
534
Normalized
701
534
Prepared
701
534
Aligned
533
533
Invalid removed
47%
Variance explained
Significance
N/A
Statistical confidence
Data points(i)
533
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
No shift
Correlation at this shift
+69%
No shift — both series at their actual dates.
533 overlapping points at this shift
Baseline
+69%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+69%
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
-10%
16 periods · Return correlation when both series rose
Both Falling
-23%
24 periods · Return correlation when both series fell
Diverging
-51%
29 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
169
A: 168 / B: 1
Series A
Sticky Price CPI
CORESTICKM159SFRBATL
FRED · 701 raw → 701 prepared
Series B
10-Year Real Interest Rate
REAINTRATREARAT10Y
FRED · 534 raw → 534 prepared
Sign agreement
95.3%
How often both values share the same sign.
Zero crossings
32
Estimated crossover points between normalized spreads.
Slope
0.8985
Linear regression slope.
Intercept
-0.5326
Linear regression intercept.
Saved 3 months ago · ID: fred-corestickm159sfrbatl_fred-reaintratrearat10y_monthly_5y