Correlation
of values
+98%
In sync
of periods
73%
History
daysdays · through 2025-07-01
203
These move in the same direction about 73% of the time
When one swings, the other almost always swings by a closely matched amount (~97% of the pattern is shared).
Strong enough to use as a signal — check the stability and regime notes below before relying on it.
On a log scale so equal % moves take equal vertical space — best when one series has grown much faster than the other.
What to Watch
Swings around
Their relationship swings around — sometimes tight, sometimes loose. Don't trust a single snapshot.
Explore
Advanced
Statistics
In sync(i)
73.4%
Headline metric
Movement correlation(i)
+98%
Based on values
95% CI
+98% → +99%
Pipeline
Pipeline Summary
203 paired data points survived the daily window.
Raw input
830
204
Normalized
830
204
Prepared
830
204
Aligned
203
203
Invalid removed
Likely range of correlation
R²(i)
96.5%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
203
Usable
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
+98%
No shift — both series at their actual dates.
203 overlapping points at this shift
Baseline
+98%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+98%
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
+24%
146 periods · Return correlation when both series rose
Both Falling
N/A
0 periods · Return correlation when both series fell
Diverging
-45%
56 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
628
A: 627 / B: 1
Series A
US Core CPI
CPILFESL
FRED · 830 raw → 830 prepared
Series B
South Korea Home Prices
QKRN628BIS
FRED · 204 raw → 204 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
0.5383
Linear regression slope.
Intercept
-20.5407
Linear regression intercept.
Saved 2 hours ago · ID: fred-cpilfesl_fred-qkrn628bis_daily_5y
Explore
Top 10 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.