Correlation
+93%
of values
In sync
72%
of periods
History
484
weeks · through 2026-14
These move in the same direction about 72% of the time
When one swings, the other almost always swings by a closely matched amount (~87% of the pattern is shared).
Strong enough to use as a signal — check the stability and regime notes below before relying on it.
Time Series
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Slipping looser
The recent pattern is looser than its long-run baseline — keep an eye on whether this sticks.
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)
72.2%
Headline metric
Movement correlation(i)
+93%
Based on values
95% CI
+92% → +94%
Likely range of correlation
Pipeline
Pipeline Summary
484 paired data points survived the weekly window.
Raw input
532
10,119
Normalized
532
10,119
Prepared
532
2,105
Aligned
484
484
Invalid removed
Explore
Top 5 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.
R²(i)
87.2%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
484
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: -12 to 12 weeks.
Selected shift
No shift
Correlation at this shift
+93%
No shift — both series at their actual dates.
484 overlapping points at this shift
Baseline
+93%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+93%
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
+44%
94 periods · Return correlation when both series rose
Both Falling
+42%
109 periods · Return correlation when both series fell
Diverging
-66%
46 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
1,669
A: 48 / B: 1621
Series A
10-Year Real Interest Rate
REAINTRATREARAT10Y
FRED · 532 raw → 532 prepared
Series B
Baa Corporate Bond Yield
DBAA
FRED · 10,119 raw → 2,105 prepared
Sign agreement
94.8%
How often both values share the same sign.
Zero crossings
29
Estimated crossover points between normalized spreads.
Slope
1.3690
Linear regression slope.
Intercept
4.1581
Linear regression intercept.
Saved yesterday · ID: fred-dbaa_fred-reaintratrearat10y_5y