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Correlation
of values
+75%
In sync
of periods
43%
History
daysdays · through 2026-07-02
2,482
These move in the same direction about 43% of the time
When one swings, the other often swings by a similar amount (~56% 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.
Advanced
Statistics
In sync(i)
43%
Headline metric
Movement correlation(i)
+75%
Based on values
95% CI
N/A
Pipeline
Pipeline Summary
2,482 paired data points survived the daily window.
Raw input
2,512
7,900
Normalized
2,512
7,900
Prepared
2,512
7,900
Aligned
2,482
2,482
Invalid removed
Likely range
R²(i)
56%
Variance explained
Significance
N/A
Statistical confidence
Data points(i)
2,482
Deep
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
+75%
No shift — both series at their actual dates.
2,482 overlapping points at this shift
Baseline
+75%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+75%
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
N/A
3 periods · Return correlation when both series rose
Both Falling
-38%
8 periods · Return correlation when both series fell
Diverging
-70%
25 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
5,448
A: 30 / B: 5418
Series A
S&P 500
SP500
FRED · 2,512 raw → 2,512 prepared
Series B
USD/BRL Exchange Rate
DEXBZUS
FRED · 7,900 raw → 7,900 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
19
Estimated crossover points between normalized spreads.
Slope
0.0005
Linear regression slope.
Intercept
2.7777
Linear regression intercept.
Saved 3 months ago · ID: fred-dexbzus_fred-sp500_daily_5y