SeriesMagCorrSyncOverlapThrough
Correlation
+41%
of values
In sync
53%
of periods
History
13,800
days · through 2026-04-24
These move in the same direction about 53% of the time
Their swing sizes loosely line up (~17% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
Time Series
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
Tighter in drawdowns
The relationship is stronger when both prices are falling than when both are rising — typical risk-off behaviour.
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)
52.5%
Headline metric
Movement correlation(i)
+41%
Based on values
95% CI
+40% → +42%
Likely range of correlation
Pipeline
Pipeline Summary
13,800 paired data points survived the daily window.
Raw input
16,067
13,869
Normalized
16,067
13,869
Prepared
16,067
13,869
Aligned
13,800
13,800
Invalid removed
Explore
R²(i)
16.8%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
13,800
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
+41%
No shift — both series at their actual dates.
13,800 overlapping points at this shift
Baseline
+41%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+41%
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
+7%
86 periods · Return correlation when both series rose
Both Falling
+36%
96 periods · Return correlation when both series fell
Diverging
-36%
67 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
2,336
A: 2267 / B: 69
Series A
10Y Treasury Yield
DGS10
FRED · 16,067 raw → 16,067 prepared
Series B
USD/DKK Exchange Rate
DEXDNUS
FRED · 13,869 raw → 13,869 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
88
Estimated crossover points between normalized spreads.
Slope
0.1536
Linear regression slope.
Intercept
5.7144
Linear regression intercept.
Saved 2 days ago · ID: fred-dexdnus_fred-dgs10_5y
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.