Correlation
of values
+38%
In sync
of periods
54%
History
weeksweeks · through 2026-01
181
These move in the same direction about 54% of the time
Their swing sizes only faintly line up (~14% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
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
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.
Explore
Advanced
Statistics
In sync(i)
53.6%
Headline metric
Movement correlation(i)
+38%
Based on values
95% CI
+25% → +50%
Likely range of correlation
Pipeline
Pipeline Summary
181 paired data points survived the weekly window.
Raw input
317
11,370
Normalized
317
11,370
Prepared
317
2,365
Aligned
181
181
Invalid removed
R²(i)
14.3%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
181
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: -12 to 12 weeks.
Selected shift
No shift
Correlation at this shift
+38%
No shift — both series at their actual dates.
181 overlapping points at this shift
Baseline
+38%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+38%
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
+2%
86 periods · Return correlation when both series rose
Both Falling
-6%
10 periods · Return correlation when both series fell
Diverging
-16%
84 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
2,320
A: 136 / B: 2184
Series A
Real GDP
GDPC1
FRED · 317 raw → 317 prepared
Series B
USD/HKD Exchange Rate
DEXHKUS
FRED · 11,370 raw → 2,365 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
0.0000
Linear regression slope.
Intercept
7.1501
Linear regression intercept.
Saved 4 days ago · ID: fred-dexhkus_fred-gdpc1_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.