Correlation
+91%
of values
In sync
46%
of periods
History
2,482
days · through 2026-04-24
These move in the same direction about 46% of the time
When one swings, the other almost always swings by a closely matched amount (~82% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
Time Series
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
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)
46.4%
Headline metric
Movement correlation(i)
+91%
Based on values
95% CI
+90% → +91%
Likely range of correlation
Pipeline
Pipeline Summary
2,482 paired data points survived the daily window.
Raw input
2,515
13,362
Normalized
2,515
13,362
Prepared
2,515
13,362
Aligned
2,482
2,482
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)
82.3%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
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
+91%
No shift — both series at their actual dates.
2,482 overlapping points at this shift
Baseline
+91%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+91%
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
-15%
67 periods · Return correlation when both series rose
Both Falling
-8%
41 periods · Return correlation when both series fell
Diverging
-66%
141 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
10,913
A: 33 / B: 10880
Series A
DJIA
FRED · 2,515 raw → 2,515 prepared
Series B
DEXINUS
FRED · 13,362 raw → 13,362 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
17
Estimated crossover points between normalized spreads.
Slope
0.0009
Linear regression slope.
Intercept
48.8353
Linear regression intercept.
Saved 5 hours ago · ID: fred-dexinus_fred-djia_5y