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Correlation
of values
-4%
In sync
of periods
52%
History
daysdays · through 2026-05-15
6,606
These move opposite each other about 52% of the time
Their swing sizes barely line up — almost no shared pattern.
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.
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)
52.3%
Headline metric
Movement correlation(i)
-4%
Based on values
95% CI
-6% → -1%
Likely range of correlation
Pipeline
Pipeline Summary
6,606 paired data points survived the daily window.
Raw input
11,271
6,606
Normalized
11,271
6,606
Prepared
11,271
6,606
Aligned
6,606
6,606
Invalid removed
R²(i)
0.2%
Variance explained
Significance
p < 0.01
Statistical confidence
Data points
6,606
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
-4%
No shift — both series at their actual dates.
6,606 overlapping points at this shift
Baseline
-4%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-4%
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
-24%
54 periods · Return correlation when both series rose
Both Falling
-80%
6 periods · Return correlation when both series fell
Diverging
-3%
189 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
4,665
A: 4665 / B: 0
Series A
USD/KRW Exchange Rate
DEXKOUS
FRED · 11,271 raw → 11,271 prepared
Series B
USD/VES Exchange Rate
DEXVZUS
FRED · 6,606 raw → 6,606 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
4
Estimated crossover points between normalized spreads.
Slope
-153.1968
Linear regression slope.
Intercept
273782.7114
Linear regression intercept.
Saved 2 weeks ago · ID: fred-dexkous_fred-dexvzus_daily_5y