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Correlation
of values
-69%
In sync
of periods
49%
History
daysdays · through 2026-05-15
11,218
These move in the same direction about 49% of the time
When one swings, the other often swings by a similar amount in the opposite direction (~48% 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.
Advanced
Statistics
In sync(i)
48.7%
Headline metric
Movement correlation(i)
-69%
Based on values
95% CI
-70% → -68%
Pipeline
Pipeline Summary
11,218 paired data points survived the daily window.
Raw input
16,081
11,271
Normalized
16,081
11,271
Prepared
16,081
11,271
Aligned
11,218
11,218
Invalid removed
Likely range of correlation
R²(i)
47.6%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
11,218
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
-69%
No shift — both series at their actual dates.
11,218 overlapping points at this shift
Baseline
-69%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-69%
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.
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
4,916
A: 4863 / B: 53
Series A
10Y Treasury Yield
DGS10
FRED · 16,081 raw → 16,081 prepared
Series B
USD/KRW Exchange Rate
DEXKOUS
FRED · 11,271 raw → 11,271 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
31
Estimated crossover points between normalized spreads.
Slope
-48.2936
Linear regression slope.
Intercept
1295.5027
Linear regression intercept.
Saved 3 weeks ago · ID: fred-dexkous_fred-dgs10_daily_5y