Correlation
of values
+69%
In sync
of periods
71%
History
daysdays · through 2026-04-24
5,065
These move in the same direction about 71% of the time
When one swings, the other often swings by a similar amount (~48% of the pattern is shared).
Strong enough to use as a signal — check the stability and regime notes below before relying on it.
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.
Mostly stable
The relationship drifts a little but stays in the same neighbourhood.
Explore
Advanced
Statistics
In sync(i)
70.8%
Headline metric
Movement correlation(i)
+69%
Based on values
95% CI
+68% → +70%
Likely range of correlation
Pipeline
Pipeline Summary
5,065 paired data points survived the daily window.
Raw input
11,256
5,092
Normalized
11,256
5,092
Prepared
11,256
5,092
Aligned
5,065
5,065
Invalid removed
R²(i)
47.6%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
5,065
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.
5,065 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.
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
+68%
103 periods · Return correlation when both series rose
Both Falling
+59%
108 periods · Return correlation when both series fell
Diverging
-60%
38 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
6,218
A: 6191 / B: 27
Series A
USD/KRW Exchange Rate
DEXKOUS
FRED · 11,256 raw → 11,256 prepared
Series B
US Dollar Index
DTWEXEMEGS
FRED · 5,092 raw → 5,092 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
125
Estimated crossover points between normalized spreads.
Slope
0.0733
Linear regression slope.
Intercept
26.6668
Linear regression intercept.
Saved 4 days ago · ID: fred-dexkous_fred-dtwexemegs_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.