Correlation
of values
+84%
In sync
of periods
51%
History
daysdays · through 2026-04-24
11,315
These move in the same direction about 51% of the time
When one swings, the other often swings by a similar amount (~71% 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
Unusual right now
Recently looser than usual — the pair is behaving differently than its long-run pattern.
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)
51.2%
Headline metric
Movement correlation(i)
+84%
Based on values
95% CI
+84% → +85%
Likely range of correlation
Pipeline
Pipeline Summary
11,315 paired data points survived the daily window.
Raw input
12,297
11,369
Normalized
12,297
11,369
Prepared
12,297
11,369
Aligned
11,315
11,315
Invalid removed
R²(i)
70.9%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
11,315
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
+84%
No shift — both series at their actual dates.
11,315 overlapping points at this shift
Baseline
+84%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+84%
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
+31%
68 periods · Return correlation when both series rose
Both Falling
+31%
80 periods · Return correlation when both series fell
Diverging
-61%
101 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
1,036
A: 982 / B: 54
Series A
30Y Treasury Yield
DGS30
FRED · 12,297 raw → 12,297 prepared
Series B
USD/SGD Exchange Rate
DEXSIUS
FRED · 11,369 raw → 11,369 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
47
Estimated crossover points between normalized spreads.
Slope
0.0849
Linear regression slope.
Intercept
1.1107
Linear regression intercept.
Saved 2 days ago · ID: fred-dexsius_fred-dgs30_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.