Correlation
of values
-47%
In sync
of periods
49%
History
daysdays · through 2026-04-24
10,715
These move opposite each other about 49% of the time
Their swing sizes loosely mirror each other (~22% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
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.
Explore
Advanced
Statistics
In sync(i)
49.2%
Headline metric
Movement correlation(i)
-47%
Based on values
95% CI
-48% → -45%
Likely range of correlation
Pipeline
Pipeline Summary
10,715 paired data points survived the daily window.
Raw input
11,085
13,010
Normalized
11,085
13,010
Prepared
11,085
13,010
Aligned
10,715
10,715
Invalid removed
R²(i)
22.0%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
10,715
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
-47%
No shift — both series at their actual dates.
10,715 overlapping points at this shift
Baseline
-47%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-47%
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
-3%
87 periods · Return correlation when both series rose
Both Falling
-4%
56 periods · Return correlation when both series fell
Diverging
-20%
106 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
2,665
A: 370 / B: 2295
Series A
10Y-3M Yield Spread
T10Y3M
FRED · 11,085 raw → 11,085 prepared
Series B
USD/LKR Exchange Rate
DEXSLUS
FRED · 13,010 raw → 13,010 prepared
Sign agreement
88.6%
How often both values share the same sign.
Zero crossings
25
Estimated crossover points between normalized spreads.
Slope
-31.1664
Linear regression slope.
Intercept
158.5393
Linear regression intercept.
Saved 4 days ago · ID: fred-dexslus_fred-t10y3m_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.