SeriesMagCorrSyncOverlapThrough
Correlation
-59%
of values
In sync
49%
of periods
History
92
weeks · through 2025-40
These move opposite each other about 49% of the time
Their swing sizes loosely mirror each other (~34% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
Time Series
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Unusual right now
Recently tighter than usual — the pair is behaving differently than its long-run pattern.
10Y Real Yield moves ~12 weeks before Debt-to-GDP Ratio
Watch 10Y Real Yield for an early read on Debt-to-GDP Ratio.
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.
Advanced
Statistics
In sync(i)
49.5%
Headline metric
Movement correlation(i)
-59%
Based on values
95% CI
-71% → -43%
Likely range of correlation
Pipeline
Pipeline Summary
92 paired data points survived the weekly window.
Raw input
5,836
240
Normalized
5,836
240
Prepared
1,218
240
Aligned
92
92
Invalid removed
Explore
Top 5 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.
R²(i)
34.3%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
92
Usable
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: -12 to 12 weeks.
Selected shift
+12 weeks
Correlation at this shift
-70%
+11% stronger than no-shift baseline
Debt-to-GDP Ratio shifted 12 weeks earlier. Reads: "Does 10Y Real Yield today line up with Debt-to-GDP Ratio 12 weeks from now?"
80 overlapping points at this shift
Baseline
-59%
No-shift correlation, matching the main time-series chart above.
Peak shift
+12 weeks
-70%
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
+40%
26 periods · Return correlation when both series rose
Both Falling
+26%
19 periods · Return correlation when both series fell
Diverging
-35%
46 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
1,274
A: 1126 / B: 148
Series A
10Y Real Yield
DFII10
FRED · 5,836 raw → 1,218 prepared
Series B
Debt-to-GDP Ratio
GFDEGDQ188S
FRED · 240 raw → 240 prepared
Sign agreement
83.7%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
-12.9731
Linear regression slope.
Intercept
107.0742
Linear regression intercept.
Saved 3 days ago · ID: fred-dfii10_fred-gfdegdq188s_5y