SeriesMagCorrSyncOverlapThrough
Correlation
+68%
of values
In sync
54%
of periods
History
2,496
days · through 2026-04-30
These move in the same direction about 54% of the time
When one swings, the other often swings by a similar amount (~46% 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
Tighter in drawdowns
The relationship is stronger when both prices are falling than when both are rising — typical risk-off behaviour.
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)
53.7%
Headline metric
Movement correlation(i)
+68%
Based on values
95% CI
+66% → +70%
Likely range of correlation
Pipeline
Pipeline Summary
2,496 paired data points survived the daily window.
Raw input
2,515
12,297
Normalized
2,515
12,297
Prepared
2,515
12,297
Aligned
2,496
2,496
Invalid removed
Explore
R²(i)
46.4%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
2,496
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
+68%
No shift — both series at their actual dates.
2,496 overlapping points at this shift
Baseline
+68%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+68%
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
+1%
67 periods · Return correlation when both series rose
Both Falling
+59%
50 periods · Return correlation when both series fell
Diverging
-63%
132 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
9,820
A: 19 / B: 9801
Series A
S&P 500
SP500
FRED · 2,515 raw → 2,515 prepared
Series B
30Y Treasury Yield
DGS30
FRED · 12,297 raw → 12,297 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
25
Estimated crossover points between normalized spreads.
Slope
0.0005
Linear regression slope.
Intercept
1.0871
Linear regression intercept.
Saved 2 days ago · ID: fred-dgs30_fred-sp500_5y
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.