SeriesMagCorrSyncOverlapThrough
Correlation
of % moves
-41%
In sync
of periods
67%
History
daysdays · through 2026-05-06
1,254
These move opposite each other about 67% of the time
Their swing sizes loosely mirror each other (~16% of the pattern is shared).
A faint pattern — interesting as colour, not strong enough to act on alone.
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.
Tighter in drawdowns
The relationship is stronger when both prices are falling than when both are rising — typical risk-off behaviour.
Rock solid
The relationship barely changes from period to period — treat it as a reliable signal.
Explore
Advanced
Statistics
In sync(i)
67.3%
Headline metric
Movement correlation(i)
-41%
Based on % moves
95% CI
-45% → -36%
Likely range of correlation
Pipeline
Pipeline Summary
1,254 paired data points survived the daily window.
Raw input
1,254
1,255
Normalized
1,254
1,255
Prepared
1,254
1,255
Aligned
1,254
1,254
Invalid removed
R²(i)
16.4%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
1,254
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
-41%
No shift — both series at their actual dates.
1,254 overlapping points at this shift
Baseline
-41%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-41%
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
+22%
107 periods · Return correlation when both series rose
Both Falling
+47%
95 periods · Return correlation when both series fell
Diverging
-53%
47 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
1
A: 0 / B: 1
Series A
DVN
Stock · 1,254 raw → 1,254 prepared
Series B
VYM
Stock · 1,255 raw → 1,255 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
4
Estimated crossover points between normalized spreads.
Slope
-0.5090
Linear regression slope.
Intercept
141.6938
Linear regression intercept.
Saved 3 hours ago · ID: stock-dvn_stock-vym_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.