Correlation
of % moves
+6%
In sync
of periods
52%
History
daysdays · through 2026-05-01
636
These move in the same direction about 52% of the time
Their swing sizes only faintly line up (~0% 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
Slipping tighter
The recent pattern is tighter than its long-run baseline — keep an eye on whether this sticks.
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.
Explore
Advanced
Statistics
Approximate (legacy record)In sync(i)
52.1%
Headline metric
Movement correlation(i)
+6%
Based on % moves
95% CI
N/A
Likely range
Pipeline
Pipeline Summary
636 paired data points survived the daily window.
Raw input
645
2,018
Normalized
645
2,018
Prepared
645
2,018
Aligned
636
636
Invalid removed
R²(i)
0.3%
Variance explained
Significance
N/A
Statistical confidence
Data points
636
Robust
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
+6%
No shift — both series at their actual dates.
249 overlapping points at this shift
Baseline
+6%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+6%
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
-21%
28 periods · Return correlation when both series rose
Both Falling
+97%
25 periods · Return correlation when both series fell
Diverging
-33%
196 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
1,391
A: 9 / B: 1382
Series A
FISV
Stock · 645 raw → 645 prepared
Series B
Secured Overnight Financing Rate
SOFR
FRED · 2,018 raw → 2,018 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
25
Estimated crossover points between normalized spreads.
Slope
0.2146
Linear regression slope.
Intercept
0.0242
Linear regression intercept.
Saved 4 days ago · ID: fred-sofr_stock-fisv_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.