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Eli Lilly & Co. (LLY) vs Sticky Price CPI
Correlation
of % moves
-28%
In sync
of periods
43%
History
monthsmonths · through 2026-04
59
These move in the same direction about 43% of the time
Their swing sizes only faintly mirror each other (~8% 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
Slipping looser
The recent pattern is looser than its long-run baseline — keep an eye on whether this sticks.
Sticky Price CPI moves ~18 months before LLY
Watch Sticky Price CPI for an early read on LLY.
Decouples in drawdowns
The relationship weakens when both prices are falling — don't count on this pair as a hedge under stress.
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)
43.1%
Headline metric
Movement correlation(i)
-28%
Based on % moves
95% CI
-50% → -3%
Likely range of correlation
Pipeline
Pipeline Summary
59 paired data points survived the monthly window.
Raw input
1,254
700
Normalized
1,254
700
Prepared
60
700
Aligned
59
59
Invalid removed
R²(i)
8.0%
Variance explained
Significance
p < 0.05
Statistical confidence
Data points
59
Thin
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: -18 to 18 months.
Selected shift
-18 months
Correlation at this shift
+39%
+11% stronger than no-shift baseline
Sticky Price CPI shifted 18 months later. Reads: "Does Eli Lilly & Co. (LLY) today line up with Sticky Price CPI 18 months ago?"
40 overlapping points at this shift
Baseline
-28%
No-shift correlation, matching the main time-series chart above.
Peak shift
-18 months
+39%
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
-68%
14 periods · Return correlation when both series rose
Both Falling
-22%
11 periods · Return correlation when both series fell
Diverging
-46%
33 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
642
A: 1 / B: 641
Series A
Eli Lilly & Co. (LLY)
LLY
Stock · 1,254 raw → 60 prepared
Series B
Sticky Price CPI
CORESTICKM159SFRBATL
FRED · 700 raw → 700 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
3
Estimated crossover points between normalized spreads.
Slope
-0.2049
Linear regression slope.
Intercept
0.0080
Linear regression intercept.
Saved 3 weeks ago · ID: fred-corestickm159sfrbatl_stock-lly_monthly_5y