SeriesMagCorrOverlapThrough
These move together about 45% of the time
Strong positive
Strong enough to use as a signal — read the stability and regime notes below before relying on it.
Eli Lilly is a drug firm with a focus on neuroscience, cardiometabolic, cancer, and immunology. Lilly's key products include Verzenio for cancer; Mounjaro, Zepbound, Jardiance, Trulicity, Humalog, and Humulin for cardiometabolic; and Taltz and Olumiant for immunology.
Market cap 775.7B · 50,000 employees
10Y Treasury Yield
DGS10
What to Watch
Drifting from pattern
Recent correlation (-40%) is running 2.0σ away from the long-run average of +75%.
Holds across regimes
Correlation is similar when markets rise (-6%) and fall (-3%) — reliable in both directions.
Regime-dependent
The correlation has flipped sign across time windows — not reliable as a standalone signal.
Time Series
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
+75%
No shift — both series at their actual dates.
1,245 overlapping points at this shift
Time series with 10Y Treasury Yield at original dates
Indexed to 100 at start
Deep Dive
Stability
How the correlation evolves over time. A stable line means the relationship is reliable; large swings signal regime-dependent behavior.
Corr
+75%
Pearson correlation
95% CI
+73% → +78%
Likely range
R²
56.7%
Variance explained
Trend agreement
44.9%
Same-direction moves
Significance
p < 0.001
Statistical confidence
Data points
1,245
Deep
Pipeline
Pipeline Summary
1,245 paired data points survived the daily window.
Raw input
1,255
16,066
Normalized
1,255
16,066
Prepared
1,255
16,066
Aligned
1,245
1,245
Invalid removed
Explore
The strongest positive and inverse pairs we’ve saved for each side of this comparison — good jumping-off points if this result raised a question.
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
-6%
60 periods · Return correlation when both series rose
Both Falling
-3%
45 periods · Return correlation when both series fell
Diverging
-58%
144 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
14,831
A: 10 / B: 14821
Series A
Eli Lilly & Co.
LLY
Market cap 775.7B · 50,000 employees
Stock · 1,255 raw → 1,255 prepared
Series B
DGS10
FRED · 16,066 raw → 16,066 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
13
Estimated crossover points between normalized spreads.
Slope
0.0029
Linear regression slope.
Intercept
1.8821
Linear regression intercept.
Saved 2 days ago · ID: fred:dgs10|stock:lly|5Y