SeriesMagCorrSyncOverlapThrough
Correlation
of % moves
+28%
In sync
of periods
52%
History
daysdays · through 2026-04-24
993
These move in the same direction about 52% of the time
Their swing sizes only faintly line up (~8% 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
Unusual right now
Recently looser than usual — the pair is behaving differently than its long-run pattern.
Decouples in drawdowns
The relationship weakens when both prices are falling — don't count on this pair as a hedge under stress.
Swings around
Their relationship swings around — sometimes tight, sometimes loose. Don't trust a single snapshot.
Explore
Advanced
Statistics
In sync(i)
51.9%
Headline metric
Movement correlation(i)
+28%
Based on % moves
95% CI
+22% → +33%
Likely range of correlation
Pipeline
Pipeline Summary
993 paired data points survived the daily window.
Raw input
1,009
13,010
Normalized
1,009
13,010
Prepared
1,009
13,010
Aligned
993
993
Invalid removed
R²(i)
7.7%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
993
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
+28%
No shift — both series at their actual dates.
993 overlapping points at this shift
Baseline
+28%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+28%
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
+43%
70 periods · Return correlation when both series rose
Both Falling
+7%
59 periods · Return correlation when both series fell
Diverging
-25%
120 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
12,033
A: 16 / B: 12017
Series A
RBC
Stock · 1,009 raw → 1,009 prepared
Series B
USD/LKR Exchange Rate
DEXSLUS
FRED · 13,010 raw → 13,010 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
21
Estimated crossover points between normalized spreads.
Slope
0.1068
Linear regression slope.
Intercept
270.2756
Linear regression intercept.
Saved 4 hours ago · ID: fred-dexslus_stock-rbc_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.