SeriesMagCorrSyncOverlapThrough
Correlation
of % moves
+17%
In sync
of periods
50%
History
daysdays · through 2026-04-30
998
These move in the same direction about 50% of the time
Their swing sizes only faintly line up (~3% 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 looser
The recent pattern is looser than its long-run baseline — keep an eye on whether this sticks.
Holds in both up and down markets
The relationship is similar whether prices are rising or falling — reliable in both directions.
Flips between sync and inverse
Sometimes the two move together, sometimes opposite. Don't treat this as a stable signal.
Explore
Advanced
Statistics
In sync(i)
50.4%
Headline metric
Movement correlation(i)
+17%
Based on % moves
95% CI
+11% → +23%
Likely range of correlation
Pipeline
Pipeline Summary
998 paired data points survived the daily window.
Raw input
1,009
16,067
Normalized
1,009
16,067
Prepared
1,009
16,067
Aligned
998
998
Invalid removed
R²(i)
3.1%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
998
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
+17%
No shift — both series at their actual dates.
998 overlapping points at this shift
Baseline
+17%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+17%
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
+52%
70 periods · Return correlation when both series rose
Both Falling
+40%
59 periods · Return correlation when both series fell
Diverging
-57%
120 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
15,080
A: 11 / B: 15069
Series A
RBC
Stock · 1,009 raw → 1,009 prepared
Series B
1Y Treasury Yield
DGS1
FRED · 16,067 raw → 16,067 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
11
Estimated crossover points between normalized spreads.
Slope
0.0024
Linear regression slope.
Intercept
3.3081
Linear regression intercept.
Saved 4 hours ago · ID: fred-dgs1_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.