SeriesMagCorrSyncOverlapThrough
Correlation
of % moves
+35%
In sync
of periods
43%
History
weeksweeks · through 2026-18
210
These move in the same direction about 43% of the time
Their swing sizes only faintly line up (~12% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
Both lines start at the same point — easy to compare when growth rates are similar.
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.
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)
43.4%
Headline metric
Movement correlation(i)
+35%
Based on % moves
95% CI
+23% → +46%
Likely range of correlation
Pipeline
Pipeline Summary
210 paired data points survived the weekly window.
Raw input
1,009
2,875
Normalized
1,009
2,875
Prepared
211
2,875
Aligned
210
210
Invalid removed
R²(i)
12.3%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
210
Usable
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: -12 to 12 weeks.
Selected shift
No shift
Correlation at this shift
+35%
No shift — both series at their actual dates.
210 overlapping points at this shift
Baseline
+35%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+35%
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
+78%
44 periods · Return correlation when both series rose
Both Falling
+33%
45 periods · Return correlation when both series fell
Diverging
-54%
120 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
2,666
A: 1 / B: 2665
Series A
RBC
Stock · 1,009 raw → 211 prepared
Series B
30Y Mortgage Rate
MORTGAGE30US
FRED · 2,875 raw → 2,875 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
3
Estimated crossover points between normalized spreads.
Slope
0.0040
Linear regression slope.
Intercept
5.0912
Linear regression intercept.
Saved 4 hours ago · ID: fred-mortgage30us_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.