SeriesMagCorrSyncOverlapThrough
Correlation
+53%
of % moves
In sync
60%
of periods
History
1,255
days · through 2026-05-01
These move in the same direction about 60% of the time
Their swing sizes loosely line up (~28% of the pattern is shared).
A real but noisy link — useful as context, risky as a standalone signal.
Time Series
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.
Rock solid
The relationship barely changes from period to period — treat it as a reliable signal.
Advanced
Statistics
Approximate (legacy record)In sync(i)
60.5%
Headline metric
Movement correlation(i)
+53%
Based on % moves
95% CI
+49% → +57%
Likely range of correlation
Pipeline
Pipeline Summary
1,255 paired data points survived the daily window.
Raw input
1,255
1,255
Normalized
1,255
1,255
Prepared
1,255
1,255
Aligned
1,255
1,255
Invalid removed
Explore
Top 5 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.
R²(i)
27.9%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
1,255
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
+53%
No shift — both series at their actual dates.
1,255 overlapping points at this shift
Baseline
+53%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+53%
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
+36%
89 periods · Return correlation when both series rose
Both Falling
+15%
80 periods · Return correlation when both series fell
Diverging
-62%
80 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
0
A: 0 / B: 0
Series A
Costco Wholesale Corp (COST)
COST
Market cap 442.8B · 341,000 employees
Stock · 1,255 raw → 1,255 prepared
Series B
Sony Group Corporation American Depositary Shares (Each Representing One Share of Dollar Validated Common Stock) (SONY)
SONY
Market cap 116.9B · 112,300 employees
Stock · 1,255 raw → 1,255 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
3
Estimated crossover points between normalized spreads.
Slope
0.0094
Linear regression slope.
Intercept
13.7032
Linear regression intercept.
Saved 2 days ago · ID: stock-cost_stock-sony_5y