SeriesMagCorrSyncOverlapThrough
Correlation
of % moves
+68%
In sync
of periods
67%
History
daysdays · through 2026-05-01
1,252
These move in the same direction about 67% of the time
When one swings, the other often swings by a similar amount (~46% of the pattern is shared).
Strong enough to use as a signal — check the stability and regime notes below before relying on it.
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Slipping looser
The recent pattern is looser than its long-run baseline — keep an eye on whether this sticks.
Tighter in drawdowns
The relationship is stronger when both prices are falling than when both are rising — typical risk-off behaviour.
Rock solid
The relationship barely changes from period to period — treat it as a reliable signal.
Explore
Advanced
Statistics
In sync(i)
67.4%
Headline metric
Movement correlation(i)
+68%
Based on % moves
95% CI
+65% → +71%
Likely range of correlation
Pipeline
Pipeline Summary
1,252 paired data points survived the daily window.
Raw input
2,515
1,255
Normalized
2,515
1,255
Prepared
2,515
1,255
Aligned
1,252
1,252
Invalid removed
R²(i)
45.9%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
1,252
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
+68%
No shift — both series at their actual dates.
1,252 overlapping points at this shift
Baseline
+68%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+68%
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
+34%
104 periods · Return correlation when both series rose
Both Falling
+62%
79 periods · Return correlation when both series fell
Diverging
-48%
66 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
1,266
A: 1263 / B: 3
Series A
S&P 500
SP500
FRED · 2,515 raw → 2,515 prepared
Series B
SONY
Stock · 1,255 raw → 1,255 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
9
Estimated crossover points between normalized spreads.
Slope
0.0026
Linear regression slope.
Intercept
6.9578
Linear regression intercept.
Saved 5 hours ago · ID: fred-sp500_stock-sony_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.