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Correlation
of values
+31%
In sync
of periods
51%
History
daysdays · through 2026-07-06
9,223
These move in the same direction about 51% of the time
Their swing sizes only faintly line up (~9% 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.
Advanced
Statistics
In sync(i)
51%
Headline metric
Movement correlation(i)
+31%
Based on values
95% CI
N/A
Pipeline
Pipeline Summary
9,223 paired data points survived the daily window.
Raw input
9,223
15,162
Normalized
9,223
15,162
Prepared
9,223
15,162
Aligned
9,223
9,223
Invalid removed
Likely range
R²(i)
9%
Variance explained
Significance
N/A
Statistical confidence
Data points(i)
9,223
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
+31%
No shift — both series at their actual dates.
9,223 overlapping points at this shift
Baseline
+31%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+31%
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.
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
5,939
A: 0 / B: 5939
Series A
VIX
VIXCLS
FRED · 9,223 raw → 9,223 prepared
Series B
US Economic Policy Uncertainty
USEPUINDXD
FRED · 15,162 raw → 15,162 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
2,386
Estimated crossover points between normalized spreads.
Slope
3.7669
Linear regression slope.
Intercept
43.2748
Linear regression intercept.
Saved 3 months ago · ID: fred-usepuindxd_fred-vixcls_daily_5y