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Correlation
of values
+30%
In sync
of periods
51%
History
daysdays · through 2026-09-14
9,273
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)
+30%
Based on values
95% CI
+28% → +32%
Pipeline
Pipeline Summary
9,273 paired data points survived the daily window.
Raw input
9,273
15,232
Normalized
9,273
15,232
Prepared
9,273
15,232
Aligned
9,273
9,273
Invalid removed
Likely range of correlation
R²(i)
9%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points(i)
9,273
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
+30%
No shift — both series at their actual dates.
9,273 overlapping points at this shift
Baseline
+30%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+30%
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
N/A
1 periods · Return correlation when both series rose
Both Falling
+77%
5 periods · Return correlation when both series fell
Diverging
N/A
4 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
5,959
A: 0 / B: 5959
Series A
VIX
VIXCLS
FRED · 9,273 raw → 9,273 prepared
Series B
US Economic Policy Uncertainty
USEPUINDXD
FRED · 15,232 raw → 15,232 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
2,380
Estimated crossover points between normalized spreads.
Slope
3.7211
Linear regression slope.
Intercept
45.0722
Linear regression intercept.
Saved 4 months ago · ID: fred-usepuindxd_fred-vixcls_daily_5y