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US Foods Holding Corp. (USFD) vs Smoothed U.S. Recession Probabilities
Correlation
of % moves
-26%
In sync
of periods
30%
History
monthsmonths · through 2026-07
59
These move in the same direction about 30% of the time
Their swing sizes only faintly mirror each other (~7% of the pattern is shared).
Strong enough to use as a signal — check the stability and regime notes below before relying on it.
On a log scale so equal % moves take equal vertical space — best when one series has grown much faster than the other.
What to Watch
USFD moves ~15 months before Smoothed U.S. Recession Probabilities
Watch USFD for an early read on Smoothed U.S. Recession Probabilities.
Flips between sync and inverse
Sometimes the two move together, sometimes opposite. Don't treat this as a stable signal.
Advanced
Statistics
In sync(i)
30%
Headline metric
Movement correlation(i)
-26%
Based on % moves
95% CI
-48% → +0%
Pipeline
Pipeline Summary
59 paired data points survived the monthly window.
Raw input
1,253
710
Normalized
1,253
710
Prepared
61
710
Aligned
59
59
Invalid removed
Likely range of correlation
R²(i)
7%
Variance explained
Significance
n.s.
Statistical confidence
Data points(i)
58
Thin
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: -18 to 18 months.
Selected shift
+15 months
Correlation at this shift
-54%
+28% stronger than no-shift baseline
Smoothed U.S. Recession Probabilities shifted 15 months earlier. Reads: "Does US Foods Holding Corp. (USFD) today line up with Smoothed U.S. Recession Probabilities 15 months from now?"
43 overlapping points at this shift
Baseline
-26%
No-shift correlation, matching the main time-series chart above.
Peak shift
+15 months
-54%
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
-27%
13 periods · Return correlation when both series rose
Both Falling
N/A
4 periods · Return correlation when both series fell
Diverging
-38%
41 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
653
A: 2 / B: 651
Series A
US Foods Holding Corp. (USFD)
USFD
Stock · 1,253 raw → 61 prepared
Series B
Smoothed U.S. Recession Probabilities
RECPROUSM156N
FRED · 710 raw → 710 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
-2.1547
Linear regression slope.
Intercept
0.0226
Linear regression intercept.
Saved 4 months ago · ID: fred-recprousm156n_stock-usfd_monthly_5y