Figured some people might be interested in this:



Y-axis is correlation, X-axis is the days. That is, day 1 is the first day that both ETH and XMR were trading on Poloniex.

The chart uses a 30 day correlation rolling window.

Correlation for dummies -> http://www.investopedia.com/terms/c/correlation.asp

For what it's worth, the correlation over the whole trading history is ~0.15.