I calculated both Pearson and Spearman correlation coefficients on time series data of weekly returns of two assets (around 470 observations each). I got 0.017 for the Pearson correlation and -0.13977 for the Spearman. Is that realistic? In other words, is it possible to get such different values and even one being negative while the other is positive? Or did I miscalculate along the way?

Many thanks for your help.

Best regards,

Mike