Question: How can I evaluate the correlation between two nonlinear data sets?

I have two data sets (time series) that appear to have similar profiles and am looking to find a way to establish a correlation measure. The linear (Pearson) coefficient is around 0.89, but since this particular function is nonlinear, can anyone suggest a method or routine that can be used to obtain this correlation?

Thank you!

 

Correlation.mw

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