Kendall's Tau is a measure of the strength of the relationship between two variables. The calculation for Kendall's Tau returns a value between zero and one. A value of zero means that there is no relationship between the two variables. A value of one means that there is a perfect relationship between the two variables.
Several versions of Kendall's Tau exist, including Tau-A, Tau-B, and Tau-C. This recipe implements Tau-B in DAX, comparing two columns of values.