  We study the dynamics of correlation and variance in systems under the load
of environmental factors. A universal effect in ensembles of similar systems
under the load of similar factors is described: in crisis, typically, even
before obvious symptoms of crisis appear, correlation increases, and, at the
same time, variance (and volatility) increases too. This effect is supported by
many experiments and observations of groups of humans, mice, trees, grassy
plants, and on financial time series.
  A general approach to the explanation of the effect through dynamics of
individual adaptation of similar non-interactive individuals to a similar
system of external factors is developed. Qualitatively, this approach follows
Selye's idea about adaptation energy.
