Maths question - testing related datasets

Hello people,

I have 3 sets of XY data. In each dataset as you advance in increasing X direction the Y values are scattered above and below the X axis in what appears to be a random fashion. When you plot the 3 datasets at once the scattering looks related. That is, at each X sample point the 3 Y values look to be similarly distributed. How do I test one dataset’s relatedness to the next dataset? And how do I express that relatedness?

As the data in each set is sampled at the same X values as the others I had a mind to run a linear regression through a series of coordinates made of Y(set 1),Y(set 2), and then the other 2 combinations of Y values. My educational background only dealt with fitting trends to singular datasets, but not comparing one set of data to another. And I wouldn’t know how to express relatedness.

Thanks for any replies