The Pearson correlation coefficient is scale-invariant. Therefore the correlation $cor(x,y)$ remains the same if $x$ or $y$ is linearly transformed (i.e., $x - 1$ or $2x$).
I am interested in a correlation coefficient that is sensitive to linear transformation. If $cor(x,y) = 1.00$, I want $cor(x-1, y) < 1$. In other words, I want a strict correlation coefficient that requires $x = y$ in order for $r = 1.00$.
One idea I had was to modify the covariance term $\Sigma (x - \bar x)(y - \bar y)$ to shrink when the means of $x$ and $y$ diverge, but I am uneasy about creating a monster statistic with intractable properties. In principle, I am looking for something like $\Sigma (x - \bar x)(y - \bar y) - (|\bar x - \bar y |)$.
Is there an existing method to achieve this type of "strict" correlation coefficient?