Rescaled range analysis is tested as a method for comparison and evaluation of terrestrial and marine paleoclimatic data from the northwest Atlantic Ocean. We calculated the Hurst exponents (H) of oxygen isotope, foraminifera, dinoflagellate, and pollen–spore records from Ocean Drilling Project Site 646, and compared the Hurst values of these climatic proxies with the corresponding power spectra. Our study reveals differences in Hurst values among several proxy-climatic records from one location. However, higher Hurst values do not contain more information on climatic changes, in contrast to the conclusion of a previous study that compared records from continental and oceanic sites. Therefore, caution is needed when using the Hurst exponent for evaluating the information content of climatic proxies.