I think you are confusing the Pearson correlation coefficient (r) with the Coefficient of Determination (RSquare).
From Fit Y by X, Multivariate, AND Graph Builder, I get the same value for r, which is -0.981. I have included the Graph Builder report that shows this in the upper-left of the graph.
If I fit a linear regression line to the data I get an RSquare of 0.962 from both Graph Builder and Fit Y by X.
Graph Builder report for RSquare.
Dan Obermiller