Two similar words with different meanings, comprising of a subtle but important difference.
Complexity: is used to describe a system with many components. A system may have many components but not necessary be difficult to understand.
Complicated: describes a system that is difficult to understand. It’s unrelated to the number of components involved.
Are these concepts linked?
It seems there are many ways to view these two words for example the Cynefin Framework takes these as totally separate domains with complex being the “known unknowns“ and complicated being the “unknown unknowns”. This would argue they are not linked however this may be due to the fact that the author is using the words differently.
In my background of software development, there is a clear positive correlation between the two, meaning if one increases so does the other. Due to the fact that as you add more components you also create more commutation channels, these channels then needs to be managed, handle failures, etc all of which introduces complexity.
Overall, I think how positively correlated they are may change depending on what exactly domain you are discussing, where sometimes the both increase at the same rate and other times at different rates. However I think that by embracing one you are more than likely allowing the other one in also.