In this article, we study the behavior of consecutive values of random completely multiplicative functions $(X_n)_{n \geq 1}$ whose values are i.i.d. at primes. We prove that for $X_2$ uniform on the unit circle, or uniform on the set of roots of unity of a given order, and for fixed $k \geq 1$, $X_{n+1}, \dots, X_{n+k}$ are independent if $n$ is large enough. Moreover, with the same assumption, we prove the almost sure convergence of the empirical measure $N^{-1} \sum_{n=1}^N δ_{(X_{n+1}, \dots, X_{n+k})}$ when $N$ goes to infinity, with an estimate of the rate of convergence. At the end of the paper, we also show that for any probability distribution on the unit circle followed by $X_2$, the empirical measure converges almost surely when $k=1$.