We study the motion of two harmonically coupled particles in a sawtooth potential. The particles are subject to temporally correlated multiplicative noise. The stationary current is calculated in an expansion about the limit of rigid coupling. For two coupled particles a driving mechanism occurs which is different from the one occurring in the case of a single particle. In particular this mechanism does not need diffusion. Depending on the equilibrium distance of the particles and the coupling constant, a current reversal occurs. Possible relevance as a model for motor proteins is discussed.