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MRCI's Inter-Market Correlations

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Multi-Year Correlation Studies as of 05/21/24
DJIA Index and S&P 500 Index
Year DJIA Index S&P 500 Index  
Ending Daily Weekly Daily Weekly Average
 
2023 -26% -25% -57% -46% -38%
2022 56% 40% 60% 34% 48%
2021 74% 57% 84% 56% 68%
2020 3% -3% 36% 20% 14%
2019 55% 19% 50% 12% 34%
2018 84% 55% 82% 48% 67%
2017 85% 73% 87% 70% 79%
2016 4% -10% 7% -13% -3%
2015 81% 32% 77% 29% 55%
2014 78% 45% 85% 46% 64%
2013 81% 49% 84% 54% 67%
2012 73% 40% 59% 29% 50%
2011 75% 52% 68% 39% 59%
2010 8% 14% 20% 25% 17%
2009 -86% -80% -86% -76% -82%
2008 35% 13% 11% -6% 13%
2007 84% 64% 81% 49% 69%
2006 82% 43% 82% 39% 61%
2005 54% 24% 59% 21% 40%
2004 73% 66% 80% 72% 72%
2003 -62% -43% -73% -29% -52%
2002 -29% -14% -66% -49% -40%
2001 -16% -18% -43% -39% -29%
2000 68% 36% 77% 34% 54%
1999 71% 34% 78% 37% 55%
1998 81% 47% 87% 52% 67%
1997 83% 47% 80% 39% 62%
1996 86% 67% 90% 70% 78%
1995 73% 38% 63% 31% 51%
1994 81% 43% 65% 27% 54%
1993 69% 23% 82% 21% 49%
1992 76% 60% 79% 65% 70%
1991 43% 11% 39% 5% 25%
1990 73% 52% 73% 45% 61%
1989 -3% -8% 21% 10% 5%
1988 13% -5% 15% -7% 4%
1987 85% 56% 86% 49% 69%
1986 89% 80% 90% 73% 83%
1985 27% -1% 54% 9% 22%
1984 54% 35% 53% 32% 43%
1983 68% 68% 69% 70% 69%
1982 -47% -44% -44% -42% -44%
1981 72% 57% 80% 52% 65%
1980 -22% -15% 59% 32% 13%
1979 -10% 4% 46% 47% 22%
1978 -81% -76% -79% -66% -75%
1977 42% 7% 50% 6% 27%
1976 75% 71% 81% 72% 75%
1975 -54% -31% -59% -30% -44%
1974 -67% -67% -84% -82% -75%
1973 54% 14% 70% 20% 39%
1972 65% 61% 70% 67% 66%
1971 27% 29% 13% 22% 23%
1970 -81% -74% -89% -84% -82%
1969 44% 16% 65% 17% 35%
1968 31% 30% 67% 66% 48%
1967 -38% -38% -14% -16% -27%
1966 61% 21% 56% 12% 38%
1965 78% 34% 79% 28% 55%
1964 88% 86% 89% 87% 87%
1963 -10% -14% -19% -25% -17%
1962 61% 52% 71% 52% 59%
1961 28% 5% 60% 31% 31%
1960 53% 28% 40% 11% 33%
1959 78% 73% 85% 79% 79%
1958 -57% -54% -54% -49% -53%
1957 28% -1% 22% -7% 11%
1956 77% 39% 80% 39% 58%
1955 88% 73% 91% 75% 82%
1954 66% 53% 46% 25% 47%
1953 68% 18% 68% 20% 44%
1952 65% 25% 70% 28% 47%
1951 83% 64% 83% 63% 73%
1950 68% 60% 56% 44% 57%
1949 -11% -5% -2% 1% -4%
1948 -24% -21% -23% -14% -20%
1947 -9% -17% -38% -37% -25%
1946 82% 59% 85% 55% 70%
1945 77% 26% 86% 26% 54%
1944 59% 49% 62% 45% 54%
1943 33% 38% 53% 56% 45%
1942 -68% -36% -69% -27% -50%
1941 -65% -47% -79% -51% -61%
1940 25% 14% -1% -5% 8%
1939 -18% -6% -16% 3% -9%
1938 -67% -66% -79% -75% -72%
1937 73% 37% 70% 35% 54%
1936 86% 71% 91% 81% 83%
1935 29% 4% -49% -38% -14%
1934 72% 59% 74% 60% 66%
1933 -51% -14% -42% -9% -29%
1932 -75% -40% -76% -39% -57%
1931 -82% -76% -76% -70% -76%
1930 17% 1% 22% 13% 13%
1929 86% 61% 90% 90% 82%
1928 80% 62%     71%
1927 58% 18%     38%
1926 72% 48%     60%

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