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MRCI's Inter-Market Correlations

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Multi-Year Correlation Studies as of 12/11/17
Dow Jones and S&P 500 Index
Year DJIA Index S&P 500 Index  
Ending Daily Weekly Daily Weekly Average
 
2017 33% 43% 33% 44% 39%
2016 59% 67% 76% 71% 68%
2015 94% 85% 96% 87% 91%
2014 93% 91% 95% 93% 93%
2013 69% 70% 58% 65% 66%
2012 70% 68% 60% 62% 65%
2011 84% 38% 84% 35% 60%
2010 -60% -72% -61% -71% -66%
2009 -77% -49% -78% -60% -66%
2008 91% 90% 88% 85% 89%
2007 87% 87% 88% 84% 87%
2006 37% 47% 78% 68% 58%
2005 80% 78% 88% 83% 82%
2004 -9% -31% -20% -44% -26%
2003 -72% -77% -87% -83% -80%
2002 -57% -58% -85% -78% -69%
2001 39% 58% 71% 69% 59%
2000 87% 86% 91% 84% 87%
1999 79% 77% 90% 85% 83%
1998 94% 90% 94% 90% 92%
1997 97% 93% 97% 92% 95%
1996 88% 89% 86% 86% 87%
1995 82% 83% 50% 59% 68%
1994 88% 80% 92% 84% 86%
1993 83% 82% 89% 82% 84%
1992 67% 66% 73% 68% 68%
1991 46% 62% 36% 56% 50%
1990 94% 63% 92% 69% 79%
1989 -40% 2% -32% 5% -16%
1988 72% 78% 71% 77% 74%
1987 94% 92% 93% 89% 92%
1986 85% 76% 89% 85% 84%
1985 13% 44% 27% 47% 33%
1984 92% 91% 90% 89% 91%
1983 -20% -20% -34% -24% -24%
1982 24% 40% 50% 61% 44%
1981 62% 56% 86% 84% 72%
1980 38% 7% 77% 73% 49%
1979 -58% -69% -16% -38% -45%
1978 -81% -16% -53% 20% -33%
1977 86% 83% 89% 84% 86%
1976 15% -19% 1% -35% -9%
1975 -91% -92% -93% -94% -93%
1974 -25% 8% -13% 26% -1%
1973 72% 67% 85% 73% 74%
1972 73% 48% 67% 40% 57%
1971 -80% -84% -84% -87% -84%
1970 -34% -25% 1% 24% -8%
1969 56% 61% 81% 81% 70%
1968 -10% -26% 42% 32% 9%
1967 -50% -22% -45% -16% -33%
1966 90% 81% 91% 79% 85%
1965 96% 88% 97% 87% 92%
1964 57% 31% 50% 32% 43%
1963 -52% -15% -40% 6% -25%
1962 80% 71% 89% 87% 82%
1961 -19% 33% -33% 28% 2%
1960 93% 93% 92% 91% 92%
1959 40% 20% 40% 18% 30%
1958 -43% -5% -41% -2% -23%
1957 79% 72% 85% 76% 78%
1956 97% 93% 97% 94% 95%
1955 87% 88% 81% 82% 85%
1954 26% 39% 9% 38% 28%
1953 74% 67% 89% 75% 76%
1952 93% 85% 94% 85% 89%
1951 93% 92% 92% 88% 91%
1950 12% 15% 1% 9% 9%
1949 27% -5% 33% -5% 13%
1948 -54% -26% -68% -48% -49%
1947 48% 64% 46% 62% 55%
1946 95% 95% 95% 94% 95%
1945 77% 66% 82% 68% 73%
1944 87% 72% 88% 80% 82%
1943 -67% -67% -65% -65% -66%
1942 -66% -71% -71% -76% -71%
1941 -42% -26% -56% -45% -42%
1940 55% 4% 44% -9% 24%
1939 -61% -64% -71% -74% -67%
1938 3% 35% -7% 30% 15%
1937 96% 93% 96% 95% 95%
1936 82% 76% 37% 28% 56%
1935 56% 64% 36% 50% 51%
1934 58% -9% 58% -3% 26%
1933 -88% -78% -88% -79% -83%
1932 -92% -87% -90% -86% -89%
1931 -81% -44% -67% -35% -57%
1930 77% 80% 80% 79% 79%
1929 94% 92% 89% 88% 91%
1928 83% 78%     81%
1927 76% 72%     74%
1926 96% 95%     95%
1925 39% 26%     32%
1924 13% 47%     30%

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