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MRCI's Inter-Market Correlations

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Multi-Year Correlation Studies as of 02/10/12
Dow Jones and S&P 500 Index
Year DJIA Index S&P 500 Index  
Ending Daily Weekly Daily Weekly Average
 
2011 43% 76% 26% 66% 53%
2010 -14% -71% -39% -75% -50%
2009 -29% -53% -3% -43% -32%
2008 14% 74% 7% 70% 41%
2007 37% 64% 13% 55% 42%
2006 30% 46% 10% 61% 37%
2005 56% 77% 40% 70% 61%
2004 17% -9% -7% -18% -4%
2003 12% -47% 22% -46% -15%
2002 20% -25% 2% -58% -15%
2001 -13% 18% 13% 48% 16%
2000 50% 73% 40% 71% 58%
1999 75% 79% 43% 70% 67%
1998 26% 74% -3% 58% 39%
1997 45% 78% 14% 65% 51%
1996 35% 63% -1% 45% 36%
1995 14% 69% -18% 40% 26%
1994 42% 59% 16% 63% 45%
1993 59% 80% 28% 65% 58%
1992 55% 50% 31% 45% 45%
1991 36% 56% 40% 43% 44%
1990 19% 66% -12% 51% 31%
1989 14% -54% 1% -56% -24%
1988 1% 52% 3% 47% 26%
1987 57% 82% 34% 70% 61%
1986 45% 68% 28% 66% 52%
1985 -46% -1% -38% -2% -22%
1984 40% 82% 18% 74% 54%
1983 15% -19% -10% -29% -11%
1982 8% 34% 15% 49% 26%
1981 -5% 24% -18% 37% 9%
1980 2% 19% -10% 32% 11%
1979 -33% -72% -40% -51% -49%
1978 -19% -58% -1% -35% -28%
1977 52% 76% 26% 63% 55%
1976 56% 22% 38% 13% 32%
1975 -9% -54% 12% -47% -24%
1974 -33% -23% -2% -1% -15%
1973 45% 56% 21% 55% 44%
1972 64% 85% 56% 80% 71%
1971 -15% -63% -17% -59% -39%
1970 -16% -8% 4% 15% -2%
1969 8% 32% -17% 38% 15%
1968 24% -16% 15% 29% 13%
1967 6% -4% 39% 20% 15%
1966 37% 75% 7% 62% 45%
1965 38% 77% 15% 66% 49%
1964 49% 59% 23% 48% 45%
1963 -6% -23% 16% 2% -3%
1962 38% 57% 20% 59% 43%
1961 -4% -7% 12% -13% -3%
1960 42% 80% 28% 73% 56%
1959 19% 12% -9% -3% 5%
1958 3% -31% 11% -27% -11%
1957 31% 68% 19% 62% 45%
1956 31% 76% -2% 61% 41%
1955 34% 63% 2% 46% 36%
1954 36% 51% 43% 41% 43%
1953 16% 61% 6% 61% 36%
1952 30% 76% 10% 68% 46%
1951 40% 79% 9% 64% 48%
1950 6% 4% -28% -22% -10%
1949 0% 16% -10% 3% 2%
1948 5% -67% -6% -68% -34%
1947 31% 69% 49% 69% 55%
1946 32% 66% 7% 54% 40%
1945 27% 48% 3% 39% 29%
1944 51% 80% 30% 71% 58%
1943 -22% -63% -31% -63% -45%
1942 -65% -55% -39% -44% -51%
1941 -24% -21% -5% -23% -18%
1940 -48% 40% -50% 22% -9%
1939 -19% -74% -45% -77% -54%
1938 -19% 7% 12% 13% 3%
1937 29% 75% 9% 66% 45%
1936 24% 56% -13% 9% 19%
1935 45% 51% 48% 27% 43%
1934 18% 42% -9% 33% 21%
1933 -62% -83% -55% -78% -69%
1932 -28% -74% 7% -59% -38%
1931 -18% -68% 5% -52% -33%
1930 -7% 60% -13% 52% 23%
1929 31% 66% -22% -21% 13%
1928 13% 50%     31%
1927 -32% 58%     13%
1926 28% 71%     49%
1925 28% 33%     30%
1924 21% 35%     28%

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