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MRCI's Inter-Market Correlations

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Multi-Year Correlation Studies as of 12/14/17
Dow Jones and S&P 500 Index
Year DJIA Index S&P 500 Index  
Ending Daily Weekly Daily Weekly Average
 
2017 36% 47% 36% 46% 41%
2016 58% 66% 75% 71% 68%
2015 94% 85% 96% 87% 91%
2014 93% 91% 95% 93% 93%
2013 70% 71% 59% 65% 66%
2012 70% 68% 59% 62% 65%
2011 85% 39% 84% 36% 61%
2010 -59% -71% -61% -71% -65%
2009 -77% -51% -78% -62% -67%
2008 91% 90% 88% 85% 88%
2007 88% 87% 89% 84% 87%
2006 39% 48% 79% 68% 59%
2005 80% 78% 88% 84% 83%
2004 -8% -29% -19% -42% -25%
2003 -72% -78% -87% -83% -80%
2002 -57% -59% -85% -78% -70%
2001 39% 57% 70% 68% 58%
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% 87% 88%
1995 81% 83% 49% 59% 68%
1994 88% 81% 92% 85% 87%
1993 83% 82% 89% 83% 84%
1992 67% 65% 73% 69% 68%
1991 45% 61% 36% 56% 50%
1990 94% 64% 92% 70% 80%
1989 -39% 3% -31% 6% -16%
1988 70% 76% 69% 75% 73%
1987 94% 92% 93% 89% 92%
1986 86% 77% 89% 86% 84%
1985 13% 44% 27% 47% 33%
1984 92% 91% 90% 89% 91%
1983 -17% -16% -31% -21% -21%
1982 23% 38% 50% 61% 43%
1981 62% 57% 86% 85% 72%
1980 37% 6% 77% 74% 49%
1979 -58% -69% -16% -39% -46%
1978 -82% -18% -54% 18% -34%
1977 86% 83% 89% 84% 85%
1976 16% -18% 2% -34% -9%
1975 -91% -92% -93% -94% -93%
1974 -29% 4% -17% 22% -5%
1973 73% 68% 85% 73% 75%
1972 72% 48% 67% 40% 57%
1971 -79% -82% -83% -86% -82%
1970 -35% -28% -0% 22% -10%
1969 58% 63% 82% 82% 71%
1968 -10% -26% 43% 33% 10%
1967 -51% -24% -46% -18% -35%
1966 90% 81% 91% 80% 85%
1965 96% 88% 97% 87% 92%
1964 58% 33% 51% 33% 44%
1963 -52% -15% -40% 6% -25%
1962 81% 72% 89% 87% 82%
1961 -19% 33% -33% 28% 2%
1960 93% 93% 92% 91% 92%
1959 41% 24% 41% 21% 32%
1958 -44% -7% -43% -4% -25%
1957 79% 71% 85% 76% 78%
1956 97% 93% 97% 94% 95%
1955 88% 89% 82% 83% 85%
1954 26% 40% 9% 38% 28%
1953 74% 68% 89% 75% 77%
1952 93% 85% 94% 86% 89%
1951 93% 92% 92% 88% 91%
1950 16% 19% 3% 12% 13%
1949 26% -5% 33% -6% 12%
1948 -54% -25% -68% -48% -49%
1947 48% 63% 45% 61% 54%
1946 95% 95% 95% 94% 95%
1945 77% 67% 82% 69% 74%
1944 86% 72% 88% 80% 82%
1943 -66% -66% -64% -64% -65%
1942 -66% -72% -72% -76% -71%
1941 -42% -26% -56% -46% -43%
1940 56% 5% 44% -9% 24%
1939 -60% -63% -70% -73% -67%
1938 -1% 32% -10% 27% 12%
1937 96% 93% 96% 95% 95%
1936 82% 77% 38% 31% 57%
1935 56% 64% 35% 49% 51%
1934 59% -8% 59% -3% 27%
1933 -88% -77% -87% -79% -83%
1932 -93% -87% -90% -86% -89%
1931 -81% -46% -68% -37% -58%
1930 74% 78% 78% 77% 77%
1929 94% 92% 89% 89% 91%
1928 84% 79%     81%
1927 76% 72%     74%
1926 96% 96%     96%
1925 40% 30%     35%
1924 13% 47%     30%

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