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MRCI's Inter-Market Correlations

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Multi-Year Correlation Studies as of 04/23/24
DJIA Index and S&P 500 Index
Year DJIA Index S&P 500 Index  
Ending Daily Weekly Daily Weekly Average
 
2023 -27% -29% -60% -52% -42%
2022 59% 40% 64% 33% 49%
2021 69% 50% 81% 49% 62%
2020 12% 0% 38% 19% 17%
2019 52% 13% 45% 5% 29%
2018 83% 51% 81% 43% 64%
2017 83% 69% 84% 65% 75%
2016 -2% -16% 1% -19% -9%
2015 79% 26% 75% 23% 50%
2014 76% 39% 83% 40% 60%
2013 78% 41% 81% 46% 61%
2012 71% 36% 55% 24% 46%
2011 71% 47% 63% 33% 54%
2010 4% 16% 17% 28% 16%
2009 -85% -79% -86% -74% -81%
2008 34% 9% 12% -9% 12%
2007 81% 57% 77% 41% 64%
2006 79% 36% 80% 33% 57%
2005 55% 21% 57% 16% 37%
2004 72% 66% 80% 73% 73%
2003 -62% -40% -74% -25% -50%
2002 -27% -11% -64% -44% -37%
2001 -22% -25% -37% -40% -31%
2000 68% 33% 76% 29% 52%
1999 65% 24% 75% 29% 48%
1998 78% 40% 85% 45% 62%
1997 81% 40% 77% 31% 57%
1996 84% 62% 88% 66% 75%
1995 68% 28% 53% 17% 41%
1994 82% 39% 68% 24% 53%
1993 66% 16% 81% 14% 44%
1992 72% 55% 78% 61% 66%
1991 37% 3% 30% -5% 16%
1990 70% 47% 71% 41% 57%
1989 -11% -18% 13% -0% -4%
1988 16% -7% 19% -9% 5%
1987 83% 51% 84% 43% 65%
1986 88% 77% 88% 68% 80%
1985 21% -8% 45% -1% 14%
1984 55% 33% 53% 30% 43%
1983 62% 63% 62% 64% 63%
1982 -45% -43% -43% -44% -44%
1981 69% 52% 79% 48% 62%
1980 -18% -15% 58% 27% 13%
1979 -11% 8% 45% 49% 23%
1978 -82% -77% -84% -71% -79%
1977 45% 4% 52% 2% 26%
1976 71% 69% 78% 71% 72%
1975 -61% -33% -64% -30% -47%
1974 -63% -64% -81% -80% -72%
1973 59% 13% 74% 18% 41%
1972 63% 57% 67% 64% 63%
1971 17% 25% 3% 18% 16%
1970 -78% -70% -87% -82% -79%
1969 38% 8% 61% 9% 29%
1968 26% 29% 64% 63% 45%
1967 -42% -41% -28% -27% -34%
1966 65% 19% 59% 10% 38%
1965 74% 27% 76% 21% 49%
1964 86% 84% 87% 85% 86%
1963 -19% -23% -31% -36% -27%
1962 67% 59% 75% 55% 64%
1961 17% -6% 51% 19% 20%
1960 55% 26% 42% 8% 33%
1959 74% 69% 83% 75% 75%
1958 -56% -53% -55% -50% -53%
1957 24% -7% 19% -13% 6%
1956 75% 34% 78% 33% 55%
1955 86% 69% 90% 71% 79%
1954 59% 42% 30% 8% 35%
1953 69% 14% 70% 16% 42%
1952 65% 21% 69% 22% 44%
1951 81% 59% 81% 59% 70%
1950 61% 52% 47% 33% 48%
1949 -7% -2% 4% 5% 0%
1948 -28% -24% -27% -16% -24%
1947 -3% -16% -31% -36% -22%
1946 79% 53% 83% 49% 66%
1945 73% 17% 84% 16% 47%
1944 58% 46% 60% 41% 51%
1943 21% 31% 42% 50% 36%
1942 -62% -27% -63% -18% -43%
1941 -60% -41% -77% -46% -56%
1940 28% 19% 4% 2% 13%
1939 -15% -1% -11% 9% -4%
1938 -62% -62% -76% -73% -68%
1937 74% 33% 71% 32% 52%
1936 86% 68% 91% 79% 81%
1935 18% -5% -54% -45% -21%
1934 72% 60% 75% 62% 67%
1933 -53% -12% -45% -7% -29%
1932 -72% -34% -72% -32% -52%
1931 -80% -73% -73% -66% -73%
1930 20% -0% 23% 12% 14%
1929 84% 56% 88% 89% 79%
1928 77% 56%     66%
1927 53% 10%     32%
1926 73% 46%     59%

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