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MRCI's Inter-Market Correlations

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

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