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MRCI's Inter-Market Correlations

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Multi-Year Correlation Studies as of 05/24/24
DJIA Index and S&P 500 Index
Year DJIA Index S&P 500 Index  
Ending Daily Weekly Daily Weekly Average
 
2023 -26% -25% -56% -46% -38%
2022 55% 40% 59% 34% 47%
2021 75% 57% 84% 56% 68%
2020 2% -3% 36% 20% 14%
2019 55% 18% 51% 12% 34%
2018 84% 55% 83% 48% 67%
2017 86% 73% 87% 70% 79%
2016 5% -10% 7% -13% -3%
2015 81% 32% 77% 29% 55%
2014 79% 44% 85% 46% 64%
2013 82% 49% 85% 54% 67%
2012 73% 40% 59% 29% 50%
2011 76% 52% 69% 39% 59%
2010 8% 14% 19% 25% 17%
2009 -86% -80% -86% -76% -82%
2008 35% 13% 11% -6% 13%
2007 84% 64% 81% 49% 69%
2006 82% 43% 82% 39% 61%
2005 54% 24% 59% 21% 40%
2004 73% 66% 80% 72% 73%
2003 -62% -43% -73% -29% -52%
2002 -29% -14% -67% -49% -40%
2001 -14% -19% -43% -40% -29%
2000 68% 36% 77% 34% 54%
1999 72% 33% 79% 37% 55%
1998 81% 47% 87% 52% 67%
1997 84% 47% 81% 39% 63%
1996 86% 66% 90% 70% 78%
1995 74% 38% 65% 31% 52%
1994 81% 43% 65% 27% 54%
1993 69% 23% 83% 21% 49%
1992 76% 60% 79% 65% 70%
1991 44% 11% 40% 5% 25%
1990 73% 51% 73% 45% 61%
1989 -0% -8% 24% 10% 6%
1988 13% -6% 14% -7% 4%
1987 85% 56% 86% 49% 69%
1986 90% 80% 90% 73% 83%
1985 29% -1% 56% 9% 23%
1984 54% 35% 52% 32% 43%
1983 69% 68% 70% 70% 69%
1982 -48% -44% -45% -42% -45%
1981 72% 57% 80% 52% 65%
1980 -21% -15% 59% 31% 13%
1979 -10% 5% 46% 47% 22%
1978 -81% -76% -78% -66% -75%
1977 42% 7% 49% 6% 26%
1976 75% 71% 81% 72% 75%
1975 -54% -31% -59% -30% -43%
1974 -67% -67% -84% -82% -75%
1973 52% 14% 68% 20% 39%
1972 66% 61% 70% 67% 66%
1971 28% 29% 14% 22% 23%
1970 -82% -74% -89% -84% -82%
1969 45% 16% 65% 17% 36%
1968 31% 30% 68% 66% 49%
1967 -38% -38% -13% -16% -26%
1966 60% 21% 55% 12% 37%
1965 78% 34% 79% 28% 55%
1964 88% 86% 89% 87% 87%
1963 -9% -14% -18% -25% -16%
1962 59% 52% 69% 52% 58%
1961 31% 4% 63% 31% 32%
1960 53% 28% 40% 11% 33%
1959 78% 73% 85% 79% 79%
1958 -57% -54% -54% -49% -53%
1957 29% -1% 23% -7% 11%
1956 77% 39% 80% 39% 58%
1955 88% 73% 91% 75% 82%
1954 67% 52% 48% 25% 48%
1953 68% 18% 68% 20% 44%
1952 65% 25% 70% 28% 47%
1951 83% 64% 83% 63% 73%
1950 69% 59% 58% 44% 57%
1949 -12% -5% -3% 1% -5%
1948 -23% -21% -22% -14% -20%
1947 -10% -17% -39% -37% -26%
1946 82% 58% 85% 55% 70%
1945 78% 25% 87% 26% 54%
1944 59% 49% 62% 45% 54%
1943 35% 37% 54% 56% 46%
1942 -68% -35% -69% -27% -50%
1941 -65% -47% -79% -51% -61%
1940 22% 14% -5% -5% 7%
1939 -18% -6% -16% 3% -9%
1938 -68% -66% -79% -75% -72%
1937 73% 37% 70% 35% 54%
1936 87% 71% 91% 81% 83%
1935 30% 3% -48% -38% -13%
1934 72% 59% 73% 60% 66%
1933 -50% -14% -41% -9% -29%
1932 -75% -40% -76% -39% -58%
1931 -82% -76% -76% -70% -76%
1930 17% 1% 21% 13% 13%
1929 86% 61% 90% 90% 82%
1928 80% 62%     71%
1927 59% 18%     38%
1926 72% 48%     60%

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