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MRCI's Inter-Market Correlations

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Multi-Year Correlation Studies as of 05/10/21
Dow Jones and S&P 500 Index
Year DJIA Index S&P 500 Index  
Ending Daily Weekly Daily Weekly Average
 
2020 -16% 4% 27% 46% 15%
2019 39% 55% 50% 69% 53%
2018 58% 68% 78% 85% 72%
2017 70% 65% 79% 74% 72%
2016 -22% 16% -15% 39% 5%
2015 59% 65% 76% 82% 71%
2014 48% 60% 78% 85% 68%
2013 55% 64% 73% 76% 67%
2012 36% 51% 43% 62% 48%
2011 61% 64% 74% 80% 70%
2010 52% -9% 41% -27% 14%
2009 -71% -71% -85% -84% -77%
2008 1% 32% -5% 36% 16%
2007 66% 71% 83% 87% 77%
2006 69% 68% 82% 85% 76%
2005 36% 50% 67% 74% 57%
2004 71% 36% 85% 21% 53%
2003 -63% -68% -74% -81% -72%
2002 -18% -34% -56% -69% -44%
2001 -19% 23% -57% -1% -13%
2000 26% 45% 64% 77% 53%
1999 46% 59% 72% 81% 64%
1998 58% 67% 84% 89% 74%
1997 62% 69% 82% 86% 75%
1996 65% 70% 82% 85% 76%
1995 70% 73% 72% 80% 74%
1994 55% 62% 61% 72% 63%
1993 31% 50% 79% 78% 59%
1992 47% 55% 62% 67% 58%
1991 16% 45% 21% 57% 35%
1990 49% 61% 65% 77% 63%
1989 18% 25% 16% 24% 21%
1988 -28% 11% -11% 30% 0%
1987 55% 65% 74% 83% 69%
1986 76% 75% 83% 85% 80%
1985 61% 63% 71% 75% 67%
1984 19% 41% 44% 63% 42%
1983 80% 64% 79% 54% 69%
1982 -77% -28% -71% 10% -41%
1981 78% 80% 87% 91% 84%
1980 -35% -6% 50% 67% 19%
1979 19% -29% 45% 3% 9%
1978 -64% -52% -73% -35% -56%
1977 -4% 37% 37% 62% 33%
1976 49% 28% 65% 15% 39%
1975 -40% -54% -59% -74% -57%
1974 -45% -26% -74% -41% -46%
1973 26% 40% 59% 69% 48%
1972 24% 37% 55% 56% 43%
1971 65% 7% 37% -13% 24%
1970 -68% -59% -80% -47% -64%
1969 45% 58% 66% 75% 61%
1968 9% -26% 49% 30% 15%
1967 -28% -24% -13% -3% -17%
1966 47% 57% 66% 75% 61%
1965 51% 61% 73% 79% 66%
1964 57% 47% 77% 57% 59%
1963 9% 22% -10% 17% 9%
1962 24% 28% 58% 68% 44%
1961 39% 52% 61% 68% 55%
1960 20% 45% 33% 63% 40%
1959 75% 72% 83% 74% 76%
1958 -60% -52% -65% -54% -58%
1957 -26% 31% -8% 51% 12%
1956 57% 64% 80% 85% 71%
1955 67% 70% 86% 85% 77%
1954 61% 67% 43% 62% 59%
1953 61% 63% 70% 77% 68%
1952 36% 53% 68% 79% 59%
1951 60% 67% 82% 85% 74%
1950 79% 75% 75% 67% 74%
1949 -26% -9% -16% -4% -14%
1948 -4% -31% -23% -53% -27%
1947 -47% 4% -52% 9% -22%
1946 68% 74% 84% 89% 79%
1945 69% 69% 81% 82% 75%
1944 20% 38% 48% 64% 43%
1943 68% 34% 63% 27% 48%
1942 -61% -64% -74% -76% -69%
1941 -44% -51% -63% -68% -57%
1940 49% 55% 17% 44% 41%
1939 18% -21% -2% -48% -13%
1938 -74% -52% -83% -55% -66%
1937 56% 63% 72% 80% 68%
1936 69% 73% 91% 81% 79%
1935 32% 49% -62% 20% 10%
1934 50% 40% 66% 52% 52%
1933 -18% -43% -34% -61% -39%
1932 -64% -65% -85% -85% -75%
1931 -64% -66% -79% -75% -71%
1930 -19% 18% 5% 33% 9%
1929 73% 77% 83% 82% 79%
1928 68% 71%     69%
1927 67% 63%     65%
1926 53% 62%     57%
1925 79% 72%     75%
1924 -30% 21%     -5%

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