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MRCI's Inter-Market Correlations

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Multi-Year Correlation Studies as of 08/11/26
DJIA Index and S&P 500 Index
Year DJIA Index S&P 500 Index  
Ending Daily Weekly Daily Weekly Average
 
2025 79% 88% 83% 92% 86%
2024 85% 60% 87% 56% 72%
2023 -15% 36% -33% 27% 4%
2022 42% 64% 53% 75% 58%
2021 86% 83% 93% 92% 88%
2020 23% 46% 56% 70% 49%
2019 67% 86% 67% 87% 77%
2018 87% 91% 89% 92% 90%
2017 85% 75% 85% 77% 81%
2016 8% 56% 19% 69% 38%
2015 82% 90% 87% 94% 88%
2014 82% 90% 90% 94% 89%
2013 82% 84% 85% 82% 83%
2012 61% 79% 49% 72% 65%
2011 82% 85% 77% 85% 82%
2010 32% -46% 30% -49% -8%
2009 -85% -76% -85% -79% -81%
2008 10% 54% -6% 42% 25%
2007 90% 89% 89% 92% 90%
2006 75% 80% 81% 90% 82%
2005 60% 79% 78% 88% 77%
2004 82% 28% 87% 11% 52%
2003 -64% -76% -71% -86% -74%
2002 -69% -69% -82% -83% -76%
2001 -21% 48% -53% 12% -4%
2000 55% 76% 74% 88% 73%
1999 74% 88% 81% 91% 84%
1998 84% 91% 92% 94% 90%
1997 90% 94% 91% 95% 93%
1996 86% 88% 90% 88% 88%
1995 84% 91% 76% 84% 84%
1994 79% 87% 68% 86% 80%
1993 68% 85% 84% 91% 82%
1992 74% 75% 75% 74% 74%
1991 37% 75% 35% 74% 55%
1990 82% 86% 84% 88% 85%
1989 28% 39% 38% 46% 38%
1988 -1% 50% 2% 52% 26%
1987 84% 89% 84% 91% 87%
1986 87% 81% 88% 85% 85%
1985 64% 78% 74% 85% 75%
1984 50% 74% 54% 74% 63%
1983 83% 56% 80% 52% 68%
1982 -83% -14% -75% 14% -40%
1981 79% 79% 89% 92% 85%
1980 13% 41% 72% 83% 52%
1979 1% -57% 54% 6% 1%
1978 -77% -52% -57% -8% -49%
1977 19% 66% 46% 77% 52%
1976 72% 33% 75% 13% 48%
1975 -44% -67% -55% -76% -61%
1974 -74% -42% -83% -46% -61%
1973 28% 56% 49% 73% 51%
1972 59% 64% 69% 63% 64%
1971 52% -24% 34% -26% 9%
1970 -86% -68% -87% -55% -74%
1969 17% 55% 57% 80% 52%
1968 45% -28% 75% 44% 34%
1967 -39% -27% -3% 12% -14%
1966 42% 73% 44% 77% 59%
1965 78% 90% 82% 92% 86%
1964 85% 62% 88% 60% 74%
1963 -0% 26% -5% 34% 14%
1962 3% 14% 28% 48% 23%
1961 36% 66% 61% 71% 58%
1960 56% 80% 47% 80% 66%
1959 86% 74% 87% 72% 80%
1958 -54% -36% -50% -32% -43%
1957 31% 75% 35% 78% 55%
1956 82% 91% 88% 94% 89%
1955 91% 88% 93% 86% 90%
1954 74% 76% 62% 74% 71%
1953 54% 80% 60% 83% 69%
1952 75% 88% 82% 93% 84%
1951 86% 88% 88% 88% 87%
1950 79% 69% 75% 67% 72%
1949 -42% 2% -24% -3% -17%
1948 5% -40% 1% -48% -21%
1947 -36% 37% -53% 24% -7%
1946 89% 91% 90% 93% 91%
1945 85% 91% 88% 93% 89%
1944 67% 75% 72% 80% 73%
1943 60% 19% 66% 29% 44%
1942 -70% -82% -73% -86% -78%
1941 -60% -63% -71% -75% -68%
1940 -20% 30% -40% 5% -6%
1939 -4% -54% -16% -66% -35%
1938 -73% -37% -81% -44% -59%
1937 81% 90% 76% 88% 84%
1936 90% 87% 92% 76% 86%
1935 58% 79% -38% 48% 37%
1934 70% 42% 65% 43% 55%
1933 -27% -70% -17% -66% -45%
1932 -90% -92% -93% -93% -92%
1931 -89% -80% -90% -76% -84%
1930 -17% 39% 1% 35% 15%
1929 91% 93% 88% 87% 90%
1928 86% 86%     86%
1927 85% 92%     88%
1926 85% 91%     88%

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