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MRCI's Inter-Market Correlations

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Multi-Year Correlation Studies as of 02/21/18
Dow Jones and S&P 500 Index
Year DJIA Index S&P 500 Index  
Ending Daily Weekly Daily Weekly Average
 
2017 80% 63% 73% 61% 69%
2016 -11% 36% 4% 54% 21%
2015 92% 89% 92% 92% 91%
2014 92% 92% 96% 94% 94%
2013 81% 78% 85% 73% 79%
2012 63% 79% 48% 69% 64%
2011 84% 89% 80% 89% 86%
2010 5% -53% 4% -56% -25%
2009 -94% -82% -92% -84% -88%
2008 61% 79% 48% 72% 65%
2007 96% 92% 91% 92% 93%
2006 69% 60% 87% 84% 75%
2005 69% 83% 83% 90% 81%
2004 83% 14% 85% -7% 44%
2003 -67% -79% -81% -88% -79%
2002 -62% -61% -85% -85% -73%
2001 -15% 42% 7% 47% 20%
2000 84% 87% 87% 90% 87%
1999 70% 82% 88% 92% 83%
1998 87% 91% 92% 94% 91%
1997 97% 96% 95% 96% 96%
1996 94% 93% 95% 90% 93%
1995 66% 81% 18% 60% 56%
1994 95% 89% 94% 91% 92%
1993 69% 77% 89% 83% 80%
1992 81% 77% 87% 80% 81%
1991 -13% 53% -33% 47% 14%
1990 88% 90% 87% 90% 89%
1989 -19% -8% -9% -2% -10%
1988 25% 57% 24% 57% 41%
1987 92% 94% 92% 93% 93%
1986 92% 86% 93% 91% 90%
1985 -6% 40% 17% 53% 26%
1984 82% 89% 79% 87% 84%
1983 64% 18% 48% 5% 34%
1982 -61% 14% -45% 41% -13%
1981 69% 72% 86% 90% 79%
1980 5% 42% 69% 84% 50%
1979 -9% -60% 32% -18% -14%
1978 -94% -67% -90% -34% -71%
1977 67% 77% 79% 81% 76%
1976 79% 22% 81% 1% 46%
1975 -87% -92% -89% -93% -90%
1974 -67% -30% -73% -23% -48%
1973 87% 77% 93% 85% 85%
1972 65% 70% 76% 67% 69%
1971 -9% -57% -32% -64% -41%
1970 -81% -53% -78% -18% -58%
1969 51% 69% 74% 81% 69%
1968 61% -22% 83% 39% 40%
1967 -67% -51% -57% -36% -52%
1966 88% 89% 87% 88% 88%
1965 93% 91% 93% 90% 92%
1964 94% 58% 95% 53% 75%
1963 -51% -20% -51% -7% -32%
1962 85% 78% 91% 90% 86%
1961 -50% 15% -10% 26% -5%
1960 83% 89% 74% 86% 83%
1959 79% 62% 79% 59% 70%
1958 -70% -52% -73% -51% -62%
1957 36% 69% 43% 74% 56%
1956 91% 93% 92% 95% 93%
1955 97% 93% 97% 88% 94%
1954 20% 52% -13% 37% 24%
1953 70% 78% 87% 87% 81%
1952 85% 89% 89% 92% 89%
1951 94% 95% 95% 94% 94%
1950 55% 49% 28% 36% 42%
1949 -6% 22% 12% 23% 13%
1948 -16% -56% -37% -71% -45%
1947 -13% 45% -22% 41% 13%
1946 96% 97% 97% 96% 97%
1945 81% 79% 83% 81% 81%
1944 76% 82% 80% 86% 81%
1943 -15% -39% -6% -34% -23%
1942 -75% -78% -78% -80% -78%
1941 -61% -56% -70% -67% -63%
1940 22% 58% -5% 43% 29%
1939 -8% -54% -21% -66% -37%
1938 -71% -24% -76% -29% -50%
1937 95% 94% 94% 95% 95%
1936 95% 89% 88% 61% 83%
1935 5% 64% -60% 39% 12%
1934 80% 51% 74% 52% 64%
1933 -71% -84% -66% -84% -76%
1932 -93% -93% -92% -92% -92%
1931 -87% -82% -84% -72% -81%
1930 21% 58% 28% 57% 41%
1929 94% 96% 93% 94% 94%
1928 90% 89%     89%
1927 50% 73%     62%
1926 96% 96%     96%
1925 91% 63%     77%
1924 -36% 35%     -1%

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