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MRCI's Inter-Market Correlations

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Multi-Year Correlation Studies as of 01/15/21
Dow Jones and S&P 500 Index
Year DJIA Index S&P 500 Index  
Ending Daily Weekly Daily Weekly Average
 
2019 34% 48% 57% 66% 52%
2018 42% 53% 76% 79% 63%
2017 28% 36% 46% 55% 41%
2016 1% 29% 38% 54% 30%
2015 42% 55% 74% 78% 62%
2014 30% 42% 74% 76% 55%
2013 14% 39% 43% 56% 38%
2012 6% 36% 25% 50% 29%
2011 33% 11% 61% 26% 33%
2010 -1% -28% -26% -50% -26%
2009 -47% -35% -74% -62% -54%
2008 28% 44% 55% 65% 48%
2007 37% 49% 71% 75% 58%
2006 36% 45% 74% 70% 56%
2005 35% 35% 67% 63% 50%
2004 17% -12% 6% -29% -5%
2003 -53% -58% -77% -76% -66%
2002 -23% -34% -56% -58% -43%
2001 26% 39% 24% 46% 34%
2000 27% 44% 66% 74% 53%
1999 13% 38% 60% 69% 45%
1998 38% 51% 77% 80% 62%
1997 40% 55% 75% 81% 63%
1996 35% 48% 70% 75% 57%
1995 42% 55% 50% 61% 52%
1994 38% 53% 69% 75% 59%
1993 21% 36% 72% 72% 50%
1992 8% 30% 46% 55% 35%
1991 1% 32% 12% 45% 22%
1990 41% 36% 75% 66% 55%
1989 -8% 19% -23% 15% 1%
1988 0% 27% 29% 50% 27%
1987 24% 42% 62% 72% 50%
1986 43% 44% 69% 71% 57%
1985 49% 49% 48% 54% 50%
1984 28% 35% 62% 63% 47%
1983 31% 31% 16% 20% 25%
1982 -23% 2% 19% 46% 11%
1981 68% 69% 89% 91% 79%
1980 4% -17% 60% 62% 27%
1979 -19% -41% -1% -25% -21%
1978 -43% -5% -50% 15% -21%
1977 19% 33% 61% 63% 44%
1976 -15% -30% -6% -37% -22%
1975 -56% -62% -81% -83% -70%
1974 -10% 10% -31% 10% -5%
1973 25% 43% 64% 67% 50%
1972 1% -8% 37% 15% 11%
1971 -12% -30% -44% -56% -36%
1970 -34% -24% -17% 10% -16%
1969 47% 43% 76% 74% 60%
1968 -20% -30% 29% 23% 0%
1967 -29% -8% -45% -15% -24%
1966 43% 54% 72% 74% 61%
1965 34% 46% 71% 71% 55%
1964 13% 5% 39% 27% 21%
1963 -6% 14% -28% 15% -1%
1962 17% 17% 62% 64% 40%
1961 12% 39% 1% 42% 24%
1960 32% 44% 64% 71% 53%
1959 44% 34% 55% 39% 43%
1958 -40% -9% -50% -8% -27%
1957 15% 40% 50% 62% 42%
1956 41% 52% 77% 81% 63%
1955 41% 48% 72% 74% 59%
1954 17% 39% 5% 42% 26%
1953 55% 56% 76% 72% 65%
1952 33% 49% 69% 75% 56%
1951 32% 42% 70% 72% 54%
1950 46% 47% 39% 40% 43%
1949 2% -21% 18% -18% -5%
1948 -14% 2% -44% -30% -21%
1947 -5% 24% 10% 39% 17%
1946 46% 57% 77% 83% 66%
1945 44% 50% 69% 66% 57%
1944 15% 18% 54% 56% 36%
1943 17% -13% -12% -36% -11%
1942 -25% -35% -52% -61% -43%
1941 -16% -3% -46% -35% -25%
1940 45% 9% 47% -6% 24%
1939 1% -11% -34% -46% -23%
1938 -31% 9% -40% 11% -13%
1937 41% 53% 72% 77% 61%
1936 46% 55% 61% 59% 55%
1935 28% 48% 12% 44% 33%
1934 27% -16% 52% -6% 14%
1933 -26% -43% -55% -63% -47%
1932 -44% -50% -77% -73% -61%
1931 -49% -30% -72% -44% -49%
1930 7% 29% 41% 39% 29%
1929 51% 61% 64% 62% 59%
1928 44% 53%     48%
1927 54% 57%     55%
1926 46% 54%     50%
1925 48% 48%     48%
1924 -1% 31%     15%

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