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MRCI's Inter-Market Correlations

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Multi-Year Correlation Studies as of 09/27/21
Dow Jones and S&P 500 Index
Year DJIA Index S&P 500 Index  
Ending Daily Weekly Daily Weekly Average
 
2020 -1% 8% 55% 61% 31%
2019 60% 61% 65% 74% 65%
2018 73% 76% 86% 88% 81%
2017 84% 83% 89% 87% 86%
2016 12% 34% 21% 50% 29%
2015 57% 64% 73% 79% 68%
2014 69% 73% 87% 90% 80%
2013 78% 79% 86% 86% 82%
2012 54% 61% 53% 68% 59%
2011 70% 67% 67% 74% 69%
2010 78% 10% 78% -5% 40%
2009 -73% -76% -77% -82% -77%
2008 -51% 1% -66% -8% -31%
2007 83% 84% 88% 91% 86%
2006 80% 78% 84% 85% 82%
2005 45% 51% 79% 76% 63%
2004 75% 54% 84% 52% 66%
2003 -41% -56% -47% -67% -53%
2002 -52% -59% -76% -81% -67%
2001 -27% -3% -81% -56% -42%
2000 31% 49% 72% 79% 58%
1999 72% 76% 81% 86% 79%
1998 71% 74% 87% 90% 81%
1997 82% 82% 91% 92% 87%
1996 79% 82% 87% 90% 84%
1995 84% 85% 85% 88% 85%
1994 65% 71% 54% 70% 65%
1993 60% 66% 86% 86% 75%
1992 66% 70% 70% 76% 70%
1991 50% 60% 59% 69% 60%
1990 61% 69% 60% 75% 66%
1989 76% 49% 82% 52% 65%
1988 -40% -1% -28% 14% -14%
1987 78% 79% 86% 90% 83%
1986 88% 88% 91% 92% 90%
1985 79% 78% 88% 86% 83%
1984 7% 40% 26% 58% 32%
1983 90% 84% 92% 81% 87%
1982 -77% -51% -83% -31% -61%
1981 68% 74% 76% 84% 75%
1980 29% 34% 78% 81% 55%
1979 41% -10% 70% 48% 37%
1978 -54% -63% -23% -36% -44%
1977 -41% 14% 6% 47% 6%
1976 67% 61% 76% 60% 66%
1975 -9% -34% -27% -56% -31%
1974 -69% -70% -87% -83% -77%
1973 -9% 8% 20% 45% 16%
1972 43% 55% 68% 73% 60%
1971 80% 38% 65% 22% 51%
1970 -80% -78% -89% -77% -81%
1969 -2% 16% 28% 54% 24%
1968 29% 2% 65% 61% 39%
1967 -13% -18% 26% 26% 5%
1966 -16% 20% -12% 33% 6%
1965 64% 67% 75% 80% 71%
1964 77% 72% 86% 80% 79%
1963 39% 30% 29% 27% 31%
1962 -34% -13% -9% 28% -7%
1961 74% 72% 86% 83% 79%
1960 11% 42% 5% 53% 28%
1959 87% 87% 91% 88% 88%
1958 -15% -28% -10% -28% -20%
1957 -10% 33% -8% 45% 15%
1956 71% 70% 84% 85% 78%
1955 83% 84% 92% 93% 88%
1954 80% 83% 78% 81% 81%
1953 33% 51% 31% 61% 44%
1952 56% 60% 81% 82% 70%
1951 79% 77% 88% 90% 83%
1950 88% 87% 88% 82% 86%
1949 -37% -25% -26% -19% -27%
1948 49% -14% 50% -27% 14%
1947 -64% -13% -72% -19% -42%
1946 74% 79% 78% 86% 79%
1945 82% 84% 90% 92% 87%
1944 43% 55% 59% 72% 57%
1943 92% 73% 92% 73% 82%
1942 -73% -70% -78% -77% -74%
1941 -52% -56% -63% -69% -60%
1940 -32% 4% -51% -15% -24%
1939 47% -17% 35% -40% 6%
1938 -74% -68% -81% -73% -74%
1937 59% 62% 55% 69% 61%
1936 83% 84% 94% 91% 88%
1935 71% 64% 7% 27% 42%
1934 48% 55% 48% 58% 52%
1933 37% -25% 40% -33% 5%
1932 -82% -75% -89% -88% -84%
1931 -85% -80% -89% -87% -86%
1930 -59% -11% -43% 11% -25%
1929 86% 86% 91% 91% 88%
1928 81% 83%     82%
1927 83% 77%     80%
1926 67% 69%     68%
1925 89% 87%     88%
1924 -4% 13%     4%

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