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MRCI's Inter-Market Correlations

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Multi-Year Correlation Studies as of 06/29/22
Dow Jones and S&P 500 Index
Year DJIA Index S&P 500 Index  
Ending Daily Weekly Daily Weekly Average
 
2021 17% 34% 48% 63% 41%
2020 34% 47% 47% 62% 47%
2019 65% 75% 54% 77% 68%
2018 76% 79% 79% 85% 80%
2017 46% 42% 50% 48% 46%
2016 13% 48% 19% 64% 36%
2015 74% 74% 81% 87% 79%
2014 78% 78% 77% 83% 79%
2013 55% 56% 60% 60% 58%
2012 65% 72% 52% 67% 64%
2011 61% 79% 61% 82% 71%
2010 -13% -60% -3% -61% -34%
2009 -65% -62% -73% -71% -68%
2008 81% 82% 60% 76% 75%
2007 57% 65% 59% 74% 64%
2006 47% 52% 75% 80% 64%
2005 68% 79% 74% 86% 77%
2004 58% 1% 67% -6% 30%
2003 -57% -68% -80% -84% -72%
2002 -48% -46% -79% -82% -64%
2001 -20% 27% 3% 37% 12%
2000 89% 80% 81% 84% 84%
1999 44% 67% 63% 82% 64%
1998 74% 78% 74% 82% 77%
1997 62% 74% 63% 80% 70%
1996 66% 72% 73% 77% 72%
1995 33% 59% 11% 46% 37%
1994 73% 70% 88% 90% 80%
1993 69% 69% 71% 76% 71%
1992 60% 60% 76% 72% 67%
1991 6% 54% -16% 50% 24%
1990 78% 80% 84% 86% 82%
1989 -35% -22% -22% -7% -21%
1988 53% 64% 39% 63% 55%
1987 68% 77% 69% 80% 74%
1986 46% 56% 59% 69% 58%
1985 -22% 24% 6% 43% 13%
1984 93% 93% 89% 93% 92%
1983 22% 5% 22% 6% 14%
1982 -31% 28% -27% 47% 4%
1981 49% 53% 75% 82% 65%
1980 -11% 30% 45% 71% 34%
1979 -9% -58% 32% -11% -11%
1978 -73% -64% -78% -35% -62%
1977 82% 71% 83% 80% 79%
1976 59% 20% 65% 3% 37%
1975 -78% -78% -92% -91% -85%
1974 -48% -31% -48% -23% -38%
1973 79% 61% 89% 80% 77%
1972 73% 76% 72% 69% 73%
1971 -24% -57% -33% -61% -44%
1970 -42% -34% -35% -16% -32%
1969 37% 53% 71% 77% 59%
1968 62% -13% 76% 42% 42%
1967 -59% -45% -50% -25% -45%
1966 74% 76% 79% 84% 79%
1965 81% 80% 84% 87% 83%
1964 76% 56% 79% 53% 66%
1963 -63% -29% -57% -8% -39%
1962 86% 75% 93% 89% 86%
1961 -40% 13% -5% 25% -2%
1960 92% 89% 84% 90% 89%
1959 40% 38% 52% 46% 44%
1958 -52% -50% -67% -54% -56%
1957 55% 70% 52% 79% 64%
1956 83% 84% 85% 90% 85%
1955 67% 70% 71% 72% 70%
1954 3% 37% -11% 35% 16%
1953 56% 67% 84% 87% 73%
1952 87% 83% 83% 88% 85%
1951 73% 80% 75% 82% 77%
1950 15% 25% 13% 24% 19%
1949 10% 32% 19% 30% 23%
1948 -31% -64% -40% -74% -52%
1947 19% 54% -13% 44% 26%
1946 64% 73% 74% 81% 73%
1945 42% 55% 47% 65% 53%
1944 86% 90% 83% 89% 87%
1943 -30% -33% -10% -19% -23%
1942 -42% -63% -50% -72% -57%
1941 -56% -45% -63% -61% -56%
1940 7% 57% -6% 41% 25%
1939 -35% -65% -35% -73% -52%
1938 -37% -16% -53% -27% -33%
1937 83% 86% 90% 94% 88%
1936 71% 69% 64% 52% 64%
1935 -7% 57% -62% 36% 6%
1934 77% 56% 75% 58% 67%
1933 -88% -86% -79% -89% -86%
1932 -72% -83% -71% -85% -77%
1931 -68% -69% -72% -66% -69%
1930 52% 71% 50% 68% 60%
1929 58% 70% 35% 30% 48%
1928 62% 74%     68%
1927 42% 69%     56%
1926 84% 87%     85%

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