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MRCI's Inter-Market Correlations

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Multi-Year Correlation Studies as of 10/03/24
DJIA Index and S&P 500 Index
Year DJIA Index S&P 500 Index  
Ending Daily Weekly Daily Weekly Average
 
2023 6% -6% -12% -14% -7%
2022 12% 37% 24% 36% 27%
2021 86% 83% 93% 87% 87%
2020 13% 22% 61% 61% 39%
2019 63% 58% 68% 58% 62%
2018 89% 80% 93% 78% 85%
2017 94% 91% 95% 92% 93%
2016 21% 32% 31% 35% 30%
2015 66% 59% 80% 62% 67%
2014 85% 80% 95% 84% 86%
2013 89% 86% 94% 90% 90%
2012 77% 74% 67% 66% 71%
2011 76% 63% 69% 55% 66%
2010 73% 12% 74% 17% 44%
2009 -77% -81% -77% -79% -79%
2008 -49% -1% -65% -27% -36%
2007 91% 88% 91% 83% 88%
2006 87% 86% 87% 79% 85%
2005 59% 46% 85% 56% 62%
2004 83% 70% 87% 75% 79%
2003 -37% -47% -50% -50% -46%
2002 -60% -61% -85% -78% -71%
2001 -39% -32% -77% -68% -54%
2000 58% 61% 85% 71% 68%
1999 85% 76% 93% 76% 83%
1998 79% 74% 92% 81% 82%
1997 93% 82% 95% 82% 88%
1996 91% 88% 94% 89% 90%
1995 84% 80% 83% 81% 82%
1994 83% 81% 61% 60% 71%
1993 80% 70% 92% 73% 79%
1992 84% 79% 83% 79% 81%
1991 64% 56% 68% 57% 61%
1990 67% 67% 67% 63% 66%
1989 79% 41% 86% 60% 67%
1988 -18% 10% -8% 10% -2%
1987 93% 86% 96% 85% 90%
1986 93% 90% 96% 90% 92%
1985 66% 52% 82% 69% 67%
1984 29% 49% 40% 47% 41%
1983 89% 82% 88% 85% 86%
1982 -66% -44% -81% -47% -60%
1981 54% 57% 69% 67% 62%
1980 43% 33% 83% 72% 58%
1979 43% -1% 75% 66% 46%
1978 -62% -70% -27% -38% -49%
1977 -17% 14% 24% 29% 12%
1976 85% 80% 90% 84% 85%
1975 -16% -32% -30% -39% -29%
1974 -84% -82% -92% -91% -87%
1973 11% 21% 30% 39% 25%
1972 67% 71% 84% 76% 74%
1971 73% 38% 55% 32% 49%
1970 -86% -84% -93% -91% -88%
1969 -12% -5% 23% 30% 9%
1968 48% 33% 77% 78% 59%
1967 -18% -20% 25% 26% 3%
1966 -17% 8% -18% 3% -6%
1965 80% 71% 84% 68% 76%
1964 92% 91% 94% 91% 92%
1963 32% 18% 23% 19% 23%
1962 -17% 2% 0% 20% 2%
1961 69% 59% 85% 80% 73%
1960 28% 43% 16% 31% 30%
1959 91% 86% 93% 88% 90%
1958 -1% -17% 1% -14% -8%
1957 9% 26% 8% 22% 16%
1956 84% 70% 90% 72% 79%
1955 93% 91% 97% 93% 93%
1954 83% 82% 78% 77% 80%
1953 35% 42% 40% 43% 40%
1952 70% 63% 88% 69% 72%
1951 91% 84% 93% 83% 88%
1950 88% 78% 85% 72% 81%
1949 -30% -16% -19% -14% -20%
1948 40% -12% 41% -5% 16%
1947 -49% -9% -63% -34% -39%
1946 75% 74% 79% 73% 75%
1945 90% 79% 96% 83% 87%
1944 66% 66% 79% 66% 69%
1943 82% 61% 87% 77% 77%
1942 -82% -64% -83% -61% -73%
1941 -65% -61% -74% -71% -68%
1940 -45% -10% -65% -41% -40%
1939 44% -15% 29% -17% 10%
1938 -73% -66% -79% -77% -74%
1937 68% 58% 58% 49% 58%
1936 91% 89% 95% 93% 92%
1935 75% 51% 11% 4% 35%
1934 59% 67% 55% 60% 60%
1933 22% -25% 29% -13% 3%
1932 -87% -73% -90% -73% -81%
1931 -90% -85% -87% -82% -86%
1930 -53% -9% -39% -6% -27%
1929 94% 86% 94% 94% 92%
1928 90% 86%     88%
1927 79% 69%     74%
1926 77% 74%     76%

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