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MRCI's Inter-Market Correlations

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Multi-Year Correlation Studies as of 09/27/22
Dow Jones and S&P 500 Index
Year DJIA Index S&P 500 Index  
Ending Daily Weekly Daily Weekly Average
 
2021 12% 32% 36% 56% 34%
2020 31% 46% 36% 56% 42%
2019 53% 71% 42% 73% 60%
2018 63% 73% 63% 78% 69%
2017 33% 37% 37% 44% 38%
2016 9% 46% 14% 61% 33%
2015 70% 74% 76% 86% 76%
2014 64% 72% 62% 76% 68%
2013 40% 50% 45% 53% 47%
2012 55% 67% 43% 63% 57%
2011 54% 77% 55% 81% 67%
2010 -14% -60% -3% -61% -34%
2009 -60% -61% -68% -70% -65%
2008 74% 78% 53% 69% 69%
2007 41% 57% 47% 68% 53%
2006 36% 48% 66% 76% 56%
2005 63% 78% 62% 83% 72%
2004 51% 3% 60% -4% 28%
2003 -57% -68% -79% -84% -72%
2002 -26% -36% -57% -71% -47%
2001 -10% 26% 6% 29% 13%
2000 84% 77% 72% 81% 78%
1999 31% 61% 51% 76% 55%
1998 66% 75% 63% 77% 70%
1997 43% 65% 41% 69% 54%
1996 55% 65% 63% 72% 64%
1995 16% 47% 2% 36% 25%
1994 63% 66% 83% 87% 75%
1993 55% 65% 58% 73% 63%
1992 51% 56% 67% 68% 61%
1991 2% 52% -16% 48% 21%
1990 70% 77% 79% 85% 78%
1989 -32% -14% -19% -0% -16%
1988 52% 64% 39% 63% 54%
1987 50% 66% 52% 71% 60%
1986 35% 50% 47% 63% 49%
1985 -21% 24% 2% 42% 12%
1984 90% 91% 86% 91% 90%
1983 14% 8% 15% 10% 12%
1982 -28% 24% -23% 42% 4%
1981 48% 54% 72% 81% 64%
1980 -12% 28% 24% 57% 24%
1979 -10% -58% 23% -5% -13%
1978 -69% -63% -73% -30% -59%
1977 80% 71% 82% 80% 78%
1976 50% 21% 54% 6% 33%
1975 -78% -77% -91% -91% -84%
1974 -26% -25% -26% -21% -25%
1973 76% 59% 87% 80% 75%
1972 66% 73% 64% 66% 67%
1971 -25% -55% -33% -59% -43%
1970 -32% -34% -23% -19% -27%
1969 33% 47% 68% 76% 56%
1968 57% -13% 67% 40% 38%
1967 -58% -43% -47% -19% -42%
1966 63% 71% 66% 79% 70%
1965 74% 77% 77% 84% 78%
1964 61% 51% 65% 50% 57%
1963 -62% -26% -54% -5% -37%
1962 80% 66% 90% 85% 80%
1961 -34% 15% -6% 26% 0%
1960 90% 88% 83% 90% 88%
1959 30% 35% 43% 44% 38%
1958 -49% -45% -63% -49% -52%
1957 51% 70% 48% 78% 62%
1956 73% 80% 74% 86% 78%
1955 49% 60% 50% 61% 55%
1954 -4% 28% -11% 29% 11%
1953 56% 67% 83% 87% 73%
1952 76% 79% 72% 83% 78%
1951 57% 71% 62% 75% 66%
1950 9% 24% 8% 24% 16%
1949 11% 31% 20% 29% 23%
1948 -31% -63% -40% -73% -52%
1947 19% 54% -12% 44% 26%
1946 59% 71% 70% 79% 70%
1945 27% 49% 33% 59% 42%
1944 74% 85% 72% 85% 79%
1943 -30% -26% -12% -12% -20%
1942 -37% -61% -45% -71% -53%
1941 -53% -45% -60% -61% -55%
1940 9% 53% -2% 34% 23%
1939 -36% -65% -35% -73% -52%
1938 -34% -16% -49% -28% -32%
1937 78% 84% 88% 94% 86%
1936 56% 62% 49% 48% 54%
1935 -10% 52% -55% 37% 6%
1934 73% 56% 74% 58% 65%
1933 -86% -85% -76% -88% -84%
1932 -61% -78% -61% -81% -71%
1931 -57% -64% -61% -61% -61%
1930 50% 68% 48% 66% 58%
1929 41% 60% -2% -8% 23%
1928 45% 63%     54%
1927 22% 60%     41%
1926 71% 81%     76%

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