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MRCI's Inter-Market Correlations

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Multi-Year Correlation Studies as of 09/29/20
Dow Jones and S&P 500 Index
Year DJIA Index S&P 500 Index  
Ending Daily Weekly Daily Weekly Average
 
2019 -9% 22% 26% 45% 21%
2018 33% 43% 72% 74% 55%
2017 18% 24% 60% 63% 41%
2016 -17% 2% 13% 35% 8%
2015 8% 26% 50% 56% 35%
2014 29% 41% 68% 72% 52%
2013 5% 16% 58% 60% 35%
2012 2% 25% 26% 44% 24%
2011 -2% 25% 32% 48% 26%
2010 14% -14% 48% -4% 11%
2009 -18% -29% -52% -60% -40%
2008 5% 24% -33% -3% -2%
2007 20% 32% 58% 66% 44%
2006 -6% 13% 47% 57% 28%
2005 20% 34% 63% 60% 44%
2004 24% 15% 60% 38% 34%
2003 -18% -33% -41% -54% -37%
2002 -41% -42% -71% -70% -56%
2001 -3% -5% -33% -32% -18%
2000 36% 38% 55% 57% 46%
1999 9% 25% 58% 65% 39%
1998 3% 23% 51% 59% 34%
1997 23% 36% 68% 71% 50%
1996 18% 34% 64% 71% 47%
1995 1% 18% 44% 54% 29%
1994 37% 46% 61% 66% 53%
1993 15% 29% 57% 62% 41%
1992 20% 25% 64% 66% 44%
1991 -16% 13% 19% 39% 14%
1990 21% 34% 51% 58% 41%
1989 21% 11% 64% 49% 36%
1988 4% 20% -8% 18% 8%
1987 16% 30% 60% 66% 43%
1986 5% 21% 55% 63% 36%
1985 -7% 4% 43% 50% 23%
1984 50% 47% 53% 55% 51%
1983 8% 8% 51% 49% 29%
1982 -10% 6% -50% -12% -17%
1981 4% 15% 47% 58% 31%
1980 55% 52% 82% 81% 67%
1979 5% -19% 53% 43% 20%
1978 -20% -33% -19% -25% -24%
1977 14% 28% 30% 44% 29%
1976 18% 19% 60% 49% 37%
1975 -42% -47% -44% -55% -47%
1974 -37% -41% -72% -72% -55%
1973 37% 41% 38% 49% 41%
1972 3% 24% 49% 54% 33%
1971 -14% -26% 15% -7% -8%
1970 -21% -25% -59% -56% -40%
1969 2% 14% 24% 42% 21%
1968 32% 10% 64% 59% 41%
1967 -38% -37% -11% -3% -22%
1966 12% 25% -3% 20% 13%
1965 23% 37% 59% 64% 46%
1964 17% 25% 61% 59% 40%
1963 -26% -26% -5% -1% -15%
1962 17% 25% 11% 30% 21%
1961 -23% -13% 35% 41% 10%
1960 40% 42% 32% 46% 40%
1959 19% 25% 64% 66% 44%
1958 -2% -14% -5% -17% -10%
1957 7% 27% 17% 40% 23%
1956 18% 33% 58% 63% 43%
1955 26% 35% 70% 73% 51%
1954 1% 12% 41% 49% 26%
1953 11% 30% 27% 48% 29%
1952 39% 42% 68% 65% 53%
1951 20% 35% 60% 69% 46%
1950 6% 14% 46% 53% 30%
1949 10% 16% 7% 10% 11%
1948 13% -28% 24% -29% -5%
1947 -11% 12% -42% -10% -13%
1946 16% 31% 52% 61% 40%
1945 18% 29% 61% 68% 44%
1944 29% 40% 60% 62% 48%
1943 -2% -4% 45% 41% 20%
1942 1% -18% -44% -53% -29%
1941 -11% -13% -45% -48% -29%
1940 -11% 14% -45% -16% -14%
1939 38% -5% 40% -21% 13%
1938 -10% -11% -49% -50% -30%
1937 27% 39% 46% 54% 41%
1936 23% 34% 62% 64% 46%
1935 15% 28% 19% 32% 23%
1934 30% 39% 40% 50% 40%
1933 -8% -30% 17% -28% -12%
1932 -18% -34% -56% -61% -42%
1931 -20% -31% -59% -60% -42%
1930 -17% 7% -35% 2% -11%
1929 22% 35% 62% 63% 46%
1928 22% 35%     29%
1927 12% 31%     22%
1926 46% 51%     49%
1925 22% 28%     25%
1924 7% 14%     11%

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