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MRCI's Inter-Market Correlations

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Multi-Year Correlation Studies as of 08/10/26
DJIA Index and S&P 500 Index
Year DJIA Index S&P 500 Index  
Ending Daily Weekly Daily Weekly Average
 
2025 79% 88% 83% 92% 86%
2024 85% 58% 87% 54% 71%
2023 -16% 36% -34% 26% 3%
2022 42% 64% 53% 75% 59%
2021 85% 82% 93% 91% 88%
2020 22% 45% 56% 69% 48%
2019 67% 86% 67% 87% 77%
2018 87% 90% 89% 92% 90%
2017 85% 75% 85% 76% 80%
2016 8% 55% 18% 68% 37%
2015 82% 91% 87% 94% 88%
2014 82% 90% 90% 94% 89%
2013 82% 83% 85% 82% 83%
2012 60% 79% 48% 71% 65%
2011 82% 86% 77% 86% 83%
2010 32% -47% 30% -49% -9%
2009 -85% -76% -85% -79% -81%
2008 10% 56% -6% 44% 26%
2007 90% 89% 89% 91% 90%
2006 75% 79% 81% 89% 81%
2005 60% 80% 78% 88% 77%
2004 82% 28% 87% 11% 52%
2003 -64% -77% -71% -87% -75%
2002 -69% -67% -82% -82% -75%
2001 -21% 49% -53% 15% -2%
2000 55% 76% 74% 88% 73%
1999 74% 87% 81% 91% 83%
1998 84% 91% 92% 94% 90%
1997 90% 94% 91% 95% 93%
1996 86% 87% 90% 87% 88%
1995 84% 91% 76% 83% 83%
1994 79% 87% 68% 86% 80%
1993 67% 85% 84% 91% 82%
1992 74% 74% 75% 74% 74%
1991 37% 75% 35% 74% 55%
1990 82% 86% 84% 88% 85%
1989 27% 37% 37% 44% 36%
1988 -1% 50% 2% 53% 26%
1987 84% 89% 84% 90% 87%
1986 87% 80% 87% 84% 85%
1985 64% 77% 74% 84% 75%
1984 50% 74% 54% 73% 63%
1983 83% 55% 80% 51% 67%
1982 -83% -12% -75% 17% -38%
1981 80% 79% 89% 92% 85%
1980 13% 38% 72% 82% 52%
1979 1% -59% 54% 3% -0%
1978 -78% -53% -59% -10% -50%
1977 19% 67% 46% 78% 53%
1976 72% 31% 75% 11% 47%
1975 -44% -68% -55% -77% -61%
1974 -74% -40% -83% -44% -60%
1973 29% 58% 50% 74% 53%
1972 59% 64% 69% 62% 63%
1971 52% -25% 34% -27% 8%
1970 -86% -67% -87% -54% -74%
1969 17% 58% 57% 81% 53%
1968 45% -28% 75% 43% 34%
1967 -40% -28% -4% 10% -16%
1966 43% 76% 46% 79% 61%
1965 79% 90% 82% 92% 86%
1964 85% 61% 88% 59% 73%
1963 -0% 25% -5% 33% 13%
1962 3% 16% 28% 50% 24%
1961 34% 65% 61% 70% 57%
1960 56% 81% 47% 80% 66%
1959 86% 73% 87% 71% 79%
1958 -56% -38% -51% -34% -45%
1957 31% 76% 35% 79% 55%
1956 82% 91% 88% 94% 89%
1955 91% 88% 93% 86% 89%
1954 73% 75% 61% 73% 71%
1953 54% 81% 60% 84% 70%
1952 75% 88% 82% 93% 84%
1951 86% 87% 88% 87% 87%
1950 79% 68% 74% 66% 72%
1949 -43% 1% -24% -3% -17%
1948 5% -40% 1% -48% -21%
1947 -36% 37% -53% 24% -7%
1946 89% 91% 90% 93% 91%
1945 85% 91% 88% 93% 89%
1944 67% 74% 72% 79% 73%
1943 60% 18% 66% 27% 43%
1942 -70% -82% -73% -86% -78%
1941 -60% -63% -71% -75% -67%
1940 -20% 33% -39% 8% -5%
1939 -4% -54% -16% -66% -35%
1938 -73% -37% -81% -43% -59%
1937 81% 90% 76% 88% 84%
1936 90% 86% 91% 75% 86%
1935 58% 79% -38% 46% 36%
1934 70% 42% 66% 43% 55%
1933 -28% -71% -18% -67% -46%
1932 -90% -92% -93% -93% -92%
1931 -89% -80% -90% -75% -84%
1930 -16% 41% 2% 37% 16%
1929 91% 92% 88% 86% 89%
1928 86% 85%     86%
1927 84% 92%     88%
1926 85% 91%     88%

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