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MRCI's Inter-Market Correlations

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Multi-Year Correlation Studies as of 06/05/23
DJIA Index and S&P 500 Index
Year DJIA Index S&P 500 Index  
Ending Daily Weekly Daily Weekly Average
 
2022 -63% -9% -76% -6% -38%
2021 -5% 21% -43% 3% -6%
2020 -23% 6% -54% -13% -21%
2019 -48% 31% -45% 27% -9%
2018 -48% 8% -71% -5% -29%
2017 -30% -4% -51% -19% -26%
2016 3% 44% -4% 47% 23%
2015 -45% 32% -65% 15% -16%
2014 -58% 9% -73% -3% -31%
2013 -41% 9% -55% -12% -25%
2012 -29% 20% -25% 17% -4%
2011 -26% 21% -39% 18% -6%
2010 1% -39% -25% -50% -28%
2009 41% 17% 64% 30% 38%
2008 -69% 8% -47% 9% -25%
2007 -35% 4% -49% 2% -19%
2006 -16% 21% -51% 7% -10%
2005 -27% 34% -52% 23% -5%
2004 -39% -35% -65% -69% -52%
2003 55% 3% 78% -3% 33%
2002 48% 5% 67% 21% 35%
2001 33% 71% 8% 47% 40%
2000 -60% 10% -64% 8% -27%
1999 -27% 30% -56% 13% -10%
1998 -59% 9% -67% -5% -31%
1997 -42% 20% -59% 11% -17%
1996 -50% -5% -71% -26% -38%
1995 -25% 32% -7% 34% 8%
1994 -50% 17% -69% 8% -24%
1993 -52% 34% -55% 30% -11%
1992 -52% -8% -72% -32% -41%
1991 -3% 47% 15% 53% 28%
1990 -66% -3% -81% -14% -41%
1989 6% 34% -13% 16% 11%
1988 -61% 14% -35% 21% -15%
1987 -47% 8% -59% 2% -24%
1986 -28% -6% -53% -15% -25%
1985 33% 69% -7% 45% 35%
1984 -64% 1% -69% -10% -36%
1983 -13% -7% -28% -25% -18%
1982 32% 37% 50% 59% 45%
1981 -44% -2% -71% -11% -32%
1980 -8% 14% -53% 6% -10%
1979 -25% -51% -51% -60% -47%
1978 49% 41% 67% 69% 56%
1977 -62% 35% -70% 23% -19%
1976 -52% -53% -70% -77% -63%
1975 55% -6% 77% 9% 34%
1974 36% 47% 56% 59% 49%
1973 -45% 28% -71% 7% -20%
1972 -51% -21% -53% -31% -39%
1971 33% -20% 35% -11% 9%
1970 40% 25% 47% 45% 39%
1969 -35% 34% -72% 17% -14%
1968 -63% -70% -73% -66% -68%
1967 65% 47% 68% 61% 60%
1966 -35% 35% -60% 25% -9%
1965 -57% 23% -71% 15% -22%
1964 -51% -42% -66% -55% -54%
1963 81% 80% 78% 83% 80%
1962 -63% -32% -75% -27% -49%
1961 41% 68% 6% 35% 38%
1960 -60% 18% -56% 24% -18%
1959 -34% -10% -61% -37% -36%
1958 20% 20% 46% 37% 31%
1957 -35% 46% -33% 42% 5%
1956 -57% 18% -71% 5% -26%
1955 -48% -8% -68% -27% -38%
1954 19% 31% 26% 47% 31%
1953 -25% 42% -62% 19% -7%
1952 -62% 19% -67% 11% -25%
1951 -47% -1% -64% -16% -32%
1950 -2% 15% -16% 10% 2%
1949 -32% -1% -39% -20% -23%
1948 9% -8% 17% -12% 2%
1947 0% 38% 35% 52% 31%
1946 -45% 7% -69% -8% -29%
1945 -43% 34% -60% 20% -12%
1944 -71% -19% -74% -17% -45%
1943 21% -18% -6% -28% -8%
1942 23% -34% 49% -24% 3%
1941 58% 3% 72% 13% 36%
1940 7% 20% 12% 19% 15%
1939 8% -31% 1% -39% -15%
1938 27% 30% 60% 57% 43%
1937 -49% 22% -67% 6% -22%
1936 -49% -10% -61% -34% -38%
1935 25% 56% 55% 65% 50%
1934 -65% -58% -74% -57% -64%
1933 56% -27% 55% -20% 16%
1932 49% -13% 61% -2% 24%
1931 39% 16% 54% 32% 35%
1930 -55% 9% -40% -13% -25%
1929 -34% 14% -40% -36% -24%
1928 -49% -9%     -29%
1927 -23% 43%     10%
1926 -56% 4%     -26%

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