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MRCI's Inter-Market Correlations

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Multi-Year Correlation Studies as of 05/23/22
Dow Jones and S&P 500 Index
Year DJIA Index S&P 500 Index  
Ending Daily Weekly Daily Weekly Average
 
2021 22% 36% 57% 68% 46%
2020 34% 48% 50% 63% 49%
2019 69% 76% 59% 79% 71%
2018 82% 83% 86% 89% 85%
2017 54% 45% 59% 52% 53%
2016 14% 49% 21% 64% 37%
2015 79% 76% 88% 90% 83%
2014 85% 82% 86% 88% 85%
2013 64% 61% 69% 65% 65%
2012 67% 74% 54% 68% 66%
2011 66% 82% 66% 85% 75%
2010 -13% -60% -2% -61% -34%
2009 -68% -64% -76% -73% -70%
2008 81% 83% 60% 77% 75%
2007 69% 73% 71% 81% 73%
2006 51% 54% 78% 82% 66%
2005 71% 80% 81% 88% 80%
2004 63% 1% 73% -7% 32%
2003 -58% -68% -80% -84% -73%
2002 -52% -47% -87% -87% -68%
2001 -21% 27% 1% 38% 11%
2000 91% 80% 87% 87% 86%
1999 54% 73% 71% 86% 71%
1998 81% 82% 82% 87% 83%
1997 74% 81% 76% 87% 80%
1996 74% 77% 82% 83% 79%
1995 47% 67% 21% 55% 47%
1994 77% 72% 90% 91% 83%
1993 78% 72% 78% 78% 76%
1992 66% 63% 80% 74% 71%
1991 9% 56% -14% 51% 26%
1990 87% 84% 92% 90% 88%
1989 -35% -24% -21% -9% -22%
1988 53% 64% 40% 64% 55%
1987 78% 82% 79% 86% 81%
1986 55% 63% 69% 77% 66%
1985 -22% 24% 11% 46% 15%
1984 94% 93% 90% 94% 93%
1983 29% 4% 29% 5% 17%
1982 -36% 30% -34% 49% 2%
1981 53% 56% 79% 84% 68%
1980 -10% 31% 54% 75% 37%
1979 -9% -58% 35% -11% -11%
1978 -75% -65% -79% -35% -63%
1977 83% 71% 84% 80% 80%
1976 65% 20% 71% 2% 39%
1975 -78% -78% -92% -91% -85%
1974 -53% -32% -56% -23% -41%
1973 80% 61% 89% 80% 78%
1972 78% 79% 78% 71% 76%
1971 -23% -59% -32% -63% -44%
1970 -53% -37% -52% -17% -40%
1969 37% 53% 72% 77% 60%
1968 65% -14% 82% 43% 44%
1967 -59% -45% -50% -27% -45%
1966 75% 76% 80% 84% 79%
1965 85% 82% 88% 89% 86%
1964 82% 58% 86% 55% 70%
1963 -64% -31% -57% -10% -40%
1962 91% 82% 95% 92% 90%
1961 -41% 12% -3% 26% -1%
1960 96% 90% 87% 91% 91%
1959 47% 41% 59% 48% 49%
1958 -52% -50% -67% -54% -56%
1957 59% 71% 55% 80% 66%
1956 87% 86% 90% 92% 89%
1955 77% 76% 82% 79% 78%
1954 9% 43% -8% 39% 21%
1953 55% 67% 84% 87% 73%
1952 91% 85% 88% 91% 89%
1951 79% 83% 80% 85% 82%
1950 21% 27% 18% 25% 23%
1949 7% 35% 18% 33% 23%
1948 -30% -65% -40% -75% -53%
1947 19% 55% -14% 45% 26%
1946 72% 78% 81% 86% 79%
1945 53% 59% 59% 71% 60%
1944 92% 93% 89% 93% 92%
1943 -31% -38% -7% -24% -25%
1942 -47% -65% -55% -74% -60%
1941 -60% -46% -68% -62% -59%
1940 5% 62% -12% 47% 25%
1939 -36% -66% -36% -73% -53%
1938 -41% -15% -59% -28% -36%
1937 85% 87% 92% 95% 90%
1936 77% 73% 71% 55% 69%
1935 -3% 59% -62% 36% 7%
1934 79% 57% 77% 59% 68%
1933 -89% -86% -80% -89% -86%
1932 -81% -87% -81% -90% -85%
1931 -75% -74% -79% -70% -74%
1930 52% 72% 49% 69% 60%
1929 65% 74% 56% 54% 62%
1928 69% 78%     74%
1927 48% 71%     60%
1926 88% 89%     88%

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