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MRCI's Inter-Market Correlations

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Multi-Year Correlation Studies as of 05/25/22
Dow Jones and S&P 500 Index
Year DJIA Index S&P 500 Index  
Ending Daily Weekly Daily Weekly Average
 
2021 22% 36% 57% 67% 46%
2020 34% 48% 50% 63% 49%
2019 69% 76% 59% 79% 71%
2018 81% 82% 85% 88% 84%
2017 54% 44% 58% 52% 52%
2016 14% 49% 21% 64% 37%
2015 79% 76% 88% 89% 83%
2014 85% 82% 86% 87% 85%
2013 62% 60% 68% 64% 63%
2012 67% 73% 54% 68% 66%
2011 66% 81% 66% 84% 74%
2010 -13% -60% -2% -61% -34%
2009 -68% -63% -76% -73% -70%
2008 81% 83% 60% 77% 75%
2007 67% 71% 69% 80% 72%
2006 51% 53% 78% 81% 66%
2005 70% 80% 80% 88% 80%
2004 62% 1% 73% -6% 32%
2003 -58% -68% -80% -84% -73%
2002 -52% -47% -86% -86% -68%
2001 -21% 27% 1% 38% 11%
2000 91% 80% 87% 87% 86%
1999 53% 72% 71% 85% 70%
1998 81% 81% 82% 86% 83%
1997 73% 80% 75% 86% 79%
1996 73% 76% 81% 82% 78%
1995 45% 66% 20% 53% 46%
1994 77% 72% 90% 90% 82%
1993 77% 71% 78% 78% 76%
1992 66% 62% 80% 73% 70%
1991 9% 56% -14% 51% 25%
1990 86% 83% 91% 89% 88%
1989 -35% -24% -21% -9% -22%
1988 53% 64% 40% 64% 55%
1987 78% 82% 79% 85% 81%
1986 55% 62% 69% 76% 66%
1985 -22% 24% 10% 46% 15%
1984 94% 93% 90% 94% 93%
1983 28% 4% 29% 5% 17%
1982 -36% 29% -33% 49% 2%
1981 53% 55% 79% 84% 68%
1980 -10% 31% 53% 75% 37%
1979 -9% -58% 35% -11% -11%
1978 -75% -65% -79% -35% -63%
1977 83% 71% 84% 80% 80%
1976 64% 20% 70% 2% 39%
1975 -78% -78% -92% -91% -85%
1974 -53% -31% -56% -23% -41%
1973 80% 61% 89% 80% 78%
1972 78% 78% 77% 71% 76%
1971 -23% -59% -32% -63% -44%
1970 -52% -37% -50% -16% -39%
1969 37% 53% 71% 77% 59%
1968 65% -14% 82% 43% 44%
1967 -59% -45% -50% -27% -45%
1966 75% 76% 80% 85% 79%
1965 85% 81% 88% 88% 86%
1964 82% 57% 86% 55% 70%
1963 -64% -30% -57% -9% -40%
1962 91% 81% 95% 92% 90%
1961 -41% 12% -3% 25% -2%
1960 95% 90% 87% 91% 91%
1959 46% 40% 59% 48% 48%
1958 -52% -50% -67% -54% -56%
1957 58% 71% 55% 80% 66%
1956 87% 86% 89% 92% 88%
1955 76% 75% 81% 78% 78%
1954 8% 42% -8% 38% 20%
1953 55% 67% 84% 87% 73%
1952 91% 84% 88% 91% 88%
1951 78% 83% 79% 85% 81%
1950 20% 27% 18% 25% 22%
1949 7% 35% 18% 33% 23%
1948 -30% -65% -40% -75% -53%
1947 19% 55% -14% 45% 26%
1946 72% 77% 80% 85% 78%
1945 52% 59% 58% 70% 60%
1944 92% 93% 88% 92% 91%
1943 -31% -37% -8% -23% -25%
1942 -47% -65% -55% -73% -60%
1941 -60% -45% -67% -62% -59%
1940 5% 61% -11% 46% 25%
1939 -36% -65% -36% -73% -53%
1938 -41% -15% -58% -27% -36%
1937 85% 86% 91% 95% 89%
1936 77% 73% 71% 54% 69%
1935 -3% 58% -62% 36% 7%
1934 79% 57% 77% 59% 68%
1933 -89% -86% -80% -89% -86%
1932 -80% -86% -80% -89% -84%
1931 -75% -73% -79% -69% -74%
1930 52% 72% 49% 69% 60%
1929 64% 74% 54% 50% 61%
1928 68% 77%     73%
1927 48% 71%     59%
1926 88% 88%     88%

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