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MRCI's Inter-Market Correlations

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Multi-Year Correlation Studies as of 05/17/24
DJIA Index and S&P 500 Index
Year DJIA Index S&P 500 Index  
Ending Daily Weekly Daily Weekly Average
 
2023 -26% -26% -57% -48% -39%
2022 56% 40% 60% 34% 48%
2021 73% 56% 84% 55% 67%
2020 4% -3% 36% 19% 14%
2019 55% 17% 50% 11% 33%
2018 84% 54% 82% 47% 67%
2017 85% 72% 87% 68% 78%
2016 4% -11% 6% -15% -4%
2015 81% 31% 77% 28% 54%
2014 78% 43% 85% 45% 63%
2013 81% 47% 84% 52% 66%
2012 73% 39% 59% 28% 50%
2011 75% 51% 68% 38% 58%
2010 8% 15% 20% 26% 17%
2009 -86% -80% -86% -75% -82%
2008 35% 12% 11% -6% 13%
2007 83% 62% 80% 47% 68%
2006 82% 41% 82% 38% 61%
2005 54% 23% 59% 20% 39%
2004 73% 66% 80% 72% 73%
2003 -62% -42% -73% -28% -51%
2002 -29% -13% -66% -48% -39%
2001 -17% -20% -43% -40% -30%
2000 68% 35% 77% 33% 53%
1999 70% 31% 78% 35% 54%
1998 81% 45% 86% 50% 66%
1997 83% 45% 80% 37% 61%
1996 86% 65% 89% 69% 77%
1995 73% 36% 62% 27% 50%
1994 81% 42% 65% 26% 54%
1993 68% 21% 82% 19% 48%
1992 75% 59% 79% 64% 69%
1991 42% 9% 38% 3% 23%
1990 72% 50% 72% 44% 60%
1989 -3% -11% 21% 7% 4%
1988 14% -6% 16% -7% 4%
1987 85% 55% 86% 48% 68%
1986 89% 79% 90% 71% 82%
1985 26% -3% 53% 6% 21%
1984 54% 35% 53% 32% 43%
1983 68% 67% 69% 68% 68%
1982 -47% -43% -44% -43% -44%
1981 72% 56% 80% 51% 65%
1980 -22% -16% 59% 30% 13%
1979 -10% 6% 46% 47% 22%
1978 -81% -76% -79% -67% -76%
1977 43% 7% 50% 5% 26%
1976 74% 71% 80% 72% 74%
1975 -55% -31% -60% -30% -44%
1974 -66% -66% -83% -81% -74%
1973 55% 14% 70% 20% 40%
1972 65% 60% 70% 66% 65%
1971 26% 28% 12% 21% 22%
1970 -81% -73% -89% -84% -82%
1969 43% 14% 64% 15% 34%
1968 30% 30% 67% 65% 48%
1967 -38% -38% -15% -18% -27%
1966 61% 21% 56% 12% 38%
1965 77% 32% 78% 26% 54%
1964 88% 85% 89% 87% 87%
1963 -11% -16% -21% -28% -19%
1962 62% 55% 72% 54% 60%
1961 28% 2% 60% 28% 30%
1960 53% 28% 40% 10% 33%
1959 77% 72% 85% 78% 78%
1958 -57% -54% -54% -49% -53%
1957 27% -3% 22% -8% 9%
1956 77% 38% 80% 38% 58%
1955 88% 72% 91% 74% 81%
1954 66% 50% 44% 21% 45%
1953 68% 17% 69% 19% 43%
1952 65% 24% 70% 26% 46%
1951 83% 63% 83% 62% 73%
1950 67% 58% 56% 41% 55%
1949 -10% -4% -1% 2% -3%
1948 -25% -22% -24% -15% -22%
1947 -8% -16% -37% -37% -24%
1946 82% 57% 85% 54% 69%
1945 77% 24% 86% 23% 53%
1944 59% 48% 62% 44% 53%
1943 32% 36% 51% 55% 43%
1942 -67% -34% -68% -25% -48%
1941 -64% -46% -79% -50% -60%
1940 27% 17% 1% -2% 11%
1939 -18% -5% -16% 4% -8%
1938 -67% -65% -79% -75% -71%
1937 73% 36% 70% 34% 53%
1936 86% 70% 91% 81% 82%
1935 27% 1% -50% -40% -15%
1934 72% 59% 74% 61% 67%
1933 -51% -14% -43% -9% -29%
1932 -75% -38% -75% -37% -56%
1931 -82% -75% -75% -69% -75%
1930 18% 1% 22% 13% 13%
1929 86% 60% 90% 90% 81%
1928 80% 60%     70%
1927 58% 16%     37%
1926 72% 47%     60%

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