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MRCI's Inter-Market Correlations

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Multi-Year Correlation Studies as of 07/06/26
DJIA Index and S&P 500 Index
Year DJIA Index S&P 500 Index  
Ending Daily Weekly Daily Weekly Average
 
2025 77% 87% 81% 91% 84%
2024 82% 52% 85% 48% 67%
2023 -28% 32% -49% 21% -6%
2022 49% 66% 59% 77% 63%
2021 82% 80% 92% 91% 86%
2020 20% 44% 49% 65% 44%
2019 63% 86% 62% 86% 74%
2018 86% 90% 88% 91% 89%
2017 81% 70% 82% 73% 77%
2016 -9% 49% 4% 65% 27%
2015 83% 92% 86% 94% 89%
2014 80% 89% 89% 93% 88%
2013 77% 80% 82% 79% 80%
2012 56% 77% 43% 68% 61%
2011 82% 86% 77% 86% 83%
2010 29% -50% 28% -51% -11%
2009 -87% -75% -86% -78% -81%
2008 30% 65% 12% 55% 40%
2007 88% 87% 88% 91% 89%
2006 74% 78% 82% 90% 81%
2005 59% 80% 75% 87% 75%
2004 84% 25% 87% 7% 51%
2003 -72% -80% -77% -89% -79%
2002 -60% -61% -79% -80% -70%
2001 -15% 52% -44% 23% 4%
2000 55% 76% 72% 87% 73%
1999 68% 85% 78% 90% 81%
1998 83% 91% 91% 93% 89%
1997 88% 93% 89% 95% 91%
1996 86% 86% 90% 86% 87%
1995 79% 90% 70% 83% 81%
1994 79% 87% 70% 86% 81%
1993 62% 84% 82% 91% 80%
1992 71% 71% 72% 71% 71%
1991 25% 73% 24% 71% 48%
1990 81% 85% 83% 88% 84%
1989 13% 28% 25% 36% 25%
1988 -1% 52% 2% 54% 27%
1987 80% 87% 81% 89% 84%
1986 85% 78% 86% 82% 83%
1985 55% 75% 68% 82% 70%
1984 54% 75% 57% 74% 65%
1983 80% 48% 76% 44% 62%
1982 -82% -5% -70% 26% -33%
1981 83% 80% 90% 92% 86%
1980 -10% 27% 66% 80% 41%
1979 -1% -61% 48% -5% -5%
1978 -82% -54% -68% -15% -55%
1977 27% 71% 48% 79% 56%
1976 69% 24% 71% 4% 42%
1975 -55% -73% -63% -79% -68%
1974 -68% -30% -79% -35% -53%
1973 38% 63% 56% 77% 58%
1972 57% 62% 67% 59% 61%
1971 49% -28% 29% -31% 5%
1970 -84% -63% -84% -47% -70%
1969 45% 73% 73% 87% 69%
1968 43% -31% 72% 37% 30%
1967 -49% -33% -18% 0% -25%
1966 60% 83% 57% 84% 71%
1965 81% 91% 83% 93% 87%
1964 83% 56% 86% 54% 70%
1963 -6% 22% -13% 29% 8%
1962 21% 28% 42% 58% 37%
1961 21% 60% 53% 66% 50%
1960 60% 83% 50% 82% 69%
1959 83% 68% 85% 67% 76%
1958 -71% -47% -63% -42% -56%
1957 21% 75% 27% 78% 50%
1956 81% 90% 87% 93% 88%
1955 90% 86% 92% 84% 88%
1954 65% 71% 51% 69% 64%
1953 61% 83% 65% 86% 74%
1952 72% 88% 80% 92% 83%
1951 84% 86% 86% 86% 86%
1950 77% 65% 73% 63% 69%
1949 -42% 2% -22% -2% -16%
1948 -3% -44% -8% -52% -27%
1947 -40% 37% -55% 25% -8%
1946 89% 91% 90% 92% 91%
1945 83% 90% 86% 93% 88%
1944 64% 72% 69% 77% 70%
1943 52% 8% 59% 18% 34%
1942 -69% -82% -72% -86% -77%
1941 -63% -63% -73% -75% -68%
1940 -2% 43% -26% 18% 8%
1939 -5% -56% -16% -67% -36%
1938 -76% -36% -83% -42% -59%
1937 80% 90% 76% 88% 84%
1936 89% 84% 90% 72% 84%
1935 44% 76% -56% 42% 27%
1934 73% 41% 70% 44% 57%
1933 -40% -75% -29% -72% -54%
1932 -89% -91% -93% -93% -92%
1931 -89% -77% -89% -73% -82%
1930 -6% 48% 11% 44% 24%
1929 89% 91% 85% 83% 87%
1928 85% 84%     84%
1927 81% 91%     86%
1926 83% 90%     87%

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