This dashboard shows every year of the SPY index since 1993. I was inspired by this post and decided to recreate the chart using python.
2022 is currently the second worst year for the stock market since 1993. Using the correlation map we can see that 2022 was most similar to 2002 (74%) and 2008 (59%). If you hover over the correlation map, the corresponding year pairs will be highlighted in the line chart.
I used yahoo finance to get the data and altair for plotting charts. Altair is a powerful declarative python plotting library based on vega. I like it for its crossfiltering feature where one can define interactions between charts. Check the ipynb file to see the code behind these charts.