BUG: DataFrame index & column returned by corr & cov are the same (#14617)

closes #14617

Author: Matt Roeschke <emailformattr@gmail.com>

Closes #15528 from mroeschke/fix_14617 and squashes the following commits:

5a46f0a [Matt Roeschke] Bug:DataFrame index & column returned by corr & cov are the same (#14617)

Author: mroeschke

Diff for: doc/source/whatsnew/v0.20.0.txt

@@ -631,7 +631,7 @@ Bug Fixes
 
 
 - Bug in ``.rank()`` which incorrectly ranks ordered categories (:issue:`15420`)
-
+- Bug in ``.corr()`` and ``.cov()`` where the column and index were the same object (:issue:`14617`)
 
 
 - Require at least 0.23 version of cython to avoid problems with character encodings (:issue:`14699`)

Diff for: pandas/core/frame.py

@@ -4725,6 +4725,7 @@ def corr(self, method='pearson', min_periods=1):
         """
         numeric_df = self._get_numeric_data()
         cols = numeric_df.columns
+        idx = cols.copy()
         mat = numeric_df.values
 
         if method == 'pearson':
@@ -4757,7 +4758,7 @@ def corr(self, method='pearson', min_periods=1):
                     correl[i, j] = c
                     correl[j, i] = c
 
-        return self._constructor(correl, index=cols, columns=cols)
+        return self._constructor(correl, index=idx, columns=cols)
 
     def cov(self, min_periods=None):
         """
@@ -4780,6 +4781,7 @@ def cov(self, min_periods=None):
         """
         numeric_df = self._get_numeric_data()
         cols = numeric_df.columns
+        idx = cols.copy()
         mat = numeric_df.values
 
         if notnull(mat).all():
@@ -4793,7 +4795,7 @@ def cov(self, min_periods=None):
             baseCov = _algos.nancorr(_ensure_float64(mat), cov=True,
                                      minp=min_periods)
 
-        return self._constructor(baseCov, index=cols, columns=cols)
+        return self._constructor(baseCov, index=idx, columns=cols)
 
     def corrwith(self, other, axis=0, drop=False):
         """

Diff for: pandas/tests/frame/test_analytics.py

@@ -118,6 +118,15 @@ def test_corr_int_and_boolean(self):
         for meth in ['pearson', 'kendall', 'spearman']:
             tm.assert_frame_equal(df.corr(meth), expected)
 
+    def test_corr_cov_independent_index_column(self):
+        # GH 14617
+        df = pd.DataFrame(np.random.randn(4 * 10).reshape(10, 4),
+                          columns=list("abcd"))
+        for method in ['cov', 'corr']:
+            result = getattr(df, method)()
+            assert result.index is not result.columns
+            assert result.index.equals(result.columns)
+
     def test_cov(self):
         # min_periods no NAs (corner case)
         expected = self.frame.cov()