In 2009, when the effects of the economic crisis were fully felt, countries around the world experienced negative impacts, starting from the USA, where the crisis began, through Europe to Asia. Economic cycles, fluctuations, and crises are a common part of the financial market, for example, the crisis in 1929 and the crisis in 2000. The recovery of the economy is a key factor in this process. Due to the increasingly powerful process of globalization and the growth of the interconnectedness of individual economies to each other, not to mention an increasing pressure on the formation of integration clusters, the creation and emergence of new financial crises with supranational and transnational character are highly likely in the future. It is possible that a one-day crisis reaches and expands with global reach, but it is important for us to be prepared through effective tools. In this article, we will be dealing with financial indicators within the European Union that define and create the capital market. Based on cluster analysis, we create groups of countries that are similar to each other. We determine which countries are the leaders and which, on the contrary, lag behind the rest of Europe.