As far as I know there is no correlation. There was a post here on whether INTJs are often Capricorns, but the answer seemed to be: No, I think. I vaguely remember I once saw a Russian article that explored this issue. They had a pretty large sample, but could not really find any correlations. Often you see some anecdotal patterns, but when you do a proper study they turn out to be just a statistical fluke.