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

 - [x] closes #14617
 - [x] tests added / passed
 - [x] passes ``git diff upstream/master | flake8 --diff``
 - [x] whatsnew entry

This picks up PR #14667. Ensures that the column and index returned by `cov()` and `corr()` are not the same object. 