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. 
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/15528?src=pr&el=h1) Report
> Merging [#15528](https://codecov.io/gh/pandas-dev/pandas/pull/15528?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/23889d3ec8396925269210d6d5782574e61769bd?src=pr&el=desc) will **decrease** coverage by `-0.03%`.
> The diff coverage is `100%`.


```diff
@@            Coverage Diff             @@
##           master   #15528      +/-   ##
==========================================
- Coverage    91.1%   91.08%   -0.03%     
==========================================
  Files         136      136              
  Lines       49102    49104       +2     
==========================================
- Hits        44736    44725      -11     
- Misses       4366     4379      +13
```


| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/15528?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/compare/23889d3ec8396925269210d6d5782574e61769bd...5a46f0a52cc4109b4c71afc03f089e6f9e305ab3?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.74% <100%> (-0.1%)` | :x: |
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/compare/23889d3ec8396925269210d6d5782574e61769bd...5a46f0a52cc4109b4c71afc03f089e6f9e305ab3?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `40% <0%> (-46.67%)` | :x: |
| [pandas/util/decorators.py](https://codecov.io/gh/pandas-dev/pandas/compare/23889d3ec8396925269210d6d5782574e61769bd...5a46f0a52cc4109b4c71afc03f089e6f9e305ab3?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvZGVjb3JhdG9ycy5weQ==) | `68.26% <0%> (-0.97%)` | :x: |
| [pandas/tools/merge.py](https://codecov.io/gh/pandas-dev/pandas/compare/23889d3ec8396925269210d6d5782574e61769bd...5a46f0a52cc4109b4c71afc03f089e6f9e305ab3?src=pr&el=tree#diff-cGFuZGFzL3Rvb2xzL21lcmdlLnB5) | `91.78% <0%> (-0.35%)` | :x: |
| [pandas/util/testing.py](https://codecov.io/gh/pandas-dev/pandas/compare/23889d3ec8396925269210d6d5782574e61769bd...5a46f0a52cc4109b4c71afc03f089e6f9e305ab3?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvdGVzdGluZy5weQ==) | `81.87% <0%> (-0.19%)` | :x: |
| [pandas/core/common.py](https://codecov.io/gh/pandas-dev/pandas/compare/23889d3ec8396925269210d6d5782574e61769bd...5a46f0a52cc4109b4c71afc03f089e6f9e305ab3?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvY29tbW9uLnB5) | `91.36% <0%> (+0.33%)` | :white_check_mark: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/15528?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/15528?src=pr&el=footer). Last update [23889d3...5a46f0a](https://codecov.io/gh/pandas-dev/pandas/compare/23889d3ec8396925269210d6d5782574e61769bd...5a46f0a52cc4109b4c71afc03f089e6f9e305ab3?el=footer&src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments). very nice @mroeschke 

keep em coming!