CCEP vs. MAR

Last updated Jun 13, 2026

CCEP (Coca-Cola European Partners plc) and MAR (Marriott International, Inc.) are both stocks. CCEP operates in Beverages - Non-Alcoholic (Consumer Defensive), while MAR operates in Lodging (Consumer Cyclical). Over the past 10 years, CCEP returned 13.47%/yr vs 21.03%/yr for MAR. At a 0.29 correlation, their price movements are largely independent.

Performance

CCEP vs. MAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Coca-Cola European Partners plc (CCEP) and Marriott International, Inc. (MAR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CCEP achieves a 10.70% return, which is significantly lower than MAR's 30.26% return. Over the past 10 years, CCEP has underperformed MAR with an annualized return of 13.47%, while MAR has yielded a comparatively higher 21.03% annualized return.

CCEP

• 1D: 1.69%
• 1M: 10.54%
• YTD: 10.70%
• 6M: 10.57%
• 1Y: 9.85%
• 3Y*: 18.61%
• 5Y*: 13.46%
• 10Y*: 13.47%

MAR

• 1D: 1.42%
• 1M: 14.11%
• YTD: 30.26%
• 6M: 35.28%
• 1Y: 59.26%
• 3Y*: 31.68%
• 5Y*: 23.91%
• 10Y*: 21.03%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CCEP vs. MAR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CCEP Coca-Cola European Partners plc	10.70%	21.20%	18.35%	24.50%	2.33%	15.61%	0.48%	13.85%	18.58%	30.72%
MAR Marriott International, Inc.	30.26%	12.31%	24.92%	53.06%	-9.34%	25.26%	-12.53%	41.49%	-19.05%	66.24%

Correlation

The correlation between CCEP and MAR is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.25
Correlation (3Y) Calculated over the trailing 3-year period	0.23
Correlation (5Y) Calculated over the trailing 5-year period	0.33
Correlation (10Y) Calculated over the trailing 10-year period	0.31
Correlation (All Time) Calculated using the full available price history since Oct 13, 1993	0.29

The correlation between CCEP and MAR shifts across timeframes, from 0.23 (3 years) to 0.33 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS CCEP : €7.47 MAR : $12.66
PE Ratio CCEP : 11.50 MAR : 31.80
PEG Ratio CCEP : 0.57 MAR : 0.83
PS Ratio CCEP : 0.93 MAR : 3.78
Total Revenue (TTM) CCEP : €41.26B MAR : $21.73B
Gross Profit (TTM) CCEP : €14.63B MAR : $1.31B
EBITDA (TTM) CCEP : €6.87B MAR : $3.81B

Return for Risk

CCEP vs. MAR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CCEP

CCEP Risk / Return Rank: 52
CCEP Sharpe Ratio Rank: 57
CCEP Sortino Ratio Rank: 49
CCEP Omega Ratio Rank: 49
CCEP Calmar Ratio Rank: 55
CCEP Martin Ratio Rank: 52

MAR

MAR Risk / Return Rank: 89
MAR Sharpe Ratio Rank: 90
MAR Sortino Ratio Rank: 90
MAR Omega Ratio Rank: 86
MAR Calmar Ratio Rank: 91
MAR Martin Ratio Rank: 90

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CCEP vs. MAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Coca-Cola European Partners plc (CCEP) and Marriott International, Inc. (MAR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	CCEP	MAR	Difference
Sharpe ratio: Return per unit of total volatility	0.40	2.07	-1.67
Sortino ratio: Return per unit of downside risk	0.69	3.04	-2.35
Omega ratio: Gain probability vs. loss probability	1.09	1.35	-0.26
Calmar ratio: Return relative to maximum drawdown	0.50	4.31	-3.81
Martin ratio: Return relative to average drawdown	0.90	10.89	-9.98

CCEP vs. MAR - Sharpe Ratio Comparison

The current CCEP Sharpe Ratio is 0.40, which is lower than the MAR Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of CCEP and MAR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CCEP vs. MAR - Drawdown Comparison

The maximum CCEP drawdown since its inception was -79.40%, which is greater than MAR's maximum drawdown of -75.59%. Use the drawdown chart below to compare losses from any high point for CCEP and MAR.

Drawdown Indicators

	CCEP	MAR	Difference
Max Drawdown Largest peak-to-trough decline	-79.40%	-75.59%	-3.81%
Max Drawdown (1Y) Largest decline over 1 year	-18.22%	-12.65%	-5.57%
Max Drawdown (3Y) Largest decline over 3 years	-18.22%	-30.50%	+12.28%
Max Drawdown (5Y) Largest decline over 5 years	-29.52%	-30.50%	+0.98%
Max Drawdown (10Y) Largest decline over 10 years	-48.76%	-61.26%	+12.50%
Current Drawdown Current decline from peak	-9.08%	0.00%	-9.08%
Average Drawdown Average peak-to-trough decline	-24.34%	-14.90%	-9.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.03%	5.01%	+5.02%

Volatility

CCEP vs. MAR - Volatility Comparison

Coca-Cola European Partners plc (CCEP) and Marriott International, Inc. (MAR) have volatilities of 6.82% and 6.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CCEP	MAR	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.82%	6.92%	-0.10%
Volatility (6M) Calculated over the trailing 6-month period	16.68%	19.94%	-3.26%
Volatility (1Y) Calculated over the trailing 1-year period	22.46%	26.32%	-3.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.20%	28.84%	-5.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.38%	32.90%	-6.52%

Dividends

CCEP vs. MAR - Dividend Comparison

CCEP's dividend yield for the trailing twelve months is around 2.41%, more than MAR's 0.68% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CCEP Coca-Cola European Partners plc	2.41%	2.57%	2.77%	2.95%	3.07%	2.90%	2.01%	2.71%	2.73%	2.97%	3.65%	2.27%
MAR Marriott International, Inc.	0.68%	0.85%	0.86%	0.87%	0.67%	0.00%	0.36%	1.22%	1.44%	0.95%	1.39%	1.42%

Financials

Frequently Asked Questions

Can I hold both CCEP and MAR in my portfolio?

CCEP and MAR have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CCEP or MAR?

MAR has higher volatility (6.92%) compared to CCEP (6.82%). In terms of maximum drawdown, CCEP dropped -79.40% vs MAR's -75.59%.

Which has better risk-adjusted returns?

MAR currently has the higher Sharpe Ratio (2.07 vs 0.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.