HD vs. MAR
HD (The Home Depot, Inc.) and MAR (Marriott International, Inc.) are both stocks. Both are in the Consumer Cyclical sector — HD in Home Improvement Retail, MAR in Lodging. Over the past 10 years, HD returned 11.84%/yr vs 20.49%/yr for MAR. At a 0.39 correlation, their price movements are largely independent.
Performance
HD vs. MAR - Performance Comparison
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Returns By Period
In the year-to-date period, HD achieves a -8.71% return, which is significantly lower than MAR's 26.66% return. Over the past 10 years, HD has underperformed MAR with an annualized return of 11.84%, while MAR has yielded a comparatively higher 20.49% annualized return.
HD
- 1D
- -0.34%
- 1M
- -1.71%
- YTD
- -8.71%
- 6M
- -10.23%
- 1Y
- -13.44%
- 3Y*
- 3.97%
- 5Y*
- 2.68%
- 10Y*
- 11.84%
MAR
- 1D
- -0.28%
- 1M
- 11.05%
- YTD
- 26.66%
- 6M
- 36.53%
- 1Y
- 48.66%
- 3Y*
- 31.04%
- 5Y*
- 23.16%
- 10Y*
- 20.49%
HD vs. MAR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HD The Home Depot, Inc. | -8.71% | -9.33% | 15.00% | 12.77% | -21.98% | 59.51% | 24.50% | 30.56% | -7.30% | 44.61% |
MAR Marriott International, Inc. | 26.66% | 12.31% | 24.92% | 53.06% | -9.34% | 25.26% | -12.53% | 41.49% | -19.05% | 66.24% |
Correlation
The correlation between HD and MAR is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Oct 14, 1993 | 0.39 |
The correlation between HD and MAR shifts across timeframes, from 0.39 (all time) to 0.52 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
HD:
$14.08
MAR:
$12.66
HD:
22.00
MAR:
30.92
HD:
1.85
MAR:
3.68
HD:
$166.59B
MAR:
$21.73B
HD:
$55.19B
MAR:
$1.31B
HD:
$23.12B
MAR:
$3.81B
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Return for Risk
HD vs. MAR — Risk / Return Rank
HD
MAR
HD vs. MAR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Home Depot, Inc. (HD) 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.
| HD | MAR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.45 | ||
| Sortino ratioReturn per unit of downside risk | -3.53 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.32 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 3.87 | -4.33 |
| Martin ratioReturn relative to average drawdown | -0.96 | 9.70 | -10.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HD | MAR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.58 | 1.87 | -2.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.81 | -0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.63 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.47 | +0.21 |
Drawdowns
HD vs. MAR - Drawdown Comparison
The maximum HD drawdown since its inception was -70.46%, smaller than the maximum MAR drawdown of -75.59%. Use the drawdown chart below to compare losses from any high point for HD and MAR.
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Drawdown Indicators
| HD | MAR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.46% | -75.59% | +5.13% |
Max Drawdown (1Y)Largest decline over 1 year | -28.81% | -12.65% | -16.16% |
Max Drawdown (3Y)Largest decline over 3 years | -28.84% | -30.50% | +1.66% |
Max Drawdown (5Y)Largest decline over 5 years | -34.73% | -30.50% | -4.23% |
Max Drawdown (10Y)Largest decline over 10 years | -37.99% | -61.26% | +23.27% |
Current DrawdownCurrent decline from peak | -25.37% | -0.28% | -25.09% |
Average DrawdownAverage peak-to-trough decline | -20.60% | -14.91% | -5.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.08% | 5.03% | +9.05% |
Volatility
HD vs. MAR - Volatility Comparison
The Home Depot, Inc. (HD) has a higher volatility of 6.57% compared to Marriott International, Inc. (MAR) at 6.25%. This indicates that HD's price experiences larger fluctuations and is considered to be riskier than MAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HD | MAR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.57% | 6.25% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 17.61% | 19.86% | -2.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.46% | 26.15% | -2.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.05% | 28.82% | -4.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.81% | 32.89% | -8.08% |
Dividends
HD vs. MAR - Dividend Comparison
HD's dividend yield for the trailing twelve months is around 2.99%, more than MAR's 0.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HD The Home Depot, Inc. | 2.99% | 2.67% | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% |
MAR Marriott International, Inc. | 0.70% | 0.85% | 0.86% | 0.87% | 0.67% | 0.00% | 0.36% | 1.22% | 1.44% | 0.95% | 1.39% | 1.42% |
Financials
HD vs. MAR - Financials Comparison
This section allows you to compare key financial metrics between The Home Depot, Inc. and Marriott International, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
HD and MAR have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HD has higher volatility (6.57%) compared to MAR (6.25%). In terms of maximum drawdown, HD dropped -70.46% vs MAR's -75.59%.
MAR currently has the higher Sharpe Ratio (1.87 vs -0.58), 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.
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