PortfoliosLab logoPortfoliosLab logo
MAR vs. CLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MAR vs. CLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Marriott International, Inc. (MAR) and The Clorox Company (CLX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MAR achieves a 30.26% return, which is significantly higher than CLX's -1.69% return. Over the past 10 years, MAR has outperformed CLX with an annualized return of 21.03%, while CLX has yielded a comparatively lower -0.20% annualized return.


MAR

1D
1.42%
1M
14.20%
YTD
30.26%
6M
35.28%
1Y
59.26%
3Y*
31.68%
5Y*
23.91%
10Y*
21.03%

CLX

1D
-1.51%
1M
7.04%
YTD
-1.69%
6M
-4.70%
1Y
-17.78%
3Y*
-11.57%
5Y*
-8.21%
10Y*
-0.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MAR vs. CLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MAR
Marriott International, Inc.
30.26%12.31%24.92%53.06%-9.34%25.26%-12.53%41.49%-19.05%66.24%
CLX
The Clorox Company
-1.69%-35.59%17.72%4.99%-17.00%-11.50%34.46%2.23%6.55%27.14%

Correlation

The correlation between MAR and CLX is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (10Y)
Calculated over the trailing 10-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Oct 13, 1993

0.20

The correlation between MAR and CLX shifts across timeframes, from 0.06 (10 years) to 0.27 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

EPS

MAR:

$12.66

CLX:

$6.17

PE Ratio

MAR:

31.80

CLX:

15.70

PEG Ratio

MAR:

0.83

CLX:

0.36

PS Ratio

MAR:

3.78

CLX:

1.76

Total Revenue (TTM)

MAR:

$21.73B

CLX:

$6.76B

Gross Profit (TTM)

MAR:

$1.31B

CLX:

$2.96B

EBITDA (TTM)

MAR:

$3.81B

CLX:

$1.45B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

MAR vs. CLX — Risk / Return Rank

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

MAR
MAR Risk / Return Rank: 8989
Overall Rank
MAR Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
MAR Sortino Ratio Rank: 9090
Sortino Ratio Rank
MAR Omega Ratio Rank: 8686
Omega Ratio Rank
MAR Calmar Ratio Rank: 9191
Calmar Ratio Rank
MAR Martin Ratio Rank: 9090
Martin Ratio Rank

CLX
CLX Risk / Return Rank: 1414
Overall Rank
CLX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
CLX Sortino Ratio Rank: 1414
Sortino Ratio Rank
CLX Omega Ratio Rank: 1515
Omega Ratio Rank
CLX Calmar Ratio Rank: 1919
Calmar Ratio Rank
CLX Martin Ratio Rank: 1111
Martin Ratio Rank
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.

MAR vs. CLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Marriott International, Inc. (MAR) and The Clorox Company (CLX). 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.


MARCLXDifference
Sharpe ratioReturn per unit of total volatility

+2.81

Sortino ratioReturn per unit of downside risk

+3.91

Omega ratioGain probability vs. loss probability

1.35

0.89

+0.46

Calmar ratioReturn relative to maximum drawdown

4.31

-0.65

+4.97

Martin ratioReturn relative to average drawdown

10.89

-1.33

+12.22

MAR vs. CLX - Sharpe Ratio Comparison

The current MAR Sharpe Ratio is 2.07, which is higher than the CLX Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of MAR and CLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

MAR vs. CLX - Drawdown Comparison

The maximum MAR drawdown since its inception was -75.59%, which is greater than CLX's maximum drawdown of -56.34%. Use the drawdown chart below to compare losses from any high point for MAR and CLX.


Loading charts...

Drawdown Indicators


MARCLXDifference

Max Drawdown

Largest peak-to-trough decline

-75.59%

-56.34%

-19.25%

Max Drawdown (1Y)

Largest decline over 1 year

-12.65%

-31.52%

+18.87%

Max Drawdown (3Y)

Largest decline over 3 years

-30.50%

-46.11%

+15.61%

Max Drawdown (5Y)

Largest decline over 5 years

-30.50%

-46.11%

+15.61%

Max Drawdown (10Y)

Largest decline over 10 years

-61.26%

-56.34%

-4.92%

Current Drawdown

Current decline from peak

0.00%

-50.92%

+50.92%

Average Drawdown

Average peak-to-trough decline

-14.90%

-13.43%

-1.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.01%

15.49%

-10.48%

Volatility

MAR vs. CLX - Volatility Comparison

The current volatility for Marriott International, Inc. (MAR) is 6.92%, while The Clorox Company (CLX) has a volatility of 10.45%. This indicates that MAR experiences smaller price fluctuations and is considered to be less risky than CLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MARCLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.92%

10.45%

-3.53%

Volatility (6M)

Calculated over the trailing 6-month period

19.94%

23.46%

-3.52%

Volatility (1Y)

Calculated over the trailing 1-year period

26.32%

28.17%

-1.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.84%

26.09%

+2.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.90%

24.51%

+8.39%

Dividends

MAR vs. CLX - Dividend Comparison

MAR's dividend yield for the trailing twelve months is around 0.68%, less than CLX's 5.12% yield.


PositionTTM20252024202320222021202020192018201720162015
CLX
The Clorox Company
5.12%4.88%2.98%3.34%3.33%2.60%2.15%2.63%2.41%2.21%2.62%2.38%
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

MAR vs. CLX - Financials Comparison

This section allows you to compare key financial metrics between Marriott International, Inc. and The Clorox Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


1.00B2.00B3.00B4.00B5.00B6.00B7.00B20222023202420252026
1.81B
1.67B
(MAR) Total Revenue
(CLX) Total Revenue
Values in USD except per share items

Frequently Asked Questions


MAR and CLX have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CLX has higher volatility (10.45%) compared to MAR (6.92%). In terms of maximum drawdown, MAR dropped -75.59% vs CLX's -56.34%.

MAR currently has the higher Sharpe Ratio (2.07 vs -0.73), 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.

Portfolio Optimizer

Find the right allocation for MAR and CLX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer