MAR vs. DUSL

Last updated Jun 16, 2026

MAR (Marriott International, Inc.) is a stock, while DUSL (Direxion Daily Industrials Bull 3X Shares) is Leveraged Equities fund tracking the Industrials Select Sector Index (300%). Over the past 5 years, MAR returned 23.83%/yr vs 21.34%/yr for DUSL. A 0.60 correlation means they provide meaningful diversification when combined.

Performance

MAR vs. DUSL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Marriott International, Inc. (MAR) and Direxion Daily Industrials Bull 3X Shares (DUSL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MAR achieves a 29.64% return, which is significantly lower than DUSL's 39.45% return.

MAR

• 1D: -0.47%
• 1M: 13.66%
• YTD: 29.64%
• 6M: 30.38%
• 1Y: 58.51%
• 3Y*: 32.71%
• 5Y*: 23.83%
• 10Y*: 20.77%

DUSL

• 1D: 3.99%
• 1M: 11.08%
• YTD: 39.45%
• 6M: 34.97%
• 1Y: 71.72%
• 3Y*: 45.78%
• 5Y*: 21.34%
• 10Y*: —

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

MAR vs. DUSL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MAR Marriott International, Inc.	29.64%	12.31%	24.92%	53.06%	-9.34%	25.26%	-12.53%	41.49%	-19.05%	41.07%
DUSL Direxion Daily Industrials Bull 3X Shares	39.45%	37.50%	34.75%	37.23%	-31.17%	60.72%	-19.77%	90.70%	-46.28%	47.58%

Correlation

The correlation between MAR and DUSL is 0.54, 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	0.54
Correlation (3Y) Calculated over the trailing 3-year period	0.60
Correlation (5Y) Calculated over the trailing 5-year period	0.61
Correlation (All Time) Calculated using the full available price history since May 3, 2017	0.60

The correlation between MAR and DUSL has been stable across timeframes, ranging from 0.54 to 0.61 - a consistent structural relationship.

Return for Risk

MAR vs. DUSL — Risk / Return Rank

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

MAR

MAR Risk / Return Rank: 90
MAR Sharpe Ratio Rank: 91
MAR Sortino Ratio Rank: 92
MAR Omega Ratio Rank: 88
MAR Calmar Ratio Rank: 91
MAR Martin Ratio Rank: 90

DUSL

DUSL Risk / Return Rank: 44
DUSL Sharpe Ratio Rank: 45
DUSL Sortino Ratio Rank: 43
DUSL Omega Ratio Rank: 40
DUSL Calmar Ratio Rank: 46
DUSL Martin Ratio Rank: 46

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. DUSL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Marriott International, Inc. (MAR) and Direxion Daily Industrials Bull 3X Shares (DUSL). 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.

	MAR	DUSL	Difference
Sharpe ratio: Return per unit of total volatility	2.25	1.47	+0.79
Sortino ratio: Return per unit of downside risk	3.28	2.04	+1.24
Omega ratio: Gain probability vs. loss probability	1.38	1.25	+0.13
Calmar ratio: Return relative to maximum drawdown	4.65	2.14	+2.51
Martin ratio: Return relative to average drawdown	11.74	7.04	+4.70

MAR vs. DUSL - Sharpe Ratio Comparison

The current MAR Sharpe Ratio is 2.25, which is higher than the DUSL Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of MAR and DUSL, 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

MAR vs. DUSL - Drawdown Comparison

The maximum MAR drawdown since its inception was -75.59%, smaller than the maximum DUSL drawdown of -85.74%. Use the drawdown chart below to compare losses from any high point for MAR and DUSL.

Drawdown Indicators

	MAR	DUSL	Difference
Max Drawdown Largest peak-to-trough decline	-75.59%	-85.74%	+10.15%
Max Drawdown (1Y) Largest decline over 1 year	-12.65%	-33.68%	+21.03%
Max Drawdown (3Y) Largest decline over 3 years	-30.50%	-50.86%	+20.36%
Max Drawdown (5Y) Largest decline over 5 years	-30.50%	-58.43%	+27.93%
Max Drawdown (10Y) Largest decline over 10 years	-61.26%	—	—
Current Drawdown Current decline from peak	-0.47%	-6.52%	+6.05%
Average Drawdown Average peak-to-trough decline	-14.89%	-21.96%	+7.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.00%	10.22%	-5.22%

Volatility

MAR vs. DUSL - Volatility Comparison

The current volatility for Marriott International, Inc. (MAR) is 7.01%, while Direxion Daily Industrials Bull 3X Shares (DUSL) has a volatility of 19.20%. This indicates that MAR experiences smaller price fluctuations and is considered to be less risky than DUSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MAR	DUSL	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.01%	19.20%	-12.19%
Volatility (6M) Calculated over the trailing 6-month period	19.73%	41.26%	-21.53%
Volatility (1Y) Calculated over the trailing 1-year period	26.14%	49.30%	-23.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.86%	52.94%	-24.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.91%	61.65%	-28.74%

Dividends

MAR vs. DUSL - Dividend Comparison

MAR's dividend yield for the trailing twelve months is around 0.68%, less than DUSL's 8.22% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DUSL Direxion Daily Industrials Bull 3X Shares	8.22%	11.39%	6.61%	1.28%	0.66%	0.07%	0.48%	1.01%	1.46%	0.57%	0.00%	0.00%
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%

Frequently Asked Questions

Can I hold both MAR and DUSL in my portfolio?

MAR and DUSL have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MAR or DUSL?

DUSL has higher volatility (19.20%) compared to MAR (7.01%). In terms of maximum drawdown, MAR dropped -75.59% vs DUSL's -85.74%.

Which has better risk-adjusted returns?

MAR currently has the higher Sharpe Ratio (2.25 vs 1.47), 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.