MAR vs. HD

Last updated Jun 9, 2026

MAR (Marriott International, Inc.) and HD (The Home Depot, Inc.) are both stocks. Both are in the Consumer Cyclical sector — MAR in Lodging, HD in Home Improvement Retail. Over the past 10 years, MAR returned 20.49%/yr vs 11.84%/yr for HD. At a 0.39 correlation, their price movements are largely independent.

Performance

MAR vs. HD - Performance Comparison

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

Returns By Period

In the year-to-date period, MAR achieves a 26.66% return, which is significantly higher than HD's -8.71% return. Over the past 10 years, MAR has outperformed HD with an annualized return of 20.49%, while HD has yielded a comparatively lower 11.84% annualized return.

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

• 1D: -0.34%
• 1M: -1.71%
• YTD: -8.71%
• 6M: -10.23%
• 1Y: -13.44%
• 3Y*: 3.97%
• 5Y*: 2.68%
• 10Y*: 11.84%

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

MAR vs. HD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MAR Marriott International, Inc.	26.66%	12.31%	24.92%	53.06%	-9.34%	25.26%	-12.53%	41.49%	-19.05%	66.24%
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%

Correlation

The correlation between MAR and HD 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 MAR and HD shifts across timeframes, from 0.39 (all time) to 0.52 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

EPS MAR : $12.66 HD : $14.08
PE Ratio MAR : 30.92 HD : 22.00
PS Ratio MAR : 3.68 HD : 1.85
Total Revenue (TTM) MAR : $21.73B HD : $166.59B
Gross Profit (TTM) MAR : $1.31B HD : $55.19B
EBITDA (TTM) MAR : $3.81B HD : $23.12B

Return for Risk

MAR vs. HD — Risk / Return Rank

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

MAR

MAR Risk / Return Rank: 87
MAR Sharpe Ratio Rank: 88
MAR Sortino Ratio Rank: 87
MAR Omega Ratio Rank: 83
MAR Calmar Ratio Rank: 88
MAR Martin Ratio Rank: 88

HD

HD Risk / Return Rank: 20
HD Sharpe Ratio Rank: 17
HD Sortino Ratio Rank: 16
HD Omega Ratio Rank: 18
HD Calmar Ratio Rank: 26
HD Martin Ratio Rank: 23

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. HD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Marriott International, Inc. (MAR) and The Home Depot, Inc. (HD). 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.

	MAR	HD	Difference
Sharpe ratio: Return per unit of total volatility	1.87	-0.58	+2.45
Sortino ratio: Return per unit of downside risk	2.81	-0.72	+3.53
Omega ratio: Gain probability vs. loss probability	1.32	0.92	+0.40
Calmar ratio: Return relative to maximum drawdown	3.87	-0.47	+4.33
Martin ratio: Return relative to average drawdown	9.70	-0.96	+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.

MAR vs. HD - Sharpe Ratio Comparison

The current MAR Sharpe Ratio is 1.87, which is higher than the HD Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of MAR and HD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MAR	HD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.87	-0.58	+2.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.81	0.11	+0.70
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.63	0.48	+0.15
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	0.68	-0.21

Drawdowns

MAR vs. HD - Drawdown Comparison

The maximum MAR drawdown since its inception was -75.59%, which is greater than HD's maximum drawdown of -70.46%. Use the drawdown chart below to compare losses from any high point for MAR and HD.

Drawdown Indicators

	MAR	HD	Difference
Max Drawdown Largest peak-to-trough decline	-75.59%	-70.46%	-5.13%
Max Drawdown (1Y) Largest decline over 1 year	-12.65%	-28.81%	+16.16%
Max Drawdown (3Y) Largest decline over 3 years	-30.50%	-28.84%	-1.66%
Max Drawdown (5Y) Largest decline over 5 years	-30.50%	-34.73%	+4.23%
Max Drawdown (10Y) Largest decline over 10 years	-61.26%	-37.99%	-23.27%
Current Drawdown Current decline from peak	-0.28%	-25.37%	+25.09%
Average Drawdown Average peak-to-trough decline	-14.91%	-20.60%	+5.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.03%	14.08%	-9.05%

Volatility

MAR vs. HD - Volatility Comparison

Marriott International, Inc. (MAR) and The Home Depot, Inc. (HD) have volatilities of 6.25% and 6.57%, 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

	MAR	HD	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.25%	6.57%	-0.32%
Volatility (6M) Calculated over the trailing 6-month period	19.86%	17.61%	+2.25%
Volatility (1Y) Calculated over the trailing 1-year period	26.15%	23.46%	+2.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.82%	24.05%	+4.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.89%	24.81%	+8.08%

Dividends

MAR vs. HD - Dividend Comparison

MAR's dividend yield for the trailing twelve months is around 0.70%, less than HD's 2.99% 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

Frequently Asked Questions

Can I hold both MAR and HD in my portfolio?

MAR and HD 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.

Which is riskier, MAR or HD?

HD has higher volatility (6.57%) compared to MAR (6.25%). In terms of maximum drawdown, MAR dropped -75.59% vs HD's -70.46%.

Which has better risk-adjusted returns?

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.