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MAR vs. LNG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

MAR vs. LNG - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
22.76%
43.91%
MAR
LNG

Returns By Period

In the year-to-date period, MAR achieves a 26.94% return, which is significantly lower than LNG's 33.17% return. Over the past 10 years, MAR has outperformed LNG with an annualized return of 15.08%, while LNG has yielded a comparatively lower 12.29% annualized return.


MAR

YTD

26.94%

1M

7.00%

6M

22.76%

1Y

36.35%

5Y (annualized)

16.53%

10Y (annualized)

15.08%

LNG

YTD

33.17%

1M

23.66%

6M

43.91%

1Y

27.87%

5Y (annualized)

30.85%

10Y (annualized)

12.29%

Fundamentals


MARLNG
Market Cap$77.86B$49.50B
EPS$9.55$15.73
PE Ratio29.3414.03
PEG Ratio2.760.60
Total Revenue (TTM)$24.77B$16.09B
Gross Profit (TTM)$4.93B$9.35B
EBITDA (TTM)$3.95B$8.11B

Key characteristics


MARLNG
Sharpe Ratio1.771.46
Sortino Ratio2.372.17
Omega Ratio1.321.26
Calmar Ratio2.121.84
Martin Ratio5.803.30
Ulcer Index6.58%8.83%
Daily Std Dev21.57%20.00%
Max Drawdown-75.90%-97.84%
Current Drawdown-0.83%0.00%

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Correlation

-0.50.00.51.00.2

The correlation between MAR and LNG is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

MAR vs. LNG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Marriott International, Inc. (MAR) and Cheniere Energy, Inc. (LNG). 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.


Sharpe ratio
The chart of Sharpe ratio for MAR, currently valued at 1.77, compared to the broader market-4.00-2.000.002.004.001.771.46
The chart of Sortino ratio for MAR, currently valued at 2.37, compared to the broader market-4.00-2.000.002.004.002.372.17
The chart of Omega ratio for MAR, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.26
The chart of Calmar ratio for MAR, currently valued at 2.12, compared to the broader market0.002.004.006.002.121.84
The chart of Martin ratio for MAR, currently valued at 5.80, compared to the broader market0.0010.0020.0030.005.803.30
MAR
LNG

The current MAR Sharpe Ratio is 1.77, which is comparable to the LNG Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of MAR and LNG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.77
1.46
MAR
LNG

Dividends

MAR vs. LNG - Dividend Comparison

MAR's dividend yield for the trailing twelve months is around 0.85%, more than LNG's 0.80% yield.


TTM20232022202120202019201820172016201520142013
MAR
Marriott International, Inc.
0.85%0.87%0.67%0.00%0.36%1.22%1.44%0.95%1.39%1.42%0.99%1.30%
LNG
Cheniere Energy, Inc.
0.80%0.95%0.92%0.33%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MAR vs. LNG - Drawdown Comparison

The maximum MAR drawdown since its inception was -75.90%, smaller than the maximum LNG drawdown of -97.84%. Use the drawdown chart below to compare losses from any high point for MAR and LNG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.83%
0
MAR
LNG

Volatility

MAR vs. LNG - Volatility Comparison

The current volatility for Marriott International, Inc. (MAR) is 7.57%, while Cheniere Energy, Inc. (LNG) has a volatility of 8.52%. This indicates that MAR experiences smaller price fluctuations and is considered to be less risky than LNG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.57%
8.52%
MAR
LNG

Financials

MAR vs. LNG - Financials Comparison

This section allows you to compare key financial metrics between Marriott International, Inc. and Cheniere Energy, 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.


Quarterly
Annual

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


Values in USD except per share items