MAR vs. TTWO

In the year-to-date period, MAR achieves a -7.17% return, which is significantly lower than TTWO's 22.22% return. Over the past 10 years, MAR has underperformed TTWO with an annualized return of 13.69%, while TTWO has yielded a comparatively higher 23.37% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Marriott International, Inc. (MAR) and Take-Two Interactive Software, Inc. (TTWO). 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.

The current MAR Sharpe Ratio is 0.43, which is lower than the TTWO Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of MAR and TTWO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MAR's dividend yield for the trailing twelve months is around 0.99%, while TTWO has not paid dividends to shareholders.

The maximum MAR drawdown since its inception was -75.92%, smaller than the maximum TTWO drawdown of -80.84%. Use the drawdown chart below to compare losses from any high point for MAR and TTWO.

The current volatility for Marriott International, Inc. (MAR) is 7.79%, while Take-Two Interactive Software, Inc. (TTWO) has a volatility of 11.30%. This indicates that MAR experiences smaller price fluctuations and is considered to be less risky than TTWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Marriott International, Inc. and Take-Two Interactive Software, 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.