MAR vs. VMW

Last updated Jun 13, 2026

MAR (Marriott International, Inc.) and VMW (VMware, Inc.) are both stocks. MAR operates in Lodging (Consumer Cyclical), while VMW operates in Software - Infrastructure (Technology). At a 0.39 correlation, their price movements are largely independent.

Performance

MAR vs. VMW - Performance Comparison

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

Returns By Period

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%

VMW

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

MAR vs. VMW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MAR Marriott International, Inc.	30.26%	12.31%	24.92%	53.06%	-9.34%	25.26%	-12.53%	41.49%	-19.05%	66.24%
VMW VMware, Inc.	0.00%	0.00%	0.00%	16.06%	5.94%	0.72%	-7.60%	10.69%	31.72%	59.18%

Correlation

The correlation between MAR and VMW is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.07
Correlation (5Y) Calculated over the trailing 5-year period	0.27
Correlation (10Y) Calculated over the trailing 10-year period	0.31
Correlation (All Time) Calculated using the full available price history since Aug 15, 2007	0.39

The correlation between MAR and VMW shifts across timeframes, from 0.07 (3 years) to 0.39 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Total Revenue (TTM) MAR : $21.73B VMW : $13.61B
Gross Profit (TTM) MAR : $1.31B VMW : $11.05B
EBITDA (TTM) MAR : $3.81B VMW : $2.61B

Return for Risk

MAR vs. VMW — Risk / Return Rank

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

MAR

MAR Risk / Return Rank: 89
MAR Sharpe Ratio Rank: 90
MAR Sortino Ratio Rank: 90
MAR Omega Ratio Rank: 86
MAR Calmar Ratio Rank: 91
MAR Martin Ratio Rank: 90

VMW

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. VMW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Marriott International, Inc. (MAR) and VMware, Inc. (VMW). 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	VMW	Difference
Sharpe ratio: Return per unit of total volatility	2.07	—	—
Sortino ratio: Return per unit of downside risk	3.04	—	—
Omega ratio: Gain probability vs. loss probability	1.35	—	—
Calmar ratio: Return relative to maximum drawdown	4.31	—	—
Martin ratio: Return relative to average drawdown	10.89	—	—

Drawdowns

Drawdown Indicators

	MAR	VMW	Difference
Max Drawdown Largest peak-to-trough decline	-75.59%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-12.65%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-30.50%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-30.50%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-61.26%	—	—
Current Drawdown Current decline from peak	0.00%	—	—
Average Drawdown Average peak-to-trough decline	-14.90%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	5.01%	—	—

Volatility

Volatility by Period

	MAR	VMW	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.92%	—	—
Volatility (6M) Calculated over the trailing 6-month period	19.94%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	26.32%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.84%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.90%	—	—

Dividends

MAR vs. VMW - Dividend Comparison

MAR's dividend yield for the trailing twelve months is around 0.68%, while VMW has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
VMW VMware, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	23.65%	0.00%	0.00%	19.55%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both MAR and VMW in my portfolio?

MAR and VMW have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.