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

Performance

MAR vs. WING - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
22.77%
-11.07%
MAR
WING

Returns By Period

In the year-to-date period, MAR achieves a 26.94% return, which is significantly lower than WING's 32.25% return.


MAR

YTD

26.94%

1M

7.00%

6M

22.76%

1Y

36.35%

5Y (annualized)

16.53%

10Y (annualized)

15.08%

WING

YTD

32.25%

1M

-7.46%

6M

-11.07%

1Y

44.48%

5Y (annualized)

37.03%

10Y (annualized)

N/A

Fundamentals


MARWING
Market Cap$77.86B$9.80B
EPS$9.55$3.42
PE Ratio29.3498.12
PEG Ratio2.762.71
Total Revenue (TTM)$24.77B$591.04M
Gross Profit (TTM)$4.93B$337.90M
EBITDA (TTM)$3.95B$172.50M

Key characteristics


MARWING
Sharpe Ratio1.771.16
Sortino Ratio2.371.52
Omega Ratio1.321.24
Calmar Ratio2.121.44
Martin Ratio5.805.10
Ulcer Index6.58%9.27%
Daily Std Dev21.57%40.85%
Max Drawdown-75.90%-61.13%
Current Drawdown-0.83%-20.97%

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Correlation

-0.50.00.51.00.2

The correlation between MAR and WING is 0.24, 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. WING - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Marriott International, Inc. (MAR) and Wingstop Inc. (WING). 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-4.00-2.000.002.004.001.771.16
The chart of Sortino ratio for MAR, currently valued at 2.37, compared to the broader market-4.00-2.000.002.004.002.371.52
The chart of Omega ratio for MAR, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.24
The chart of Calmar ratio for MAR, currently valued at 2.12, compared to the broader market0.002.004.006.002.121.44
The chart of Martin ratio for MAR, currently valued at 5.80, compared to the broader market0.0010.0020.0030.005.805.10
MAR
WING

The current MAR Sharpe Ratio is 1.77, which is higher than the WING Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of MAR and WING, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.77
1.16
MAR
WING

Dividends

MAR vs. WING - Dividend Comparison

MAR's dividend yield for the trailing twelve months is around 0.85%, more than WING's 0.29% 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%
WING
Wingstop Inc.
0.29%0.32%3.43%0.36%0.38%0.46%10.19%0.36%9.80%0.00%0.00%0.00%

Drawdowns

MAR vs. WING - Drawdown Comparison

The maximum MAR drawdown since its inception was -75.90%, which is greater than WING's maximum drawdown of -61.13%. Use the drawdown chart below to compare losses from any high point for MAR and WING. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.83%
-20.97%
MAR
WING

Volatility

MAR vs. WING - Volatility Comparison

The current volatility for Marriott International, Inc. (MAR) is 7.57%, while Wingstop Inc. (WING) has a volatility of 27.03%. This indicates that MAR experiences smaller price fluctuations and is considered to be less risky than WING based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
7.57%
27.03%
MAR
WING

Financials

MAR vs. WING - Financials Comparison

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