MAR vs. WYNN

In the year-to-date period, MAR achieves a 26.94% return, which is significantly higher than WYNN's 1.80% return. Over the past 10 years, MAR has outperformed WYNN with an annualized return of 15.08%, while WYNN has yielded a comparatively lower -5.19% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Marriott International, Inc. (MAR) and Wynn Resorts, Limited (WYNN). 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 1.77, which is higher than the WYNN Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of MAR and WYNN, 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 0.85%, less than WYNN's 1.09% yield.

The maximum MAR drawdown since its inception was -75.90%, smaller than the maximum WYNN drawdown of -90.66%. Use the drawdown chart below to compare losses from any high point for MAR and WYNN. For additional features, visit the drawdowns tool.

The current volatility for Marriott International, Inc. (MAR) is 7.57%, while Wynn Resorts, Limited (WYNN) has a volatility of 14.64%. This indicates that MAR experiences smaller price fluctuations and is considered to be less risky than WYNN 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 Wynn Resorts, Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.