STLA vs. MAR

Last updated Jun 13, 2026

STLA (Stellantis N.V.) and MAR (Marriott International, Inc.) are both stocks. Both are in the Consumer Cyclical sector — STLA in Auto Manufacturers, MAR in Lodging. Over the past 5 years, STLA returned -13.09%/yr vs 23.91%/yr for MAR. At a 0.44 correlation, their price movements are largely independent.

Performance

STLA vs. MAR - Performance Comparison

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

Returns By Period

In the year-to-date period, STLA achieves a -36.91% return, which is significantly lower than MAR's 30.26% return.

STLA

• 1D: -0.29%
• 1M: -8.28%
• YTD: -36.91%
• 6M: -41.68%
• 1Y: -29.18%
• 3Y*: -19.63%
• 5Y*: -13.09%
• 10Y*: —

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%

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

STLA vs. MAR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
STLA Stellantis N.V.	-36.91%	-0.80%	-40.21%	79.15%	-18.23%	12.88%
MAR Marriott International, Inc.	30.26%	12.31%	24.92%	53.06%	-9.34%	30.25%

Correlation

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

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.39
Correlation (3Y) Calculated over the trailing 3-year period	0.38
Correlation (5Y) Calculated over the trailing 5-year period	0.44
Correlation (All Time) Calculated using the full available price history since Jan 20, 2021	0.44

Fundamentals

EPS STLA : -€0.43 MAR : $12.66
PS Ratio STLA : 0.09 MAR : 3.78
Total Revenue (TTM) STLA : €186.57B MAR : $21.73B
Gross Profit (TTM) STLA : €86.70B MAR : $1.31B
EBITDA (TTM) STLA : €3.43B MAR : $3.81B

Return for Risk

STLA vs. MAR — Risk / Return Rank

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

STLA

STLA Risk / Return Rank: 16
STLA Sharpe Ratio Rank: 16
STLA Sortino Ratio Rank: 19
STLA Omega Ratio Rank: 18
STLA Calmar Ratio Rank: 18
STLA Martin Ratio Rank: 11

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

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.

STLA vs. MAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stellantis N.V. (STLA) and Marriott International, Inc. (MAR). 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.

	STLA	MAR	Difference
Sharpe ratio: Return per unit of total volatility	-0.62	2.07	-2.70
Sortino ratio: Return per unit of downside risk	-0.63	3.04	-3.68
Omega ratio: Gain probability vs. loss probability	0.92	1.35	-0.43
Calmar ratio: Return relative to maximum drawdown	-0.67	4.31	-4.99
Martin ratio: Return relative to average drawdown	-1.34	10.89	-12.22

STLA vs. MAR - Sharpe Ratio Comparison

The current STLA Sharpe Ratio is -0.62, which is lower than the MAR Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of STLA and MAR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

STLA vs. MAR - Drawdown Comparison

The maximum STLA drawdown since its inception was -72.65%, roughly equal to the maximum MAR drawdown of -75.59%. Use the drawdown chart below to compare losses from any high point for STLA and MAR.

Drawdown Indicators

	STLA	MAR	Difference
Max Drawdown Largest peak-to-trough decline	-72.65%	-75.59%	+2.94%
Max Drawdown (1Y) Largest decline over 1 year	-47.77%	-12.65%	-35.12%
Max Drawdown (3Y) Largest decline over 3 years	-72.65%	-30.50%	-42.15%
Max Drawdown (5Y) Largest decline over 5 years	-72.65%	-30.50%	-42.15%
Max Drawdown (10Y) Largest decline over 10 years	—	-61.26%	—
Current Drawdown Current decline from peak	-70.32%	0.00%	-70.32%
Average Drawdown Average peak-to-trough decline	-29.12%	-14.90%	-14.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	24.08%	5.01%	+19.07%

Volatility

STLA vs. MAR - Volatility Comparison

Stellantis N.V. (STLA) has a higher volatility of 13.76% compared to Marriott International, Inc. (MAR) at 6.92%. This indicates that STLA's price experiences larger fluctuations and is considered to be riskier than MAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STLA	MAR	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.76%	6.92%	+6.84%
Volatility (6M) Calculated over the trailing 6-month period	40.15%	19.94%	+20.21%
Volatility (1Y) Calculated over the trailing 1-year period	51.80%	26.32%	+25.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.03%	28.84%	+13.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.43%	32.90%	+8.53%

Dividends

STLA vs. MAR - Dividend Comparison

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

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%
STLA Stellantis N.V.	0.00%	14.26%	12.66%	6.32%	7.90%	2.66%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both STLA and MAR in my portfolio?

STLA and MAR 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.

Which is riskier, STLA or MAR?

STLA has higher volatility (13.76%) compared to MAR (6.92%). In terms of maximum drawdown, STLA dropped -72.65% vs MAR's -75.59%.

Which has better risk-adjusted returns?

MAR currently has the higher Sharpe Ratio (2.07 vs -0.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.