TTWO vs. MAR
TTWO (Take-Two Interactive Software, Inc.) and MAR (Marriott International, Inc.) are both stocks. TTWO operates in Electronic Gaming & Multimedia (Communication Services), while MAR operates in Lodging (Consumer Cyclical). Over the past 10 years, TTWO returned 19.72%/yr vs 19.19%/yr for MAR. Their 0.25 correlation means their historical movements had little consistent relationship.
Performance
TTWO vs. MAR - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TTWO achieves a -5.12% return, which is significantly lower than MAR's 20.64% return. Both investments have delivered pretty close results over the past 10 years, with TTWO having a 19.72% annualized return and MAR not far behind at 19.19%.
TTWO
- 1D
- -1.82%
- 1M
- -4.73%
- 6M
- 10.27%
- YTD
- -5.12%
- 1Y
- 10.13%
- 3Y*
- 16.97%
- 5Y*
- 6.97%
- 10Y*
- 19.72%
- ALL TIME*
- 15.39%
MAR
- 1D
- -0.71%
- 1M
- -0.03%
- 6M
- 18.71%
- YTD
- 20.64%
- 1Y
- 47.30%
- 3Y*
- 23.28%
- 5Y*
- 21.60%
- 10Y*
- 19.19%
- ALL TIME*
- 15.43%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $498.48M | $519.42M | $558.67M | |
| $418.48M | $439.37M | $590.49M |
TTWO vs. MAR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TTWO Take-Two Interactive Software, Inc. | -5.12% | 39.09% | 14.37% | 54.57% | -41.41% | -14.47% | 69.72% | 18.93% | -6.23% | 122.72% |
MAR Marriott International, Inc. | 20.64% | 12.31% | 24.92% | 53.06% | -9.34% | 25.26% | -12.53% | 41.49% | -19.05% | 66.24% |
Correlation
The correlation between TTWO and MAR is 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.07 |
Correlation (3Y) Balances recent behavior with more history. | 0.23 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.28 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.24 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 1997 | 0.25 |
The correlation between TTWO and MAR shifts across timeframes, from 0.07 (1 year) to 0.28 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
TTWO:
$45.42B
MAR:
$98.31B
TTWO:
-$1.62
MAR:
$14.30
TTWO:
6.73
MAR:
3.10
TTWO:
$6.66B
MAR:
$21.73B
TTWO:
$3.81B
MAR:
$1.31B
TTWO:
$850.50M
MAR:
$3.81B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TTWO vs. MAR — Risk / Return Rank
TTWO
MAR
TTWO vs. MAR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Take-Two Interactive Software, Inc. (TTWO) 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.
| TTWO | MAR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.32 | ||
| Sortino ratioReturn per unit of downside risk | -1.86 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.28 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.33 | 3.38 | -3.05 |
| Martin ratioReturn relative to average drawdown | 0.70 | 9.06 | -8.36 |
Loading charts...
Drawdowns
TTWO vs. MAR - Drawdown Comparison
The maximum TTWO drawdown since its inception was -80.85%, which is greater than MAR's maximum drawdown of -75.59%. Use the drawdown chart below to compare losses from any high point for TTWO and MAR.
Loading charts...
Drawdown Indicators
| TTWO | MAR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.85% | -75.59% | -5.26% |
Max Drawdown (1Y)Largest decline over 1 year | -27.68% | -12.65% | -15.03% |
Max Drawdown (3Y)Largest decline over 3 years | -27.68% | -30.50% | +2.82% |
Max Drawdown (5Y)Largest decline over 5 years | -51.50% | -30.50% | -21.00% |
Max Drawdown (10Y)Largest decline over 10 years | -56.14% | -61.26% | +5.12% |
Current DrawdownCurrent decline from peak | -7.38% | -7.38% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -27.70% | -14.86% | -12.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.00% | 4.72% | +8.28% |
Volatility
TTWO vs. MAR - Volatility Comparison
Take-Two Interactive Software, Inc. (TTWO) has a higher volatility of 8.99% compared to Marriott International, Inc. (MAR) at 7.10%. This indicates that TTWO'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.
Loading charts...
Volatility by Period
| TTWO | MAR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.99% | 7.10% | +1.89% |
Volatility (6M)Calculated over the trailing 6-month period | 26.42% | 19.70% | +6.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.46% | 26.66% | +4.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.57% | 28.68% | +3.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.13% | 32.80% | +1.33% |
Dividends
TTWO vs. MAR - Dividend Comparison
TTWO has not paid dividends to shareholders, while MAR's dividend yield for the trailing twelve months is around 0.73%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MAR Marriott International, Inc. | 0.73% | 0.85% | 0.86% | 0.87% | 0.67% | 0.00% | 0.36% | 1.22% | 1.44% | 0.95% | 1.39% | 1.42% |
TTWO Take-Two Interactive Software, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
TTWO vs. MAR - Financials Comparison
This section allows you to compare key financial metrics between Take-Two Interactive Software, Inc. and Marriott International, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
TTWO and MAR have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TTWO has higher volatility (8.99%) compared to MAR (7.10%). In terms of maximum drawdown, TTWO dropped -80.85% vs MAR's -75.59%.
MAR currently has the higher Sharpe Ratio (1.61 vs 0.29), 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.
Find the right allocation for TTWO and MAR
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer