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

Correlation

The correlation between TTWO and MAR is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

TTWO vs. MAR - Performance Comparison

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

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Key characteristics

Sharpe Ratio

TTWO:

1.85

MAR:

0.55

Sortino Ratio

TTWO:

2.71

MAR:

1.01

Omega Ratio

TTWO:

1.36

MAR:

1.13

Calmar Ratio

TTWO:

1.55

MAR:

0.56

Martin Ratio

TTWO:

9.21

MAR:

1.55

Ulcer Index

TTWO:

6.12%

MAR:

10.97%

Daily Std Dev

TTWO:

30.14%

MAR:

28.44%

Max Drawdown

TTWO:

-80.84%

MAR:

-75.92%

Current Drawdown

TTWO:

-3.58%

MAR:

-10.05%

Fundamentals

Market Cap

TTWO:

$40.16B

MAR:

$74.84B

EPS

TTWO:

-$25.58

MAR:

$8.80

PEG Ratio

TTWO:

1.52

MAR:

1.61

PS Ratio

TTWO:

7.13

MAR:

11.20

PB Ratio

TTWO:

18.78

MAR:

47.45

Total Revenue (TTM)

TTWO:

$5.63B

MAR:

$25.39B

Gross Profit (TTM)

TTWO:

$2.98B

MAR:

$5.40B

EBITDA (TTM)

TTWO:

-$3.47B

MAR:

$4.16B

Returns By Period

In the year-to-date period, TTWO achieves a 23.17% return, which is significantly higher than MAR's -1.83% return. Over the past 10 years, TTWO has outperformed MAR with an annualized return of 23.51%, while MAR has yielded a comparatively lower 14.13% annualized return.


TTWO

YTD

23.17%

1M

6.57%

6M

27.65%

1Y

53.37%

5Y*

9.82%

10Y*

23.51%

MAR

YTD

-1.83%

1M

23.96%

6M

-1.55%

1Y

16.09%

5Y*

25.52%

10Y*

14.13%

*Annualized

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Risk-Adjusted Performance

TTWO vs. MAR — Risk-Adjusted Performance Rank

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

TTWO
The Risk-Adjusted Performance Rank of TTWO is 9393
Overall Rank
The Sharpe Ratio Rank of TTWO is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of TTWO is 9393
Sortino Ratio Rank
The Omega Ratio Rank of TTWO is 9292
Omega Ratio Rank
The Calmar Ratio Rank of TTWO is 9090
Calmar Ratio Rank
The Martin Ratio Rank of TTWO is 9494
Martin Ratio Rank

MAR
The Risk-Adjusted Performance Rank of MAR is 6969
Overall Rank
The Sharpe Ratio Rank of MAR is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of MAR is 6565
Sortino Ratio Rank
The Omega Ratio Rank of MAR is 6565
Omega Ratio Rank
The Calmar Ratio Rank of MAR is 7474
Calmar Ratio Rank
The Martin Ratio Rank of MAR is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TTWO vs. MAR - Risk-Adjusted Performance 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.


The current TTWO Sharpe Ratio is 1.85, which is higher than the MAR Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of TTWO and MAR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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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 0.92%.


TTM20242023202220212020201920182017201620152014
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%
MAR
Marriott International, Inc.
0.92%0.86%0.87%0.67%0.00%0.36%1.22%1.44%0.95%1.39%1.42%0.99%

Drawdowns

TTWO vs. MAR - Drawdown Comparison

The maximum TTWO drawdown since its inception was -80.84%, which is greater than MAR's maximum drawdown of -75.92%. Use the drawdown chart below to compare losses from any high point for TTWO and MAR. For additional features, visit the drawdowns tool.


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Volatility

TTWO vs. MAR - Volatility Comparison

Take-Two Interactive Software, Inc. (TTWO) has a higher volatility of 11.43% compared to Marriott International, Inc. (MAR) at 8.00%. 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.


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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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


1.00B2.00B3.00B4.00B5.00B6.00B20212022202320242025
1.58B
6.26B
(TTWO) Total Revenue
(MAR) Total Revenue
Values in USD except per share items