UPS vs. MAR

Last updated Jun 13, 2026

UPS (United Parcel Service, Inc.) and MAR (Marriott International, Inc.) are both stocks. UPS operates in Integrated Freight & Logistics (Industrials), while MAR operates in Lodging (Consumer Cyclical). Over the past 10 years, UPS returned 4.31%/yr vs 21.03%/yr for MAR. At a 0.43 correlation, their price movements are largely independent.

Performance

UPS vs. MAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United Parcel Service, Inc. (UPS) 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, UPS achieves a 12.37% return, which is significantly lower than MAR's 30.26% return. Over the past 10 years, UPS has underperformed MAR with an annualized return of 4.31%, while MAR has yielded a comparatively higher 21.03% annualized return.

UPS

• 1D: -0.51%
• 1M: 11.11%
• YTD: 12.37%
• 6M: 10.44%
• 1Y: 15.53%
• 3Y*: -9.66%
• 5Y*: -7.78%
• 10Y*: 4.31%

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)

UPS vs. MAR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
UPS United Parcel Service, Inc.	12.37%	-15.93%	-15.93%	-5.96%	-16.21%	30.02%	48.64%	24.24%	-15.48%	7.14%
MAR Marriott International, Inc.	30.26%	12.31%	24.92%	53.06%	-9.34%	25.26%	-12.53%	41.49%	-19.05%	66.24%

Correlation

The correlation between UPS and MAR is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.42
Correlation (3Y) Calculated over the trailing 3-year period	0.37
Correlation (5Y) Calculated over the trailing 5-year period	0.41
Correlation (10Y) Calculated over the trailing 10-year period	0.38
Correlation (All Time) Calculated using the full available price history since Nov 10, 1999	0.43

Fundamentals

EPS UPS : $6.18 MAR : $12.66
PE Ratio UPS : 17.49 MAR : 31.80
PS Ratio UPS : 1.04 MAR : 3.78
Total Revenue (TTM) UPS : $88.34B MAR : $21.73B
Gross Profit (TTM) UPS : $16.03B MAR : $1.31B
EBITDA (TTM) UPS : $10.63B MAR : $3.81B

Return for Risk

UPS vs. MAR — Risk / Return Rank

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

UPS

UPS Risk / Return Rank: 56
UPS Sharpe Ratio Rank: 60
UPS Sortino Ratio Rank: 52
UPS Omega Ratio Rank: 54
UPS Calmar Ratio Rank: 59
UPS Martin Ratio Rank: 56

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.

UPS vs. MAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United Parcel Service, Inc. (UPS) 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.

	UPS	MAR	Difference
Sharpe ratio: Return per unit of total volatility	0.49	2.07	-1.59
Sortino ratio: Return per unit of downside risk	0.82	3.04	-2.23
Omega ratio: Gain probability vs. loss probability	1.12	1.35	-0.23
Calmar ratio: Return relative to maximum drawdown	0.72	4.31	-3.60
Martin ratio: Return relative to average drawdown	1.22	10.89	-9.67

UPS vs. MAR - Sharpe Ratio Comparison

The current UPS Sharpe Ratio is 0.49, which is lower than the MAR Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of UPS 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

UPS vs. MAR - Drawdown Comparison

The maximum UPS drawdown since its inception was -57.92%, smaller than the maximum MAR drawdown of -75.59%. Use the drawdown chart below to compare losses from any high point for UPS and MAR.

Drawdown Indicators

	UPS	MAR	Difference
Max Drawdown Largest peak-to-trough decline	-57.92%	-75.59%	+17.67%
Max Drawdown (1Y) Largest decline over 1 year	-20.28%	-12.65%	-7.63%
Max Drawdown (3Y) Largest decline over 3 years	-50.71%	-30.50%	-20.21%
Max Drawdown (5Y) Largest decline over 5 years	-57.92%	-30.50%	-27.42%
Max Drawdown (10Y) Largest decline over 10 years	-57.92%	-61.26%	+3.34%
Current Drawdown Current decline from peak	-42.22%	0.00%	-42.22%
Average Drawdown Average peak-to-trough decline	-15.33%	-14.90%	-0.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.93%	5.01%	+6.92%

Volatility

UPS vs. MAR - Volatility Comparison

United Parcel Service, Inc. (UPS) has a higher volatility of 9.06% compared to Marriott International, Inc. (MAR) at 6.92%. This indicates that UPS'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

	UPS	MAR	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.06%	6.92%	+2.14%
Volatility (6M) Calculated over the trailing 6-month period	21.69%	19.94%	+1.75%
Volatility (1Y) Calculated over the trailing 1-year period	29.72%	26.32%	+3.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.46%	28.84%	-0.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.61%	32.90%	-5.29%

Dividends

UPS vs. MAR - Dividend Comparison

UPS's dividend yield for the trailing twelve months is around 6.07%, more than MAR's 0.68% yield.

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%
UPS United Parcel Service, Inc.	6.07%	6.61%	5.17%	4.12%	3.50%	1.90%	2.40%	3.28%	3.73%	2.79%	2.72%	3.03%

Financials

Frequently Asked Questions

Can I hold both UPS and MAR in my portfolio?

UPS and MAR have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, UPS or MAR?

UPS has higher volatility (9.06%) compared to MAR (6.92%). In terms of maximum drawdown, UPS dropped -57.92% vs MAR's -75.59%.

Which has better risk-adjusted returns?

MAR currently has the higher Sharpe Ratio (2.07 vs 0.49), 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.