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WING vs. MAR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

WING vs. MAR - Performance Comparison

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

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Returns By Period

In the year-to-date period, WING achieves a -45.50% return, which is significantly lower than MAR's 20.64% return. Both investments have delivered pretty close results over the past 10 years, with WING having a 19.66% annualized return and MAR not far behind at 19.19%.


WING

1D
-3.61%
1M
-27.25%
6M
-51.03%
YTD
-45.50%
1Y
-64.06%
3Y*
-7.99%
5Y*
-4.34%
10Y*
19.66%
ALL TIME*
16.92%

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

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$498.48M$519.42M$558.67M
$191.88M$179.88M$185.87M

WING vs. MAR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WING
Wingstop Inc.
-45.50%-15.72%11.06%87.26%-17.05%30.91%60.40%34.99%77.28%32.26%
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 WING and MAR is 0.29, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.29

Correlation (3Y)
Balances recent behavior with more history.

0.29

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.32

Correlation (10Y)
Provides a long-term view across more market conditions.

0.24

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2015

0.25

Fundamentals

Market Cap

WING:

$3.53B

MAR:

$98.31B

EPS

WING:

$4.21

MAR:

$14.30

PE Ratio

WING:

30.76

MAR:

26.07

PEG Ratio

WING:

0.68

MAR:

0.68

PS Ratio

WING:

4.97

MAR:

3.10

Total Revenue (TTM)

WING:

$720.72M

MAR:

$21.73B

Gross Profit (TTM)

WING:

$527.03M

MAR:

$1.31B

EBITDA (TTM)

WING:

$227.28M

MAR:

$3.81B

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Return for Risk

WING vs. MAR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WING
WING Risk / Return Rank: 33
Overall Rank
WING Sharpe Ratio Rank: 33
Sharpe Ratio Rank
WING Sortino Ratio Rank: 22
Sortino Ratio Rank
WING Omega Ratio Rank: 55
Omega Ratio Rank
WING Calmar Ratio Rank: 33
Calmar Ratio Rank
WING Martin Ratio Rank: 44
Martin Ratio Rank

MAR
MAR Risk / Return Rank: 8787
Overall Rank
MAR Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
MAR Sortino Ratio Rank: 8787
Sortino Ratio Rank
MAR Omega Ratio Rank: 8282
Omega Ratio Rank
MAR Calmar Ratio Rank: 8989
Calmar Ratio Rank
MAR Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

WING vs. MAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wingstop Inc. (WING) 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.


WINGMARDifference
Sharpe ratioReturn per unit of total volatility

-2.72

Sortino ratioReturn per unit of downside risk

-4.61

Omega ratioGain probability vs. loss probability

0.78

1.28

-0.50

Calmar ratioReturn relative to maximum drawdown

-0.98

3.38

-4.36

Martin ratioReturn relative to average drawdown

-1.58

9.06

-10.64

WING vs. MAR - Sharpe Ratio Comparison

The current WING Sharpe Ratio is -1.11, which is lower than the MAR Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of WING 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.


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Drawdowns

WING vs. MAR - Drawdown Comparison

The maximum WING drawdown since its inception was -72.06%, roughly equal to the maximum MAR drawdown of -75.59%. Use the drawdown chart below to compare losses from any high point for WING and MAR.


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Drawdown Indicators


WINGMARDifference

Max Drawdown

Largest peak-to-trough decline

-72.06%

-75.59%

+3.53%

Max Drawdown (1Y)

Largest decline over 1 year

-67.06%

-12.65%

-54.41%

Max Drawdown (3Y)

Largest decline over 3 years

-72.06%

-30.50%

-41.56%

Max Drawdown (5Y)

Largest decline over 5 years

-72.06%

-30.50%

-41.56%

Max Drawdown (10Y)

Largest decline over 10 years

-72.06%

-61.26%

-10.80%

Current Drawdown

Current decline from peak

-69.51%

-7.38%

-62.13%

Average Drawdown

Average peak-to-trough decline

-17.68%

-14.86%

-2.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.35%

4.72%

+38.63%

Volatility

WING vs. MAR - Volatility Comparison

Wingstop Inc. (WING) has a higher volatility of 12.24% compared to Marriott International, Inc. (MAR) at 7.10%. This indicates that WING'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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Volatility by Period


WINGMARDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.24%

7.10%

+5.14%

Volatility (6M)

Calculated over the trailing 6-month period

47.39%

19.70%

+27.69%

Volatility (1Y)

Calculated over the trailing 1-year period

59.17%

26.66%

+32.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.50%

28.68%

+22.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.47%

32.80%

+13.67%

Dividends

WING vs. MAR - Dividend Comparison

WING's dividend yield for the trailing twelve months is around 0.93%, more than MAR's 0.73% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
WING
Wingstop Inc.
0.93%0.48%0.34%0.32%3.43%0.36%4.15%0.46%5.44%0.36%9.80%0.00%

Financials

WING vs. MAR - Financials Comparison

This section allows you to compare key financial metrics between Wingstop 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


Values in USD except per share items

Frequently Asked Questions


WING and MAR have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WING has higher volatility (12.24%) compared to MAR (7.10%). In terms of maximum drawdown, WING dropped -72.06% vs MAR's -75.59%.

MAR currently has the higher Sharpe Ratio (1.61 vs -1.11), 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.

Portfolio Optimizer

Find the right allocation for WING 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.

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