WYNN vs. MAR

In the year-to-date period, WYNN achieves a 0.38% return, which is significantly lower than MAR's 25.77% return. Over the past 10 years, WYNN has underperformed MAR with an annualized return of -5.29%, while MAR has yielded a comparatively higher 15.13% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Wynn Resorts, Limited (WYNN) 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 WYNN Sharpe Ratio is 0.21, which is lower than the MAR Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of WYNN 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.

WYNN's dividend yield for the trailing twelve months is around 1.11%, more than MAR's 0.82% yield.

The maximum WYNN drawdown since its inception was -90.66%, which is greater than MAR's maximum drawdown of -75.88%. Use the drawdown chart below to compare losses from any high point for WYNN and MAR. For additional features, visit the drawdowns tool.

Wynn Resorts, Limited (WYNN) has a higher volatility of 14.71% compared to Marriott International, Inc. (MAR) at 8.17%. This indicates that WYNN'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.

This section allows you to compare key financial metrics between Wynn Resorts, Limited 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.