YUM vs. MAR

Last updated Jun 9, 2026

YUM (YUM! Brands, Inc.) and MAR (Marriott International, Inc.) are both stocks. Both are in the Consumer Cyclical sector — YUM in Restaurants, MAR in Lodging. Over the past 10 years, YUM returned 11.56%/yr vs 20.49%/yr for MAR. At a 0.40 correlation, their price movements are largely independent.

Performance

YUM vs. MAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YUM! Brands, Inc. (YUM) 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, YUM achieves a -1.66% return, which is significantly lower than MAR's 26.66% return. Over the past 10 years, YUM has underperformed MAR with an annualized return of 11.56%, while MAR has yielded a comparatively higher 20.49% annualized return.

YUM

• 1D: -2.32%
• 1M: -2.54%
• YTD: -1.66%
• 6M: 4.38%
• 1Y: 3.71%
• 3Y*: 5.37%
• 5Y*: 6.61%
• 10Y*: 11.56%

MAR

• 1D: -0.28%
• 1M: 11.05%
• YTD: 26.66%
• 6M: 36.53%
• 1Y: 48.66%
• 3Y*: 31.04%
• 5Y*: 23.16%
• 10Y*: 20.49%

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

YUM vs. MAR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
YUM YUM! Brands, Inc.	-1.66%	14.94%	4.72%	3.93%	-5.99%	30.05%	9.85%	11.41%	14.61%	31.09%
MAR Marriott International, Inc.	26.66%	12.31%	24.92%	53.06%	-9.34%	25.26%	-12.53%	41.49%	-19.05%	66.24%

Correlation

The correlation between YUM and MAR is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.30
Correlation (3Y) Calculated over the trailing 3-year period	0.30
Correlation (5Y) Calculated over the trailing 5-year period	0.38
Correlation (10Y) Calculated over the trailing 10-year period	0.39
Correlation (All Time) Calculated using the full available price history since Sep 18, 1997	0.40

Fundamentals

EPS YUM : $6.21 MAR : $12.66
PE Ratio YUM : 23.72 MAR : 30.92
PEG Ratio YUM : 10.70 MAR : 0.81
PS Ratio YUM : 4.86 MAR : 3.68
Total Revenue (TTM) YUM : $8.49B MAR : $21.73B
Gross Profit (TTM) YUM : $3.88B MAR : $1.31B
EBITDA (TTM) YUM : $2.83B MAR : $3.81B

Return for Risk

YUM vs. MAR — Risk / Return Rank

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

YUM

YUM Risk / Return Rank: 46
YUM Sharpe Ratio Rank: 48
YUM Sortino Ratio Rank: 40
YUM Omega Ratio Rank: 40
YUM Calmar Ratio Rank: 49
YUM Martin Ratio Rank: 51

MAR

MAR Risk / Return Rank: 87
MAR Sharpe Ratio Rank: 88
MAR Sortino Ratio Rank: 87
MAR Omega Ratio Rank: 83
MAR Calmar Ratio Rank: 88
MAR Martin Ratio Rank: 88

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.

YUM vs. MAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YUM! Brands, Inc. (YUM) 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.

	YUM	MAR	Difference
Sharpe ratio: Return per unit of total volatility	0.17	1.87	-1.70
Sortino ratio: Return per unit of downside risk	0.40	2.81	-2.41
Omega ratio: Gain probability vs. loss probability	1.05	1.32	-0.27
Calmar ratio: Return relative to maximum drawdown	0.30	3.87	-3.57
Martin ratio: Return relative to average drawdown	0.73	9.70	-8.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

YUM vs. MAR - Sharpe Ratio Comparison

The current YUM Sharpe Ratio is 0.17, which is lower than the MAR Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of YUM 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.

Sharpe Ratios by Period

	YUM	MAR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.17	1.87	-1.70
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.33	0.81	-0.48
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.51	0.63	-0.11
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.47	+0.01

Drawdowns

YUM vs. MAR - Drawdown Comparison

The maximum YUM drawdown since its inception was -67.69%, smaller than the maximum MAR drawdown of -75.59%. Use the drawdown chart below to compare losses from any high point for YUM and MAR.

Drawdown Indicators

	YUM	MAR	Difference
Max Drawdown Largest peak-to-trough decline	-67.69%	-75.59%	+7.90%
Max Drawdown (1Y) Largest decline over 1 year	-12.41%	-12.65%	+0.24%
Max Drawdown (3Y) Largest decline over 3 years	-16.10%	-30.50%	+14.40%
Max Drawdown (5Y) Largest decline over 5 years	-23.10%	-30.50%	+7.40%
Max Drawdown (10Y) Largest decline over 10 years	-52.17%	-61.26%	+9.09%
Current Drawdown Current decline from peak	-11.93%	-0.28%	-11.65%
Average Drawdown Average peak-to-trough decline	-12.38%	-14.91%	+2.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.07%	5.03%	+0.04%

Volatility

YUM vs. MAR - Volatility Comparison

YUM! Brands, Inc. (YUM) and Marriott International, Inc. (MAR) have volatilities of 6.38% and 6.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	YUM	MAR	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.38%	6.25%	+0.13%
Volatility (6M) Calculated over the trailing 6-month period	14.94%	19.86%	-4.92%
Volatility (1Y) Calculated over the trailing 1-year period	21.80%	26.15%	-4.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.43%	28.82%	-8.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.74%	32.89%	-10.15%

Dividends

YUM vs. MAR - Dividend Comparison

YUM's dividend yield for the trailing twelve months is around 1.98%, more than MAR's 0.70% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MAR Marriott International, Inc.	0.70%	0.85%	0.86%	0.87%	0.67%	0.00%	0.36%	1.22%	1.44%	0.95%	1.39%	1.42%
YUM YUM! Brands, Inc.	1.98%	1.88%	2.00%	1.85%	1.78%	1.44%	1.73%	1.67%	1.57%	1.47%	41.26%	2.31%

Financials

Frequently Asked Questions

Can I hold both YUM and MAR in my portfolio?

YUM and MAR have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, YUM or MAR?

YUM has higher volatility (6.38%) compared to MAR (6.25%). In terms of maximum drawdown, YUM dropped -67.69% vs MAR's -75.59%.

Which has better risk-adjusted returns?

MAR currently has the higher Sharpe Ratio (1.87 vs 0.17), 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.