MAR vs PCAR: Correlation
Measured on weekly returns over the past three years, Marriott International (MAR) and Paccar (PCAR) carry a correlation of 0.57, a moderate link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are MAR and PCAR?
Across a 3-year window, the weekly returns of MAR and PCAR correlate at 0.57, moderate. Lately the two have drifted apart, with the 1-year correlation at 0.44 versus 0.57 over 3 years. Stretching to 5 years gives 0.53, with an annualized covariance of 340.1 %².
Within MAR's tracked universe of 40 assets, PCAR comes in at #16 by 3-year correlation. Twelve-month performance is nearly a tie, at +32.3% for MAR and +27.8% for PCAR. On a rolling one-year basis the correlation drifted between 0.43 and 0.69, a moderate band.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
MAR vs PCAR: side by side
| MAR (Marriott International) | PCAR (Paccar) | |
|---|---|---|
| 1-year return | +32.3% | +27.8% |
| 5-year return | +173.2% | +177.9% |
| Volatility (ann.) | 24.6% | 24.1% |
| Beta vs S&P 500 | 0.97 | 0.74 |
| Max drawdown (3Y) | -30.5% | -27.7% |
| Market cap | $92.3B | $66.6B |
| P/E (trailing) | 36.7 | 26.6 |
| Dividend yield | 0.76% | 1.04% |
| Sector / category | Consumer Discretionary | Industrials |
Year-by-year returns
| Year | MAR | PCAR |
|---|---|---|
| 2022 | -9.3% | +17.0% |
| 2023 | +53.1% | +55.0% |
| 2024 | +24.9% | +10.8% |
| 2025 | +12.3% | +8.0% |
| 2026 | +14.7% | +16.5% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are MAR and PCAR good diversifiers for each other?
Somewhat, no more. With 0.57 correlation, most large moves hit both names, and the diversification benefit stays modest.
FAQ
What is the correlation between MAR and PCAR?
The MAR/PCAR correlation stands at 0.57 on a 3-year window (1 year: 0.44, 5 years: 0.53), computed from weekly returns as of 2026-08-27.
Is PCAR a good diversifier for MAR?
Somewhat, no more. With 0.57 correlation, most large moves hit both names, and the diversification benefit stays modest.
What does a correlation of 0.57 mean?
A reading of 0.57 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/mar-vs-pcar.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/mar-vs-pcar/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: MAR correlations · PCAR correlations
