MAR vs RL: Correlation
Marriott International (MAR) and Ralph Lauren Corporation (RL) show a moderate relationship: their 3-year correlation of weekly returns is 0.45.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are MAR and RL?
On 3 years of weekly data the MAR/RL correlation comes out at 0.45, moderate. The relationship has been stable: the 1-year correlation (0.43) sits close to the 3-year figure. The 5-year figure is 0.50, and annualized covariance runs at 369.0 %².
Among the 40 assets we track against MAR, RL ranks #24 by 3-year correlation. Over the last 12 months MAR came out ahead by 11.6 percentage points (+32.3% against +20.7%). The rolling one-year correlation moved between 0.23 and 0.63 over the past three years, a moderate range.
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 RL: side by side
| MAR (Marriott International) | RL (Ralph Lauren Corporation) | |
|---|---|---|
| 1-year return | +32.3% | +20.7% |
| 5-year return | +173.2% | +232.5% |
| Volatility (ann.) | 24.6% | 33.6% |
| Beta vs S&P 500 | 0.97 | 1.07 |
| Max drawdown (3Y) | -30.5% | -36.2% |
| Market cap | $92.3B | $21.0B |
| P/E (trailing) | 36.7 | 22.8 |
| Dividend yield | 0.76% | 1.03% |
| Sector / category | Consumer Discretionary | Consumer Discretionary |
Year-by-year returns
| Year | MAR | RL |
|---|---|---|
| 2022 | -9.3% | -8.4% |
| 2023 | +53.1% | +39.8% |
| 2024 | +24.9% | +62.9% |
| 2025 | +12.3% | +55.0% |
| 2026 | +14.7% | +0.0% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are MAR and RL good diversifiers for each other?
Reasonably. At 0.45, MAR and RL keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
FAQ
What is the correlation between MAR and RL?
As of 2026-08-27, the correlation of weekly returns between MAR and RL is 0.45 over 3 years, 0.43 over 1 year and 0.50 over 5 years.
Is RL a good diversifier for MAR?
Reasonably. At 0.45, MAR and RL keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
What does a correlation of 0.45 mean?
On the −1 to +1 scale, 0.45 describes how much the two returns move together: +1 is lockstep, 0 is independence, negative values mean opposite directions. It says nothing about which performed better.
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Related comparisons
Hubs: MAR correlations · RL correlations
