MAR vs TDC: Correlation
How closely do Marriott International (MAR) and Teradata Corporation (TDC) trade together? Their weekly returns over three years give a correlation of 0.46, which is moderate.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are MAR and TDC?
Over the past 3 years, MAR and TDC moved with a correlation of 0.46, which is moderate. Recent behaviour matches the longer record: 0.53 over 1 year against 0.46 over 3. Over 5 years the correlation is 0.40, and the annualized covariance of weekly returns is 494.3 %².
By 3-year correlation, TDC places #23 of the 40 assets tracked against MAR. Twelve-month performance is nearly a tie, at +32.3% for MAR and +35.3% for TDC. Risk is not evenly split, since TDC carries 1.8 times the volatility of the other side.
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 TDC: side by side
| MAR (Marriott International) | TDC (Teradata Corporation) | |
|---|---|---|
| 1-year return | +32.3% | +35.3% |
| 5-year return | +173.2% | -46.9% |
| Volatility (ann.) | 24.6% | 44.0% |
| Beta vs S&P 500 | 0.97 | 0.83 |
| Max drawdown (3Y) | -30.5% | -60.8% |
| Market cap | $92.3B | $2.7B |
| P/E (trailing) | 36.7 | 5.7 |
| Dividend yield | 0.76% | 0.00% |
| Sector / category | Consumer Discretionary | US Listed |
Year-by-year returns
| Year | MAR | TDC |
|---|---|---|
| 2022 | -9.3% | -20.7% |
| 2023 | +53.1% | +29.3% |
| 2024 | +24.9% | -28.4% |
| 2025 | +12.3% | -2.3% |
| 2026 | +14.7% | -6.2% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are MAR and TDC good diversifiers for each other?
Yes, to a useful degree: a correlation of 0.46 leaves real independence between the two, which historically damped combined volatility.
FAQ
What is the correlation between MAR and TDC?
As of 2026-08-27, the correlation of weekly returns between MAR and TDC is 0.46 over 3 years, 0.53 over 1 year and 0.40 over 5 years.
Is TDC a good diversifier for MAR?
Yes, to a useful degree: a correlation of 0.46 leaves real independence between the two, which historically damped combined volatility.
What does a correlation of 0.46 mean?
Correlation ranges from −1 to +1. Values near +1 mean two assets move together, near 0 that they move independently, and negative values that they tend to move in opposite directions. It measures co-movement, not performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/mar-vs-tdc.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/mar-vs-tdc/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: MAR correlations · TDC correlations
