MAR vs YUM: Correlation
Marriott International (MAR) and Yum! Brands (YUM) show a moderate relationship: their 3-year correlation of weekly returns is 0.34.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are MAR and YUM?
Across a 3-year window, the weekly returns of MAR and YUM correlate at 0.34, moderate. The past 12 months show a tighter link (0.48) than the 3-year average (0.34). Stretching to 5 years gives 0.40, with an annualized covariance of 179.4 %².
Within MAR's tracked universe of 40 assets, YUM comes in at #29 by 3-year correlation. Their recent paths diverged sharply: over the last 12 months MAR outperformed by 26.6 percentage points (+32.3% for MAR against +5.7% for YUM). This link changes with the market regime, having swung between -0.02 and 0.53 on a rolling one-year basis.
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 YUM: side by side
| MAR (Marriott International) | YUM (Yum! Brands) | |
|---|---|---|
| 1-year return | +32.3% | +5.7% |
| 5-year return | +173.2% | +26.2% |
| Volatility (ann.) | 24.6% | 21.3% |
| Beta vs S&P 500 | 0.97 | 0.34 |
| Max drawdown (3Y) | -30.5% | -14.5% |
| Market cap | $92.3B | $41.1B |
| P/E (trailing) | 36.7 | 19.0 |
| Dividend yield | 0.76% | 0.95% |
| Sector / category | Consumer Discretionary | Consumer Discretionary |
Year-by-year returns
| Year | MAR | YUM |
|---|---|---|
| 2022 | -9.3% | -6.0% |
| 2023 | +53.1% | +3.9% |
| 2024 | +24.9% | +4.7% |
| 2025 | +12.3% | +14.9% |
| 2026 | +14.7% | +0.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are MAR and YUM good diversifiers for each other?
Yes, to a useful degree: a correlation of 0.34 leaves real independence between the two, which historically damped combined volatility.
FAQ
What is the correlation between MAR and YUM?
As of 2026-08-27, the correlation of weekly returns between MAR and YUM is 0.34 over 3 years, 0.48 over 1 year and 0.40 over 5 years.
Is YUM a good diversifier for MAR?
Yes, to a useful degree: a correlation of 0.34 leaves real independence between the two, which historically damped combined volatility.
What does a correlation of 0.34 mean?
On the −1 to +1 scale, 0.34 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.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/mar-vs-yum.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/mar-vs-yum/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: MAR correlations · YUM correlations
