With May just getting underway, now is a good time to dive into the worst stocks to own this month, so traders can avoid any potential downfalls. Schaeffer's Senior Quantitative Analyst Rocky White identified a list of 25 S&P 500 Index (SPX) names that historically underperform this month, going back 10 years.

At the top of the list are Marriott International Inc (NASDAQ:MAR) and Walgreens Boots Alliance Inc (NASDAQ:WBA). MAR scored a gain in May only once in the last decade, averaging 2.6% loss. Meanwhile, WBA dropped 3.9% on average for the month, and only settled higher only two times out of 10.

MAR was last seen down 0.3% to trade at $248.70, pulling back before the company's first-quarter earnings report, which is due out before the open tomorrow. The shares are down 10.9% so far in 2025, and have a disappointing history of post-earnings reactions, finishing six of their last eight next-day sessions lower. The security averaged a 6.4% move in the past two years, regardless of direction, but this time the options pits are pricing in a smaller 3.3% swing.

WBA was last seen trading flat at $10.97, but carries a steep 38.4% year-over-year deficit. Overhead pressure at the $11 region has been keeping a tight lid on shares since April, while the 20-day moving average has acted as support since late February.