Millimetric liquid droplets coated with particles, known as "liquid marbles", exhibit some curious physical properties such as extended lifetime with regards to evaporation, low-friction when in contact with other surfaces and non-coalescence with other liquids. The formation dynamics have been well-characterized as well as thermal properties, however, their mechanical properties have not. Here, we investigate the response of liquid marbles to compressive deformation between two plates. Above a compressive strain of approximately 40-50%, cracks appear in the particle coating and the liquid can wet the surface of the plates, i.e. the marble ruptures. However, more strikingly, we find that even for relatively small compressive strain (without rupturing), the marbles often undergo an irreversible deformation - that is they do not regain their original shape. We quantify this shape 'hysteresis' across a range of particle sizes and liquids, showing that it correlates primarily with compressive strain, but also particle type and underlying fluid. Furthermore, we analyse the compressed marble shapes upon approach to rupture in the context of previous analytical approximations, showing that the recent theory of Whyman & Bormashenko (2015) provides a good description of crushed marble shapes. (C) 2018 Elsevier B.V. All rights reserved.