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Madison Square Garden Entertainment Corp. (MSGE)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN
US55826T1025
CUSIP
55826T102
IPO Date
Apr 9, 2020

Highlights

EPS (TTM)
-$1.29
Total Revenue (TTM)
$555.32M
Gross Profit (TTM)
$234.77M
EBITDA (TTM)
$18.54M
Year Range
$28.29 - $65.26
Target Price
$62.43
ROA (TTM)
-2.24%
ROE (TTM)
-113.28%

Share Price Chart


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Often compared with MSGE:
MSGE vs. IVVMSGE vs. MSTR

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Madison Square Garden Entertainment Corp., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Madison Square Garden Entertainment Corp. (MSGE) has returned 9.32% so far this year and 79.93% over the past 12 months.


Madison Square Garden Entertainment Corp.

1D
3.99%
1M
-6.70%
YTD
9.32%
6M
30.22%
1Y
79.93%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 17, 2023, MSGE's average daily return is +0.11%, while the average monthly return is +1.97%. At this rate, your investment would double in approximately 3.0 years.

Historically, 56% of months were positive and 44% were negative. The best month was Feb 2024 with a return of +15.5%, while the worst month was Nov 2024 at -11.3%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 3 months.

On a daily basis, MSGE closed higher 53% of trading days. The best single day was May 18, 2023 with a return of +12.8%, while the worst single day was May 10, 2023 at -12.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202614.81%2.05%-6.70%9.32%
20252.08%-4.98%-5.18%-0.92%14.40%7.71%-5.45%7.73%11.13%-2.39%12.02%8.93%51.38%
20244.88%15.45%1.87%-0.15%-9.22%-3.69%15.37%6.91%0.73%-1.93%-11.32%-3.76%11.98%
20230.84%8.74%-4.19%3.63%-7.89%2.56%-7.38%-0.66%4.99%-0.66%

Benchmark Metrics

Madison Square Garden Entertainment Corp. has an annualized alpha of 12.86%, beta of 0.93, and R² of 0.14 versus S&P 500 Index. Calculated based on daily prices since April 18, 2023.

  • This stock captured 118.97% of S&P 500 Index gains but only 88.62% of its losses — a favorable profile for investors.
  • R² of 0.14 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
12.86%
Beta
0.93
0.14
Upside Capture
118.97%
Downside Capture
88.62%

Return for Risk

Risk / Return Rank

MSGE ranks 92 for risk / return — in the top 92% of stocks on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


MSGE Risk / Return Rank: 9292
Overall Rank
MSGE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
MSGE Sortino Ratio Rank: 9191
Sortino Ratio Rank
MSGE Omega Ratio Rank: 8989
Omega Ratio Rank
MSGE Calmar Ratio Rank: 9494
Calmar Ratio Rank
MSGE Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Madison Square Garden Entertainment Corp. (MSGE) and compare them to a chosen benchmark (S&P 500 Index).


MSGEBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.32

0.90

+1.42

Sortino ratio

Return per unit of downside risk

2.98

1.39

+1.59

Omega ratio

Gain probability vs. loss probability

1.38

1.21

+0.17

Calmar ratio

Return relative to maximum drawdown

5.06

1.40

+3.66

Martin ratio

Return relative to average drawdown

13.45

6.61

+6.84

Explore MSGE risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


Madison Square Garden Entertainment Corp. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Madison Square Garden Entertainment Corp.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Madison Square Garden Entertainment Corp. was 33.94%, occurring on Apr 8, 2025. Recovery took 108 trading sessions.

The current Madison Square Garden Entertainment Corp. drawdown is 8.44%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.94%Oct 18, 2024117Apr 8, 2025108Sep 12, 2025225
-29.21%Jun 5, 2023111Nov 9, 2023116Apr 29, 2024227
-17.84%May 6, 202429Jun 14, 202443Aug 16, 202472
-17.05%May 8, 20235May 12, 20234May 18, 20239
-13.43%Feb 19, 202627Mar 27, 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

The chart below illustrates the trends in the financial health of Madison Square Garden Entertainment Corp. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how Madison Square Garden Entertainment Corp. is priced in the market compared to other companies in the Entertainment industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for MSGE relative to other companies in the Entertainment industry. Currently, MSGE has a P/S ratio of 3.4. This P/S ratio is high relative to other companies in the industry. It could mean the stock is overvalued, or that investors expect strong future growth and profitability.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items