BYD vs. MGM

In the year-to-date period, BYD achieves a -4.81% return, which is significantly higher than MGM's -8.60% return. Over the past 10 years, BYD has outperformed MGM with an annualized return of 18.74%, while MGM has yielded a comparatively lower 4.73% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Boyd Gaming Corporation (BYD) and MGM Resorts International (MGM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current BYD Sharpe Ratio is 0.29, which is higher than the MGM Sharpe Ratio of -0.60. The chart below compares the historical Sharpe Ratios of BYD and MGM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BYD's dividend yield for the trailing twelve months is around 1.00%, while MGM has not paid dividends to shareholders.

The maximum BYD drawdown since its inception was -94.49%, roughly equal to the maximum MGM drawdown of -98.11%. Use the drawdown chart below to compare losses from any high point for BYD and MGM. For additional features, visit the drawdowns tool.

The current volatility for Boyd Gaming Corporation (BYD) is 15.58%, while MGM Resorts International (MGM) has a volatility of 21.55%. This indicates that BYD experiences smaller price fluctuations and is considered to be less risky than MGM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Boyd Gaming Corporation and MGM Resorts International. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.