PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BYD vs. MGM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


BYDMGM
YTD Return-1.30%-18.29%
1Y Return-4.61%-12.19%
3Y Return (Ann)2.59%-4.11%
5Y Return (Ann)18.60%4.93%
10Y Return (Ann)19.55%5.42%
Sharpe Ratio-0.07-0.35
Daily Std Dev30.84%34.09%
Max Drawdown-94.49%-98.11%
Current Drawdown-14.69%-61.25%

Fundamentals


BYDMGM
Market Cap$5.62B$11.09B
EPS$5.18$2.66
PE Ratio11.8313.73
PEG Ratio0.851.28
Total Revenue (TTM)$3.79B$17.06B
Gross Profit (TTM)$1.79B$7.31B
EBITDA (TTM)$1.20B$2.54B

Correlation

-0.50.00.51.00.5

The correlation between BYD and MGM is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

BYD vs. MGM - Performance Comparison

In the year-to-date period, BYD achieves a -1.30% return, which is significantly higher than MGM's -18.29% return. Over the past 10 years, BYD has outperformed MGM with an annualized return of 19.55%, while MGM has yielded a comparatively lower 5.42% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


150.00%200.00%250.00%300.00%350.00%AprilMayJuneJulyAugustSeptember
192.94%
237.98%
BYD
MGM

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BYD vs. MGM - Risk-Adjusted Performance Comparison

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.


BYD
Sharpe ratio
The chart of Sharpe ratio for BYD, currently valued at -0.07, compared to the broader market-4.00-2.000.002.00-0.07
Sortino ratio
The chart of Sortino ratio for BYD, currently valued at 0.11, compared to the broader market-6.00-4.00-2.000.002.004.000.11
Omega ratio
The chart of Omega ratio for BYD, currently valued at 1.00, compared to the broader market0.501.001.502.001.00
Calmar ratio
The chart of Calmar ratio for BYD, currently valued at -0.07, compared to the broader market0.001.002.003.004.005.00-0.07
Martin ratio
The chart of Martin ratio for BYD, currently valued at -0.18, compared to the broader market-10.00-5.000.005.0010.0015.0020.00-0.18
MGM
Sharpe ratio
The chart of Sharpe ratio for MGM, currently valued at -0.35, compared to the broader market-4.00-2.000.002.00-0.35
Sortino ratio
The chart of Sortino ratio for MGM, currently valued at -0.27, compared to the broader market-6.00-4.00-2.000.002.004.00-0.27
Omega ratio
The chart of Omega ratio for MGM, currently valued at 0.97, compared to the broader market0.501.001.502.000.97
Calmar ratio
The chart of Calmar ratio for MGM, currently valued at -0.19, compared to the broader market0.001.002.003.004.005.00-0.19
Martin ratio
The chart of Martin ratio for MGM, currently valued at -0.98, compared to the broader market-10.00-5.000.005.0010.0015.0020.00-0.98

BYD vs. MGM - Sharpe Ratio Comparison

The current BYD Sharpe Ratio is -0.07, which is higher than the MGM Sharpe Ratio of -0.35. The chart below compares the 12-month rolling Sharpe Ratio of BYD and MGM.


Rolling 12-month Sharpe Ratio-0.80-0.60-0.40-0.200.000.200.40AprilMayJuneJulyAugustSeptember
-0.07
-0.35
BYD
MGM

Dividends

BYD vs. MGM - Dividend Comparison

BYD's dividend yield for the trailing twelve months is around 1.09%, while MGM has not paid dividends to shareholders.


TTM2023202220212020201920182017
BYD
Boyd Gaming Corporation
1.09%1.02%1.36%0.00%0.00%0.90%1.11%0.43%
MGM
MGM Resorts International
0.00%0.00%0.03%0.02%0.50%1.56%1.98%1.32%

Drawdowns

BYD vs. MGM - Drawdown Comparison

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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%AprilMayJuneJulyAugustSeptember
-14.69%
-61.25%
BYD
MGM

Volatility

BYD vs. MGM - Volatility Comparison

The current volatility for Boyd Gaming Corporation (BYD) is 7.02%, while MGM Resorts International (MGM) has a volatility of 8.39%. 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.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%AprilMayJuneJulyAugustSeptember
7.02%
8.39%
BYD
MGM

Financials

BYD vs. MGM - Financials Comparison

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items