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CZR vs. MGM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CZR and MGM is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

CZR vs. MGM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Caesars Entertainment, Inc. (CZR) and MGM Resorts International (MGM). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
-6.53%
-24.95%
CZR
MGM

Key characteristics

Sharpe Ratio

CZR:

-0.54

MGM:

-0.64

Sortino Ratio

CZR:

-0.58

MGM:

-0.67

Omega Ratio

CZR:

0.93

MGM:

0.91

Calmar Ratio

CZR:

-0.31

MGM:

-0.32

Martin Ratio

CZR:

-1.24

MGM:

-1.22

Ulcer Index

CZR:

18.51%

MGM:

17.29%

Daily Std Dev

CZR:

42.23%

MGM:

33.17%

Max Drawdown

CZR:

-97.17%

MGM:

-98.11%

Current Drawdown

CZR:

-71.50%

MGM:

-65.14%

Fundamentals

Market Cap

CZR:

$7.23B

MGM:

$9.86B

EPS

CZR:

-$1.72

MGM:

$2.77

PEG Ratio

CZR:

4.65

MGM:

2.06

Total Revenue (TTM)

CZR:

$8.45B

MGM:

$12.89B

Gross Profit (TTM)

CZR:

$3.77B

MGM:

$5.51B

EBITDA (TTM)

CZR:

$2.76B

MGM:

$2.01B

Returns By Period

In the year-to-date period, CZR achieves a 1.89% return, which is significantly higher than MGM's -5.19% return. Over the past 10 years, CZR has outperformed MGM with an annualized return of 23.89%, while MGM has yielded a comparatively lower 6.17% annualized return.


CZR

YTD

1.89%

1M

3.75%

6M

-6.53%

1Y

-27.18%

5Y*

-10.83%

10Y*

23.89%

MGM

YTD

-5.19%

1M

-2.81%

6M

-27.60%

1Y

-23.36%

5Y*

-0.84%

10Y*

6.17%

*Annualized

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Risk-Adjusted Performance

CZR vs. MGM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CZR
The Risk-Adjusted Performance Rank of CZR is 1919
Overall Rank
The Sharpe Ratio Rank of CZR is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of CZR is 1818
Sortino Ratio Rank
The Omega Ratio Rank of CZR is 1919
Omega Ratio Rank
The Calmar Ratio Rank of CZR is 2727
Calmar Ratio Rank
The Martin Ratio Rank of CZR is 1414
Martin Ratio Rank

MGM
The Risk-Adjusted Performance Rank of MGM is 1818
Overall Rank
The Sharpe Ratio Rank of MGM is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of MGM is 1616
Sortino Ratio Rank
The Omega Ratio Rank of MGM is 1515
Omega Ratio Rank
The Calmar Ratio Rank of MGM is 2727
Calmar Ratio Rank
The Martin Ratio Rank of MGM is 1515
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CZR vs. MGM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Caesars Entertainment, Inc. (CZR) 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.


Sharpe ratio
The chart of Sharpe ratio for CZR, currently valued at -0.54, compared to the broader market-2.000.002.004.00-0.54-0.64
The chart of Sortino ratio for CZR, currently valued at -0.58, compared to the broader market-4.00-2.000.002.004.006.00-0.58-0.67
The chart of Omega ratio for CZR, currently valued at 0.93, compared to the broader market0.501.001.502.000.930.91
The chart of Calmar ratio for CZR, currently valued at -0.31, compared to the broader market0.002.004.006.00-0.31-0.32
The chart of Martin ratio for CZR, currently valued at -1.24, compared to the broader market-10.000.0010.0020.0030.00-1.24-1.22
CZR
MGM

The current CZR Sharpe Ratio is -0.54, which is comparable to the MGM Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of CZR 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50AugustSeptemberOctoberNovemberDecember2025
-0.54
-0.64
CZR
MGM

Dividends

CZR vs. MGM - Dividend Comparison

Neither CZR nor MGM has paid dividends to shareholders.


TTM20242023202220212020201920182017
CZR
Caesars Entertainment, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MGM
MGM Resorts International
0.00%0.00%0.00%0.04%0.03%0.50%1.56%1.98%1.32%

Drawdowns

CZR vs. MGM - Drawdown Comparison

The maximum CZR drawdown since its inception was -97.17%, roughly equal to the maximum MGM drawdown of -98.11%. Use the drawdown chart below to compare losses from any high point for CZR and MGM. For additional features, visit the drawdowns tool.


-70.00%-65.00%-60.00%-55.00%AugustSeptemberOctoberNovemberDecember2025
-71.50%
-65.14%
CZR
MGM

Volatility

CZR vs. MGM - Volatility Comparison

Caesars Entertainment, Inc. (CZR) has a higher volatility of 10.36% compared to MGM Resorts International (MGM) at 7.98%. This indicates that CZR's price experiences larger fluctuations and is considered to be riskier than MGM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
10.36%
7.98%
CZR
MGM

Financials

CZR vs. MGM - Financials Comparison

This section allows you to compare key financial metrics between Caesars Entertainment, Inc. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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