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

Key characteristics


CZRMGM
YTD Return-25.04%-8.53%
1Y Return-20.17%-6.56%
3Y Return (Ann)-28.72%-0.30%
5Y Return (Ann)-6.69%9.97%
10Y Return (Ann)21.36%5.16%
Sharpe Ratio-0.50-0.34
Daily Std Dev42.06%32.15%
Max Drawdown-97.17%-98.11%
Current Drawdown-70.59%-56.63%

Fundamentals


CZRMGM
Market Cap$7.92B$13.03B
EPS$3.64$3.19
PE Ratio10.0612.88
PEG Ratio0.8215.74
Revenue (TTM)$11.53B$16.12B
Gross Profit (TTM)$5.42B$6.47B
EBITDA (TTM)$3.82B$2.40B

Correlation

-0.50.00.51.00.3

The correlation between CZR and MGM is 0.29, 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.

Performance

CZR vs. MGM - Performance Comparison

In the year-to-date period, CZR achieves a -25.04% return, which is significantly lower than MGM's -8.53% return. Over the past 10 years, CZR has outperformed MGM with an annualized return of 21.36%, while MGM has yielded a comparatively lower 5.16% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


400.00%500.00%600.00%700.00%800.00%900.00%December2024FebruaryMarchAprilMay
353.42%
770.19%
CZR
MGM

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Caesars Entertainment, Inc.

MGM Resorts International

Risk-Adjusted Performance

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.


CZR
Sharpe ratio
The chart of Sharpe ratio for CZR, currently valued at -0.50, compared to the broader market-2.00-1.000.001.002.003.004.00-0.50
Sortino ratio
The chart of Sortino ratio for CZR, currently valued at -0.51, compared to the broader market-4.00-2.000.002.004.006.00-0.51
Omega ratio
The chart of Omega ratio for CZR, currently valued at 0.94, compared to the broader market0.501.001.500.94
Calmar ratio
The chart of Calmar ratio for CZR, currently valued at -0.30, compared to the broader market0.002.004.006.00-0.30
Martin ratio
The chart of Martin ratio for CZR, currently valued at -0.96, compared to the broader market-10.000.0010.0020.0030.00-0.96
MGM
Sharpe ratio
The chart of Sharpe ratio for MGM, currently valued at -0.34, compared to the broader market-2.00-1.000.001.002.003.004.00-0.34
Sortino ratio
The chart of Sortino ratio for MGM, currently valued at -0.28, compared to the broader market-4.00-2.000.002.004.006.00-0.28
Omega ratio
The chart of Omega ratio for MGM, currently valued at 0.97, compared to the broader market0.501.001.500.97
Calmar ratio
The chart of Calmar ratio for MGM, currently valued at -0.17, compared to the broader market0.002.004.006.00-0.17
Martin ratio
The chart of Martin ratio for MGM, currently valued at -0.67, compared to the broader market-10.000.0010.0020.0030.00-0.67

CZR vs. MGM - Sharpe Ratio Comparison

The current CZR Sharpe Ratio is -0.50, which is lower than the MGM Sharpe Ratio of -0.34. The chart below compares the 12-month rolling Sharpe Ratio of CZR and MGM.


Rolling 12-month Sharpe Ratio-0.500.000.501.00December2024FebruaryMarchAprilMay
-0.50
-0.34
CZR
MGM

Dividends

CZR vs. MGM - Dividend Comparison

Neither CZR nor MGM has paid dividends to shareholders.


TTM2023202220212020201920182017
CZR
Caesars Entertainment, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MGM
MGM Resorts International
0.00%0.00%0.03%0.02%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%-50.00%December2024FebruaryMarchAprilMay
-70.59%
-56.63%
CZR
MGM

Volatility

CZR vs. MGM - Volatility Comparison

Caesars Entertainment, Inc. (CZR) has a higher volatility of 11.77% compared to MGM Resorts International (MGM) at 9.75%. 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.


6.00%8.00%10.00%12.00%14.00%16.00%December2024FebruaryMarchAprilMay
11.77%
9.75%
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