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

Correlation

The correlation between FOX and MGM is 0.48, 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

FOX vs. MGM - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%50.00%60.00%December2025FebruaryMarchAprilMay
31.65%
23.90%
FOX
MGM

Key characteristics

Sharpe Ratio

FOX:

2.22

MGM:

-0.46

Sortino Ratio

FOX:

3.05

MGM:

-0.51

Omega Ratio

FOX:

1.45

MGM:

0.93

Calmar Ratio

FOX:

2.38

MGM:

-0.30

Martin Ratio

FOX:

10.67

MGM:

-0.95

Ulcer Index

FOX:

5.47%

MGM:

22.50%

Daily Std Dev

FOX:

25.31%

MGM:

43.20%

Max Drawdown

FOX:

-50.69%

MGM:

-98.11%

Current Drawdown

FOX:

-12.96%

MGM:

-65.82%

Fundamentals

Market Cap

FOX:

$21.53B

MGM:

$8.73B

EPS

FOX:

$4.66

MGM:

$2.24

PE Ratio

FOX:

9.83

MGM:

14.32

PEG Ratio

FOX:

6.64

MGM:

1.65

PS Ratio

FOX:

1.42

MGM:

0.51

PB Ratio

FOX:

1.82

MGM:

3.05

Total Revenue (TTM)

FOX:

$11.73B

MGM:

$17.13B

Gross Profit (TTM)

FOX:

$3.87B

MGM:

$7.59B

EBITDA (TTM)

FOX:

$2.68B

MGM:

$2.44B

Returns By Period

In the year-to-date period, FOX achieves a 3.20% return, which is significantly higher than MGM's -7.04% return.


FOX

YTD

3.20%

1M

7.19%

6M

13.55%

1Y

55.41%

5Y*

14.51%

10Y*

N/A

MGM

YTD

-7.04%

1M

24.89%

6M

-14.49%

1Y

-19.56%

5Y*

15.69%

10Y*

5.84%

*Annualized

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Risk-Adjusted Performance

FOX vs. MGM — Risk-Adjusted Performance Rank

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

FOX
The Risk-Adjusted Performance Rank of FOX is 9595
Overall Rank
The Sharpe Ratio Rank of FOX is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of FOX is 9595
Sortino Ratio Rank
The Omega Ratio Rank of FOX is 9595
Omega Ratio Rank
The Calmar Ratio Rank of FOX is 9595
Calmar Ratio Rank
The Martin Ratio Rank of FOX is 9595
Martin Ratio Rank

MGM
The Risk-Adjusted Performance Rank of MGM is 2727
Overall Rank
The Sharpe Ratio Rank of MGM is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of MGM is 2424
Sortino Ratio Rank
The Omega Ratio Rank of MGM is 2424
Omega Ratio Rank
The Calmar Ratio Rank of MGM is 3333
Calmar Ratio Rank
The Martin Ratio Rank of MGM is 3030
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.

FOX vs. MGM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fox Corporation (FOX) 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 FOX Sharpe Ratio is 2.22, which is higher than the MGM Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of FOX 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-1.000.001.002.003.004.005.00December2025FebruaryMarchAprilMay
2.22
-0.46
FOX
MGM

Dividends

FOX vs. MGM - Dividend Comparison

FOX's dividend yield for the trailing twelve months is around 1.15%, while MGM has not paid dividends to shareholders.


TTM20242023202220212020201920182017
FOX
Fox Corporation
1.15%1.16%1.84%1.72%1.37%1.59%1.26%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

FOX vs. MGM - Drawdown Comparison

The maximum FOX drawdown since its inception was -50.69%, smaller than the maximum MGM drawdown of -98.11%. Use the drawdown chart below to compare losses from any high point for FOX and MGM. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-12.96%
-36.72%
FOX
MGM

Volatility

FOX vs. MGM - Volatility Comparison

The current volatility for Fox Corporation (FOX) is 11.11%, while MGM Resorts International (MGM) has a volatility of 17.70%. This indicates that FOX 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.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
11.11%
17.70%
FOX
MGM

Financials

FOX vs. MGM - Financials Comparison

This section allows you to compare key financial metrics between Fox 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


0.001.00B2.00B3.00B4.00B5.00B20212022202320242025
5.08B
4.28B
(FOX) Total Revenue
(MGM) Total Revenue
Values in USD except per share items

FOX vs. MGM - Profitability Comparison

The chart below illustrates the profitability comparison between Fox Corporation and MGM Resorts International over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%20212022202320242025
23.7%
45.8%
(FOX) Gross Margin
(MGM) Gross Margin
FOX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Fox Corporation reported a gross profit of 1.21B and revenue of 5.08B. Therefore, the gross margin over that period was 23.7%.

MGM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, MGM Resorts International reported a gross profit of 1.96B and revenue of 4.28B. Therefore, the gross margin over that period was 45.8%.

FOX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Fox Corporation reported an operating income of 680.00M and revenue of 5.08B, resulting in an operating margin of 13.4%.

MGM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, MGM Resorts International reported an operating income of 385.06M and revenue of 4.28B, resulting in an operating margin of 9.0%.

FOX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Fox Corporation reported a net income of 373.00M and revenue of 5.08B, resulting in a net margin of 7.4%.

MGM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, MGM Resorts International reported a net income of 148.55M and revenue of 4.28B, resulting in a net margin of 3.5%.