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

Correlation

The correlation between FOX and MGM is 0.45, 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.


-0.50.00.51.00.5

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%SeptemberOctoberNovemberDecember2025February
46.12%
53.13%
FOX
MGM

Key characteristics

Sharpe Ratio

FOX:

4.93

MGM:

-0.35

Sortino Ratio

FOX:

6.83

MGM:

-0.26

Omega Ratio

FOX:

1.84

MGM:

0.96

Calmar Ratio

FOX:

2.75

MGM:

-0.19

Martin Ratio

FOX:

49.61

MGM:

-0.69

Ulcer Index

FOX:

1.91%

MGM:

18.69%

Daily Std Dev

FOX:

19.23%

MGM:

36.67%

Max Drawdown

FOX:

-50.69%

MGM:

-98.11%

Current Drawdown

FOX:

0.00%

MGM:

-57.75%

Fundamentals

Market Cap

FOX:

$24.46B

MGM:

$11.88B

EPS

FOX:

$4.68

MGM:

$2.37

PE Ratio

FOX:

11.19

MGM:

16.80

PEG Ratio

FOX:

7.15

MGM:

2.24

Total Revenue (TTM)

FOX:

$15.18B

MGM:

$17.24B

Gross Profit (TTM)

FOX:

$6.93B

MGM:

$9.85B

EBITDA (TTM)

FOX:

$3.84B

MGM:

$2.30B

Returns By Period

The year-to-date returns for both investments are quite close, with FOX having a 14.54% return and MGM slightly higher at 14.89%.


FOX

YTD

14.54%

1M

14.74%

6M

43.54%

1Y

90.65%

5Y*

8.74%

10Y*

N/A

MGM

YTD

14.89%

1M

21.19%

6M

2.34%

1Y

-6.42%

5Y*

4.64%

10Y*

6.52%

*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 9898
Overall Rank
The Sharpe Ratio Rank of FOX is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of FOX is 9999
Sortino Ratio Rank
The Omega Ratio Rank of FOX is 9898
Omega Ratio Rank
The Calmar Ratio Rank of FOX is 9393
Calmar Ratio Rank
The Martin Ratio Rank of FOX is 100100
Martin Ratio Rank

MGM
The Risk-Adjusted Performance Rank of MGM is 2828
Overall Rank
The Sharpe Ratio Rank of MGM is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of MGM is 2525
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 3131
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.


Sharpe ratio
The chart of Sharpe ratio for FOX, currently valued at 4.93, compared to the broader market-2.000.002.004.004.93-0.35
The chart of Sortino ratio for FOX, currently valued at 6.83, compared to the broader market-6.00-4.00-2.000.002.004.006.006.83-0.26
The chart of Omega ratio for FOX, currently valued at 1.84, compared to the broader market0.501.001.502.001.840.96
The chart of Calmar ratio for FOX, currently valued at 2.75, compared to the broader market0.002.004.006.002.75-0.34
The chart of Martin ratio for FOX, currently valued at 49.61, compared to the broader market-10.000.0010.0020.0030.0049.61-0.69
FOX
MGM

The current FOX Sharpe Ratio is 4.93, which is higher than the MGM Sharpe Ratio of -0.35. 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-1.000.001.002.003.004.005.00SeptemberOctoberNovemberDecember2025February
4.93
-0.35
FOX
MGM

Dividends

FOX vs. MGM - Dividend Comparison

FOX's dividend yield for the trailing twelve months is around 1.01%, while MGM has not paid dividends to shareholders.


TTM20242023202220212020201920182017
FOX
Fox Corporation
1.01%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.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February0
-21.79%
FOX
MGM

Volatility

FOX vs. MGM - Volatility Comparison

The current volatility for Fox Corporation (FOX) is 6.05%, while MGM Resorts International (MGM) has a volatility of 16.66%. 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%SeptemberOctoberNovemberDecember2025February
6.05%
16.66%
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


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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