H vs. MSGS
H (Hyatt Hotels Corporation) and MSGS (Madison Square Garden Sports Corp.) are both stocks. H operates in Lodging (Consumer Cyclical), while MSGS operates in Entertainment (Communication Services). Over the past 10 years, H returned 16.08%/yr vs 16.66%/yr for MSGS. At a 0.39 correlation, their price movements are largely independent.
Performance
H vs. MSGS - Performance Comparison
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Returns By Period
In the year-to-date period, H achieves a 24.57% return, which is significantly lower than MSGS's 48.73% return. Both investments have delivered pretty close results over the past 10 years, with H having a 16.08% annualized return and MSGS not far ahead at 16.66%.
H
- 1D
- 0.76%
- 1M
- 17.38%
- YTD
- 24.57%
- 6M
- 23.62%
- 1Y
- 53.27%
- 3Y*
- 20.06%
- 5Y*
- 19.82%
- 10Y*
- 16.08%
MSGS
- 1D
- -2.29%
- 1M
- 10.13%
- YTD
- 48.73%
- 6M
- 62.01%
- 1Y
- 105.32%
- 3Y*
- 28.97%
- 5Y*
- 17.85%
- 10Y*
- 16.66%
H vs. MSGS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
H Hyatt Hotels Corporation | 24.57% | 2.56% | 20.86% | 44.76% | -5.68% | 29.16% | -17.04% | 34.06% | -7.36% | 33.08% |
MSGS Madison Square Garden Sports Corp. | 48.73% | 14.61% | 24.12% | -0.82% | 10.47% | -5.63% | 23.03% | 9.90% | 26.96% | 22.94% |
Correlation
The correlation between H and MSGS is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2015 | 0.39 |
The correlation between H and MSGS shifts across timeframes, from 0.30 (1 year) to 0.41 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
H:
$19.32B
MSGS:
$9.29B
H:
-$0.35
MSGS:
-$0.07
H:
3.08
MSGS:
8.61
H:
$6.24B
MSGS:
$1.08B
H:
$1.72B
MSGS:
$48.32M
H:
$567.00M
MSGS:
-$41.02M
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Return for Risk
H vs. MSGS — Risk / Return Rank
H
MSGS
H vs. MSGS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hyatt Hotels Corporation (H) and Madison Square Garden Sports Corp. (MSGS). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| H | MSGS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.99 | ||
| Sortino ratioReturn per unit of downside risk | -2.77 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.65 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | 2.68 | 10.28 | -7.59 |
| Martin ratioReturn relative to average drawdown | 7.78 | 24.51 | -16.74 |
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Drawdowns
H vs. MSGS - Drawdown Comparison
The maximum H drawdown since its inception was -60.54%, which is greater than MSGS's maximum drawdown of -41.57%. Use the drawdown chart below to compare losses from any high point for H and MSGS.
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Drawdown Indicators
| H | MSGS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.54% | -41.57% | -18.97% |
Max Drawdown (1Y)Largest decline over 1 year | -18.86% | -10.08% | -8.78% |
Max Drawdown (3Y)Largest decline over 3 years | -37.28% | -25.54% | -11.74% |
Max Drawdown (5Y)Largest decline over 5 years | -37.28% | -31.96% | -5.32% |
Max Drawdown (10Y)Largest decline over 10 years | -60.54% | -41.57% | -18.97% |
Current DrawdownCurrent decline from peak | 0.00% | -2.29% | +2.29% |
Average DrawdownAverage peak-to-trough decline | -13.28% | -10.55% | -2.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.50% | 4.22% | +2.28% |
Volatility
H vs. MSGS - Volatility Comparison
Hyatt Hotels Corporation (H) has a higher volatility of 8.80% compared to Madison Square Garden Sports Corp. (MSGS) at 5.05%. This indicates that H's price experiences larger fluctuations and is considered to be riskier than MSGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| H | MSGS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.80% | 5.05% | +3.75% |
Volatility (6M)Calculated over the trailing 6-month period | 26.23% | 23.43% | +2.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.55% | 29.65% | +3.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.47% | 25.37% | +9.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.27% | 31.45% | +3.82% |
Dividends
H vs. MSGS - Dividend Comparison
H's dividend yield for the trailing twelve months is around 0.30%, while MSGS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
H Hyatt Hotels Corporation | 0.30% | 0.37% | 0.38% | 0.35% | 0.00% | 0.00% | 0.27% | 0.85% | 0.89% |
MSGS Madison Square Garden Sports Corp. | 0.00% | 0.00% | 0.00% | 0.00% | 3.82% | 0.00% | 36.97% | 0.00% | 0.00% |
Financials
H vs. MSGS - Financials Comparison
This section allows you to compare key financial metrics between Hyatt Hotels Corporation and Madison Square Garden Sports Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
H vs. MSGS - Profitability Comparison
H - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Hyatt Hotels Corporation reported a gross profit of 803.00M and revenue of 1.75B. Therefore, the gross margin over that period was 45.9%.
MSGS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Madison Square Garden Sports Corp. reported a gross profit of -121.61M and revenue of 432.20M. Therefore, the gross margin over that period was -28.1%.
H - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Hyatt Hotels Corporation reported an operating income of 673.00M and revenue of 1.75B, resulting in an operating margin of 38.5%.
MSGS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Madison Square Garden Sports Corp. reported an operating income of 1.96M and revenue of 432.20M, resulting in an operating margin of 0.5%.
H - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Hyatt Hotels Corporation reported a net income of 38.00M and revenue of 1.75B, resulting in a net margin of 2.2%.
MSGS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Madison Square Garden Sports Corp. reported a net income of 555.00K and revenue of 432.20M, resulting in a net margin of 0.1%.
Frequently Asked Questions
H and MSGS have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
H has higher volatility (8.80%) compared to MSGS (5.05%). In terms of maximum drawdown, H dropped -60.54% vs MSGS's -41.57%.
MSGS currently has the higher Sharpe Ratio (3.50 vs 1.51), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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