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

Correlation

The correlation between HLT and MGM is 0.55, 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

HLT vs. MGM - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
496.56%
73.60%
HLT
MGM

Key characteristics

Sharpe Ratio

HLT:

2.17

MGM:

-0.64

Sortino Ratio

HLT:

2.87

MGM:

-0.69

Omega Ratio

HLT:

1.36

MGM:

0.90

Calmar Ratio

HLT:

3.53

MGM:

-0.33

Martin Ratio

HLT:

10.47

MGM:

-1.38

Ulcer Index

HLT:

3.90%

MGM:

15.57%

Daily Std Dev

HLT:

18.76%

MGM:

33.32%

Max Drawdown

HLT:

-50.82%

MGM:

-98.11%

Current Drawdown

HLT:

-3.50%

MGM:

-63.75%

Fundamentals

Market Cap

HLT:

$61.01B

MGM:

$10.53B

EPS

HLT:

$4.68

MGM:

$2.79

PE Ratio

HLT:

53.48

MGM:

12.68

PEG Ratio

HLT:

1.20

MGM:

1.53

Total Revenue (TTM)

HLT:

$11.00B

MGM:

$17.27B

Gross Profit (TTM)

HLT:

$2.94B

MGM:

$7.30B

EBITDA (TTM)

HLT:

$2.47B

MGM:

$2.63B

Returns By Period

In the year-to-date period, HLT achieves a 37.36% return, which is significantly higher than MGM's -23.55% return. Over the past 10 years, HLT has outperformed MGM with an annualized return of 17.30%, while MGM has yielded a comparatively lower 5.63% annualized return.


HLT

YTD

37.36%

1M

-0.29%

6M

15.69%

1Y

37.79%

5Y*

17.79%

10Y*

17.30%

MGM

YTD

-23.55%

1M

-8.93%

6M

-18.67%

1Y

-23.22%

5Y*

0.68%

10Y*

5.63%

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Risk-Adjusted Performance

HLT vs. MGM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hilton Worldwide Holdings Inc. (HLT) 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 HLT, currently valued at 2.17, compared to the broader market-4.00-2.000.002.002.17-0.64
The chart of Sortino ratio for HLT, currently valued at 2.87, compared to the broader market-4.00-2.000.002.004.002.87-0.69
The chart of Omega ratio for HLT, currently valued at 1.36, compared to the broader market0.501.001.502.001.360.90
The chart of Calmar ratio for HLT, currently valued at 3.53, compared to the broader market0.002.004.006.003.53-0.63
The chart of Martin ratio for HLT, currently valued at 10.47, compared to the broader market-5.000.005.0010.0015.0020.0025.0010.47-1.38
HLT
MGM

The current HLT Sharpe Ratio is 2.17, which is higher than the MGM Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of HLT 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
2.17
-0.64
HLT
MGM

Dividends

HLT vs. MGM - Dividend Comparison

HLT's dividend yield for the trailing twelve months is around 0.24%, while MGM has not paid dividends to shareholders.


TTM202320222021202020192018201720162015
HLT
Hilton Worldwide Holdings Inc.
0.24%0.33%0.36%0.00%0.13%0.54%0.84%0.75%1.03%0.65%
MGM
MGM Resorts International
0.00%0.00%0.04%0.03%0.50%1.56%1.98%1.32%0.00%0.00%

Drawdowns

HLT vs. MGM - Drawdown Comparison

The maximum HLT drawdown since its inception was -50.82%, smaller than the maximum MGM drawdown of -98.11%. Use the drawdown chart below to compare losses from any high point for HLT and MGM. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.50%
-32.89%
HLT
MGM

Volatility

HLT vs. MGM - Volatility Comparison

The current volatility for Hilton Worldwide Holdings Inc. (HLT) is 6.43%, while MGM Resorts International (MGM) has a volatility of 7.66%. This indicates that HLT 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%JulyAugustSeptemberOctoberNovemberDecember
6.43%
7.66%
HLT
MGM

Financials

HLT vs. MGM - Financials Comparison

This section allows you to compare key financial metrics between Hilton Worldwide Holdings 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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