MCRI vs. ^SP500TR

Last updated Apr 3, 2026

Compare and contrast key facts about Monarch Casino & Resort, Inc. (MCRI) and S&P 500 Total Return (^SP500TR).

Performance

MCRI vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Monarch Casino & Resort, Inc. (MCRI) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

MCRI vs. ^SP500TR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MCRI Monarch Casino & Resort, Inc.	1.34%	22.86%	15.99%	-2.62%	3.98%	20.79%	26.10%	27.29%	-14.90%	73.86%
^SP500TR S&P 500 Total Return	-3.53%	17.88%	25.02%	26.29%	-18.11%	28.71%	18.40%	31.49%	-4.38%	21.83%

Returns By Period

In the year-to-date period, MCRI achieves a 1.34% return, which is significantly higher than ^SP500TR's -3.53% return. Over the past 10 years, MCRI has outperformed ^SP500TR with an annualized return of 18.97%, while ^SP500TR has yielded a comparatively lower 14.22% annualized return.

MCRI

• 1D: 0.26%
• 1M: 0.08%
• YTD: 1.34%
• 6M: -7.85%
• 1Y: 23.60%
• 3Y*: 10.22%
• 5Y*: 11.56%
• 10Y*: 18.97%

^SP500TR

• 1D: 0.12%
• 1M: -3.32%
• YTD: -3.53%
• 6M: -1.37%
• 1Y: 17.55%
• 3Y*: 18.50%
• 5Y*: 11.99%
• 10Y*: 14.22%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

MCRI vs. ^SP500TR — Risk / Return Rank

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

MCRI

MCRI Risk / Return Rank: 67
MCRI Sharpe Ratio Rank: 67
MCRI Sortino Ratio Rank: 68
MCRI Omega Ratio Rank: 66
MCRI Calmar Ratio Rank: 67
MCRI Martin Ratio Rank: 63

^SP500TR

^SP500TR Risk / Return Rank: 68
^SP500TR Sharpe Ratio Rank: 64
^SP500TR Sortino Ratio Rank: 68
^SP500TR Omega Ratio Rank: 71
^SP500TR Calmar Ratio Rank: 60
^SP500TR Martin Ratio Rank: 79

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MCRI vs. ^SP500TR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Monarch Casino & Resort, Inc. (MCRI) and S&P 500 Total Return (^SP500TR). 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.

	MCRI	^SP500TR	Difference
Sharpe ratio Return per unit of total volatility	0.79	0.96	-0.17
Sortino ratio Return per unit of downside risk	1.59	1.48	+0.12
Omega ratio Gain probability vs. loss probability	1.20	1.23	-0.02
Calmar ratio Return relative to maximum drawdown	1.40	1.51	-0.12
Martin ratio Return relative to average drawdown	2.82	7.14	-4.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MCRI vs. ^SP500TR - Sharpe Ratio Comparison

The current MCRI Sharpe Ratio is 0.79, which is comparable to the ^SP500TR Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of MCRI and ^SP500TR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MCRI	^SP500TR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.79	0.96	-0.17
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.36	0.71	-0.35
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.49	0.79	-0.30
Sharpe Ratio (All Time) Calculated using the full available price history	0.18	0.62	-0.45

Correlation

The correlation between MCRI and ^SP500TR is 0.34, 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.

Drawdowns

MCRI vs. ^SP500TR - Drawdown Comparison

The maximum MCRI drawdown since its inception was -88.31%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for MCRI and ^SP500TR.

Drawdown Indicators

	MCRI	^SP500TR	Difference
Max Drawdown Largest peak-to-trough decline	-88.31%	-55.25%	-33.06%
Max Drawdown (1Y) Largest decline over 1 year	-17.47%	-8.89%	-8.58%
Max Drawdown (5Y) Largest decline over 5 years	-41.76%	-24.49%	-17.27%
Max Drawdown (10Y) Largest decline over 10 years	-75.07%	-33.79%	-41.28%
Current Drawdown Current decline from peak	-9.84%	-5.44%	-4.40%
Average Drawdown Average peak-to-trough decline	-36.70%	-8.20%	-28.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.67%	2.57%	+6.10%

Volatility

MCRI vs. ^SP500TR - Volatility Comparison

Monarch Casino & Resort, Inc. (MCRI) has a higher volatility of 6.11% compared to S&P 500 Total Return (^SP500TR) at 5.30%. This indicates that MCRI's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MCRI	^SP500TR	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.11%	5.30%	+0.81%
Volatility (6M) Calculated over the trailing 6-month period	14.88%	9.55%	+5.33%
Volatility (1Y) Calculated over the trailing 1-year period	29.86%	18.32%	+11.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.07%	16.90%	+15.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.08%	18.04%	+21.04%