MCS vs. ROKU

Last updated Apr 1, 2026

Compare and contrast key facts about The Marcus Corporation (MCS) and Roku, Inc. (ROKU).

Performance

MCS vs. ROKU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Marcus Corporation (MCS) and Roku, Inc. (ROKU). The values are adjusted to include any dividend payments, if applicable.

MCS vs. ROKU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MCS The Marcus Corporation	11.27%	-26.56%	50.38%	2.94%	-18.93%	32.49%	-57.29%	-18.13%	46.99%	-2.58%
ROKU Roku, Inc.	-12.78%	45.94%	-18.90%	125.21%	-82.16%	-31.27%	147.96%	337.01%	-40.83%	120.34%

Fundamentals

Market Cap MCS : $528.29M ROKU : $14.41B
EPS MCS : $0.41 ROKU : $0.59
PE Ratio MCS : 42.12 ROKU : 161.49
PS Ratio MCS : 0.70 ROKU : 3.01
PB Ratio MCS : 1.16 ROKU : 5.42
Total Revenue (TTM) MCS : $758.46M ROKU : $4.74B
Gross Profit (TTM) MCS : $777.95M ROKU : $2.07B
EBITDA (TTM) MCS : $90.37M ROKU : $263.25M

Returns By Period

In the year-to-date period, MCS achieves a 11.27% return, which is significantly higher than ROKU's -12.78% return.

MCS

• 1D: 2.26%
• 1M: 2.02%
• YTD: 11.27%
• 6M: 11.86%
• 1Y: 4.92%
• 3Y*: 4.28%
• 5Y*: -1.99%
• 10Y*: 0.39%

ROKU

• 1D: 7.24%
• 1M: -3.85%
• YTD: -12.78%
• 6M: -5.50%
• 1Y: 34.33%
• 3Y*: 12.86%
• 5Y*: -22.20%
• 10Y*: —

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

Return for Risk

MCS vs. ROKU — Risk / Return Rank

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

MCS

MCS Risk / Return Rank: 44
MCS Sharpe Ratio Rank: 46
MCS Sortino Ratio Rank: 42
MCS Omega Ratio Rank: 40
MCS Calmar Ratio Rank: 46
MCS Martin Ratio Rank: 46

ROKU

ROKU Risk / Return Rank: 65
ROKU Sharpe Ratio Rank: 65
ROKU Sortino Ratio Rank: 61
ROKU Omega Ratio Rank: 62
ROKU Calmar Ratio Rank: 66
ROKU Martin Ratio Rank: 68

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.

MCS vs. ROKU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Marcus Corporation (MCS) and Roku, Inc. (ROKU). 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.

	MCS	ROKU	Difference
Sharpe ratio Return per unit of total volatility	0.14	0.65	-0.51
Sortino ratio Return per unit of downside risk	0.47	1.20	-0.73
Omega ratio Gain probability vs. loss probability	1.06	1.16	-0.11
Calmar ratio Return relative to maximum drawdown	0.19	1.10	-0.91
Martin ratio Return relative to average drawdown	0.38	2.90	-2.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MCS vs. ROKU - Sharpe Ratio Comparison

The current MCS Sharpe Ratio is 0.14, which is lower than the ROKU Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of MCS and ROKU, 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

	MCS	ROKU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.14	0.65	-0.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.06	-0.33	+0.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.01	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.16	0.24	-0.08

Correlation

The correlation between MCS and ROKU is 0.23, 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.

Dividends

MCS vs. ROKU - Dividend Comparison

MCS's dividend yield for the trailing twelve months is around 1.81%, while ROKU has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MCS The Marcus Corporation	1.81%	1.93%	1.30%	1.65%	0.69%	0.00%	1.26%	2.01%	1.52%	1.83%	1.43%	2.16%
ROKU Roku, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

MCS vs. ROKU - Drawdown Comparison

The maximum MCS drawdown since its inception was -83.85%, smaller than the maximum ROKU drawdown of -91.91%. Use the drawdown chart below to compare losses from any high point for MCS and ROKU.

Drawdown Indicators

	MCS	ROKU	Difference
Max Drawdown Largest peak-to-trough decline	-83.85%	-91.91%	+8.06%
Max Drawdown (1Y) Largest decline over 1 year	-29.84%	-27.69%	-2.15%
Max Drawdown (5Y) Largest decline over 5 years	-54.50%	-91.91%	+37.41%
Max Drawdown (10Y) Largest decline over 10 years	-83.85%	—	—
Current Drawdown Current decline from peak	-58.09%	-80.27%	+22.18%
Average Drawdown Average peak-to-trough decline	-28.24%	-52.32%	+24.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.87%	10.52%	+4.35%

Volatility

MCS vs. ROKU - Volatility Comparison

The current volatility for The Marcus Corporation (MCS) is 8.52%, while Roku, Inc. (ROKU) has a volatility of 15.70%. This indicates that MCS experiences smaller price fluctuations and is considered to be less risky than ROKU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MCS	ROKU	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.52%	15.70%	-7.18%
Volatility (6M) Calculated over the trailing 6-month period	22.93%	32.06%	-9.13%
Volatility (1Y) Calculated over the trailing 1-year period	34.64%	52.94%	-18.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.76%	67.16%	-35.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	44.40%	73.98%	-29.58%

Financials