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

Correlation

The correlation between MGM and CZR is 0.30, 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.


-0.50.00.51.00.3

Performance

MGM vs. CZR - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-27.60%
-7.62%
MGM
CZR

Key characteristics

Sharpe Ratio

MGM:

-0.64

CZR:

-0.54

Sortino Ratio

MGM:

-0.67

CZR:

-0.58

Omega Ratio

MGM:

0.91

CZR:

0.93

Calmar Ratio

MGM:

-0.32

CZR:

-0.31

Martin Ratio

MGM:

-1.22

CZR:

-1.24

Ulcer Index

MGM:

17.29%

CZR:

18.51%

Daily Std Dev

MGM:

33.17%

CZR:

42.23%

Max Drawdown

MGM:

-98.11%

CZR:

-97.17%

Current Drawdown

MGM:

-65.14%

CZR:

-71.50%

Fundamentals

Market Cap

MGM:

$9.86B

CZR:

$7.23B

EPS

MGM:

$2.77

CZR:

-$1.72

PEG Ratio

MGM:

2.06

CZR:

4.65

Total Revenue (TTM)

MGM:

$12.89B

CZR:

$8.45B

Gross Profit (TTM)

MGM:

$5.51B

CZR:

$3.77B

EBITDA (TTM)

MGM:

$2.01B

CZR:

$2.76B

Returns By Period

In the year-to-date period, MGM achieves a -5.19% return, which is significantly lower than CZR's 1.89% return. Over the past 10 years, MGM has underperformed CZR with an annualized return of 6.17%, while CZR has yielded a comparatively higher 23.39% annualized return.


MGM

YTD

-5.19%

1M

-2.81%

6M

-27.60%

1Y

-23.36%

5Y*

-0.84%

10Y*

6.17%

CZR

YTD

1.89%

1M

0.50%

6M

-7.62%

1Y

-26.82%

5Y*

-11.13%

10Y*

23.39%

*Annualized

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Risk-Adjusted Performance

MGM vs. CZR — Risk-Adjusted Performance Rank

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

MGM
The Risk-Adjusted Performance Rank of MGM is 1818
Overall Rank
The Sharpe Ratio Rank of MGM is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of MGM is 1616
Sortino Ratio Rank
The Omega Ratio Rank of MGM is 1515
Omega Ratio Rank
The Calmar Ratio Rank of MGM is 2727
Calmar Ratio Rank
The Martin Ratio Rank of MGM is 1515
Martin Ratio Rank

CZR
The Risk-Adjusted Performance Rank of CZR is 2020
Overall Rank
The Sharpe Ratio Rank of CZR is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of CZR is 1818
Sortino Ratio Rank
The Omega Ratio Rank of CZR is 2020
Omega Ratio Rank
The Calmar Ratio Rank of CZR is 2727
Calmar Ratio Rank
The Martin Ratio Rank of CZR is 1414
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.

MGM vs. CZR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MGM Resorts International (MGM) and Caesars Entertainment, Inc. (CZR). 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 MGM, currently valued at -0.64, compared to the broader market-2.000.002.004.00-0.64-0.54
The chart of Sortino ratio for MGM, currently valued at -0.67, compared to the broader market-4.00-2.000.002.004.006.00-0.67-0.58
The chart of Omega ratio for MGM, currently valued at 0.91, compared to the broader market0.501.001.502.000.910.93
The chart of Calmar ratio for MGM, currently valued at -0.32, compared to the broader market0.002.004.006.00-0.32-0.31
The chart of Martin ratio for MGM, currently valued at -1.22, compared to the broader market-10.000.0010.0020.0030.00-1.22-1.24
MGM
CZR

The current MGM Sharpe Ratio is -0.64, which is comparable to the CZR Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of MGM and CZR, 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-1.00-0.500.000.50AugustSeptemberOctoberNovemberDecember2025
-0.64
-0.54
MGM
CZR

Dividends

MGM vs. CZR - Dividend Comparison

Neither MGM nor CZR has paid dividends to shareholders.


TTM20242023202220212020201920182017
MGM
MGM Resorts International
0.00%0.00%0.00%0.04%0.03%0.50%1.56%1.98%1.32%
CZR
Caesars Entertainment, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MGM vs. CZR - Drawdown Comparison

The maximum MGM drawdown since its inception was -98.11%, roughly equal to the maximum CZR drawdown of -97.17%. Use the drawdown chart below to compare losses from any high point for MGM and CZR. For additional features, visit the drawdowns tool.


-70.00%-65.00%-60.00%-55.00%-50.00%AugustSeptemberOctoberNovemberDecember2025
-65.14%
-71.50%
MGM
CZR

Volatility

MGM vs. CZR - Volatility Comparison

The current volatility for MGM Resorts International (MGM) is 7.98%, while Caesars Entertainment, Inc. (CZR) has a volatility of 10.36%. This indicates that MGM experiences smaller price fluctuations and is considered to be less risky than CZR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
7.98%
10.36%
MGM
CZR

Financials

MGM vs. CZR - Financials Comparison

This section allows you to compare key financial metrics between MGM Resorts International and Caesars Entertainment, Inc.. 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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