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MGM vs. CZR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

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Returns By Period

In the year-to-date period, MGM achieves a 32.53% return, which is significantly higher than CZR's 24.93% return. Over the past 10 years, MGM has outperformed CZR with an annualized return of 7.84%, while CZR has yielded a comparatively lower 7.00% annualized return.


MGM

1D
-4.60%
1M
25.61%
YTD
32.53%
6M
36.84%
1Y
55.15%
3Y*
5.91%
5Y*
2.60%
10Y*
7.84%

CZR

1D
0.24%
1M
2.96%
YTD
24.93%
6M
26.06%
1Y
11.95%
3Y*
-13.32%
5Y*
-23.23%
10Y*
7.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MGM vs. CZR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MGM
MGM Resorts International
32.53%5.31%-22.45%33.25%-25.27%42.47%-4.56%39.69%-26.16%17.48%
CZR
Caesars Entertainment, Inc.
24.93%-30.01%-28.71%12.69%-55.52%25.93%24.53%64.71%9.23%95.58%

Correlation

The correlation between MGM and CZR is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.59

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.72

Correlation (10Y)
Calculated over the trailing 10-year period

0.64

Correlation (All Time)
Calculated using the full available price history since Sep 23, 2014

0.58

The correlation between MGM and CZR shifts across timeframes, from 0.58 (all time) to 0.72 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

MGM:

$12.52B

CZR:

$5.96B

EPS

MGM:

$0.68

CZR:

-$2.36

PS Ratio

MGM:

0.73

CZR:

0.52

PB Ratio

MGM:

5.14

CZR:

1.66

Total Revenue (TTM)

MGM:

$17.72B

CZR:

$11.56B

Gross Profit (TTM)

MGM:

$5.83B

CZR:

$3.64B

EBITDA (TTM)

MGM:

$1.37B

CZR:

$2.30B

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Return for Risk

MGM vs. CZR — Risk / Return Rank

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

MGM
MGM Risk / Return Rank: 7777
Overall Rank
MGM Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
MGM Sortino Ratio Rank: 7979
Sortino Ratio Rank
MGM Omega Ratio Rank: 7474
Omega Ratio Rank
MGM Calmar Ratio Rank: 7777
Calmar Ratio Rank
MGM Martin Ratio Rank: 7575
Martin Ratio Rank

CZR
CZR Risk / Return Rank: 4646
Overall Rank
CZR Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
CZR Sortino Ratio Rank: 4747
Sortino Ratio Rank
CZR Omega Ratio Rank: 4646
Omega Ratio Rank
CZR Calmar Ratio Rank: 4545
Calmar Ratio Rank
CZR Martin Ratio Rank: 4545
Martin Ratio Rank
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.

MGM vs. CZR - Risk-Adjusted Trends 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.


MGMCZRDifference

Sharpe ratio

Return per unit of total volatility

1.36

0.23

+1.13

Sortino ratio

Return per unit of downside risk

2.26

0.74

+1.52

Omega ratio

Gain probability vs. loss probability

1.26

1.09

+0.17

Calmar ratio

Return relative to maximum drawdown

2.32

0.21

+2.11

Martin ratio

Return relative to average drawdown

5.00

0.40

+4.60

MGM vs. CZR - Sharpe Ratio Comparison

The current MGM Sharpe Ratio is 1.36, which is higher than the CZR Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of MGM and CZR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MGMCZRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

0.23

+1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

-0.44

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.12

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.30

-0.14

Drawdowns

MGM vs. CZR - Drawdown Comparison

The maximum MGM drawdown since its inception was -98.11%, which is greater than CZR's maximum drawdown of -89.78%. Use the drawdown chart below to compare losses from any high point for MGM and CZR.


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Drawdown Indicators


MGMCZRDifference

Max Drawdown

Largest peak-to-trough decline

-98.11%

-89.78%

-8.33%

Max Drawdown (1Y)

Largest decline over 1 year

-22.76%

-42.43%

+19.67%

Max Drawdown (3Y)

Largest decline over 3 years

-49.33%

-69.45%

+20.12%

Max Drawdown (5Y)

Largest decline over 5 years

-49.33%

-84.82%

+35.49%

Max Drawdown (10Y)

Largest decline over 10 years

-80.42%

-89.78%

+9.36%

Current Drawdown

Current decline from peak

-48.68%

-75.55%

+26.87%

Average Drawdown

Average peak-to-trough decline

-46.42%

-31.58%

-14.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.56%

21.69%

-11.13%

Volatility

MGM vs. CZR - Volatility Comparison

MGM Resorts International (MGM) has a higher volatility of 19.28% compared to Caesars Entertainment, Inc. (CZR) at 12.34%. This indicates that MGM's price experiences larger fluctuations and is considered to be riskier than CZR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MGMCZRDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.28%

12.34%

+6.94%

Volatility (6M)

Calculated over the trailing 6-month period

31.58%

37.06%

-5.48%

Volatility (1Y)

Calculated over the trailing 1-year period

40.73%

52.43%

-11.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.46%

52.54%

-12.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.83%

60.90%

-15.07%

Dividends

MGM vs. CZR - Dividend Comparison

Neither MGM nor CZR has paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
CZR
Caesars Entertainment, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MGM
MGM Resorts International
0.00%0.00%0.00%0.00%0.03%0.02%0.50%1.56%1.98%1.32%

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


1.00B2.00B3.00B4.00B5.00B20222023202420252026
4.45B
2.87B
(MGM) Total Revenue
(CZR) Total Revenue
Values in USD except per share items

MGM vs. CZR - Profitability Comparison

The chart below illustrates the profitability comparison between MGM Resorts International and Caesars Entertainment, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%60.0%2022202320242025202600
Portfolio components
MGM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, MGM Resorts International reported a gross profit of 0.00 and revenue of 4.45B. Therefore, the gross margin over that period was 0.0%.

CZR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Caesars Entertainment, Inc. reported a gross profit of 0.00 and revenue of 2.87B. Therefore, the gross margin over that period was 0.0%.

MGM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, MGM Resorts International reported an operating income of 301.24M and revenue of 4.45B, resulting in an operating margin of 6.8%.

CZR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Caesars Entertainment, Inc. reported an operating income of 500.00M and revenue of 2.87B, resulting in an operating margin of 17.4%.

MGM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, MGM Resorts International reported a net income of 125.14M and revenue of 4.45B, resulting in a net margin of 2.8%.

CZR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Caesars Entertainment, Inc. reported a net income of -98.00M and revenue of 2.87B, resulting in a net margin of -3.4%.


Frequently Asked Questions


MGM and CZR have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MGM has higher volatility (19.28%) compared to CZR (12.34%). In terms of maximum drawdown, MGM dropped -98.11% vs CZR's -89.78%.

MGM currently has the higher Sharpe Ratio (1.36 vs 0.23), 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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