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

Correlation

The correlation between MGM and HLT 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

MGM vs. HLT - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
71.77%
480.08%
MGM
HLT

Key characteristics

Sharpe Ratio

MGM:

-0.67

HLT:

1.94

Sortino Ratio

MGM:

-0.72

HLT:

2.59

Omega Ratio

MGM:

0.90

HLT:

1.33

Calmar Ratio

MGM:

-0.35

HLT:

3.14

Martin Ratio

MGM:

-1.46

HLT:

9.35

Ulcer Index

MGM:

15.35%

HLT:

3.88%

Daily Std Dev

MGM:

33.58%

HLT:

18.73%

Max Drawdown

MGM:

-98.11%

HLT:

-50.82%

Current Drawdown

MGM:

-64.13%

HLT:

-6.16%

Fundamentals

Market Cap

MGM:

$10.53B

HLT:

$61.01B

EPS

MGM:

$2.79

HLT:

$4.68

PE Ratio

MGM:

12.68

HLT:

53.48

PEG Ratio

MGM:

1.53

HLT:

1.20

Total Revenue (TTM)

MGM:

$17.27B

HLT:

$11.00B

Gross Profit (TTM)

MGM:

$7.30B

HLT:

$2.94B

EBITDA (TTM)

MGM:

$2.63B

HLT:

$2.47B

Returns By Period

In the year-to-date period, MGM achieves a -24.35% return, which is significantly lower than HLT's 33.56% return. Over the past 10 years, MGM has underperformed HLT with an annualized return of 5.83%, while HLT has yielded a comparatively higher 16.93% annualized return.


MGM

YTD

-24.35%

1M

-9.02%

6M

-16.60%

1Y

-24.92%

5Y*

0.46%

10Y*

5.83%

HLT

YTD

33.56%

1M

-2.61%

6M

12.43%

1Y

35.31%

5Y*

17.16%

10Y*

16.93%

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Risk-Adjusted Performance

MGM vs. HLT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MGM Resorts International (MGM) and Hilton Worldwide Holdings Inc. (HLT). 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 -0.67, compared to the broader market-4.00-2.000.002.00-0.671.94
The chart of Sortino ratio for MGM, currently valued at -0.72, compared to the broader market-4.00-2.000.002.004.00-0.722.59
The chart of Omega ratio for MGM, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.33
The chart of Calmar ratio for MGM, currently valued at -0.67, compared to the broader market0.002.004.006.00-0.673.14
The chart of Martin ratio for MGM, currently valued at -1.46, compared to the broader market0.0010.0020.00-1.469.35
MGM
HLT

The current MGM Sharpe Ratio is -0.67, which is lower than the HLT Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of MGM and HLT, 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
-0.67
1.94
MGM
HLT

Dividends

MGM vs. HLT - Dividend Comparison

MGM has not paid dividends to shareholders, while HLT's dividend yield for the trailing twelve months is around 0.25%.


TTM202320222021202020192018201720162015
MGM
MGM Resorts International
0.00%0.00%0.04%0.03%0.50%1.56%1.98%1.32%0.00%0.00%
HLT
Hilton Worldwide Holdings Inc.
0.25%0.33%0.36%0.00%0.13%0.54%0.84%0.75%1.03%0.65%

Drawdowns

MGM vs. HLT - Drawdown Comparison

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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-33.60%
-6.16%
MGM
HLT

Volatility

MGM vs. HLT - Volatility Comparison

MGM Resorts International (MGM) has a higher volatility of 7.29% compared to Hilton Worldwide Holdings Inc. (HLT) at 6.08%. This indicates that MGM's price experiences larger fluctuations and is considered to be riskier than HLT 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
7.29%
6.08%
MGM
HLT

Financials

MGM vs. HLT - Financials Comparison

This section allows you to compare key financial metrics between MGM Resorts International and Hilton Worldwide Holdings 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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