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

Correlation

The correlation between MGM and MSFT is 0.45, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

MGM vs. MSFT - Performance Comparison

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

0.00%20,000.00%40,000.00%60,000.00%80,000.00%100,000.00%120,000.00%NovemberDecember2025FebruaryMarchApril
763.19%
105,316.44%
MGM
MSFT

Key characteristics

Sharpe Ratio

MGM:

-0.60

MSFT:

-0.11

Sortino Ratio

MGM:

-0.69

MSFT:

0.02

Omega Ratio

MGM:

0.91

MSFT:

1.00

Calmar Ratio

MGM:

-0.36

MSFT:

-0.11

Martin Ratio

MGM:

-1.20

MSFT:

-0.26

Ulcer Index

MGM:

21.66%

MSFT:

10.46%

Daily Std Dev

MGM:

43.38%

MSFT:

24.94%

Max Drawdown

MGM:

-98.11%

MSFT:

-69.39%

Current Drawdown

MGM:

-66.66%

MSFT:

-16.68%

Fundamentals

Market Cap

MGM:

$8.79B

MSFT:

$2.78T

EPS

MGM:

$2.44

MSFT:

$12.65

PE Ratio

MGM:

12.61

MSFT:

29.60

PEG Ratio

MGM:

1.83

MSFT:

1.66

PS Ratio

MGM:

0.51

MSFT:

10.63

PB Ratio

MGM:

2.91

MSFT:

9.19

Total Revenue (TTM)

MGM:

$12.86B

MSFT:

$199.94B

Gross Profit (TTM)

MGM:

$5.63B

MSFT:

$138.36B

EBITDA (TTM)

MGM:

$1.83B

MSFT:

$109.35B

Returns By Period

In the year-to-date period, MGM achieves a -9.32% return, which is significantly lower than MSFT's -7.93% return. Over the past 10 years, MGM has underperformed MSFT with an annualized return of 4.27%, while MSFT has yielded a comparatively higher 25.11% annualized return.


MGM

YTD

-9.32%

1M

-1.94%

6M

-21.65%

1Y

-26.43%

5Y*

17.73%

10Y*

4.27%

MSFT

YTD

-7.93%

1M

-1.99%

6M

-8.45%

1Y

-4.60%

5Y*

18.37%

10Y*

25.11%

*Annualized

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Risk-Adjusted Performance

MGM vs. MSFT — 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 2222
Overall Rank
The Sharpe Ratio Rank of MGM is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of MGM is 1919
Sortino Ratio Rank
The Omega Ratio Rank of MGM is 2020
Omega Ratio Rank
The Calmar Ratio Rank of MGM is 3030
Calmar Ratio Rank
The Martin Ratio Rank of MGM is 2121
Martin Ratio Rank

MSFT
The Risk-Adjusted Performance Rank of MSFT is 4343
Overall Rank
The Sharpe Ratio Rank of MSFT is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of MSFT is 3838
Sortino Ratio Rank
The Omega Ratio Rank of MSFT is 3939
Omega Ratio Rank
The Calmar Ratio Rank of MSFT is 4545
Calmar Ratio Rank
The Martin Ratio Rank of MSFT is 4747
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. MSFT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MGM Resorts International (MGM) and Microsoft Corporation (MSFT). 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.


The chart of Sharpe ratio for MGM, currently valued at -0.60, compared to the broader market-2.00-1.000.001.002.003.00
MGM: -0.60
MSFT: -0.11
The chart of Sortino ratio for MGM, currently valued at -0.69, compared to the broader market-6.00-4.00-2.000.002.004.00
MGM: -0.69
MSFT: 0.02
The chart of Omega ratio for MGM, currently valued at 0.91, compared to the broader market0.501.001.502.00
MGM: 0.91
MSFT: 1.00
The chart of Calmar ratio for MGM, currently valued at -0.36, compared to the broader market0.001.002.003.004.005.00
MGM: -0.36
MSFT: -0.11
The chart of Martin ratio for MGM, currently valued at -1.20, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
MGM: -1.20
MSFT: -0.26

The current MGM Sharpe Ratio is -0.60, which is lower than the MSFT Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of MGM and MSFT, 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-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.60
-0.11
MGM
MSFT

Dividends

MGM vs. MSFT - Dividend Comparison

MGM has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.82%.


TTM20242023202220212020201920182017201620152014
MGM
MGM Resorts International
0.00%0.00%0.00%0.03%0.02%0.50%1.56%1.98%1.32%0.00%0.00%0.00%
MSFT
Microsoft Corporation
0.82%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%

Drawdowns

MGM vs. MSFT - Drawdown Comparison

The maximum MGM drawdown since its inception was -98.11%, which is greater than MSFT's maximum drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for MGM and MSFT. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-66.66%
-16.68%
MGM
MSFT

Volatility

MGM vs. MSFT - Volatility Comparison

MGM Resorts International (MGM) has a higher volatility of 21.54% compared to Microsoft Corporation (MSFT) at 13.68%. This indicates that MGM's price experiences larger fluctuations and is considered to be riskier than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
21.54%
13.68%
MGM
MSFT

Financials

MGM vs. MSFT - Financials Comparison

This section allows you to compare key financial metrics between MGM Resorts International and Microsoft Corporation. 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