PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MGM vs. MSFT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MGM and MSFT is 0.26, 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. 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.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-19.81%
-1.57%
MGM
MSFT

Key characteristics

Sharpe Ratio

MGM:

-0.77

MSFT:

0.91

Sortino Ratio

MGM:

-0.89

MSFT:

1.25

Omega Ratio

MGM:

0.88

MSFT:

1.17

Calmar Ratio

MGM:

-0.40

MSFT:

1.16

Martin Ratio

MGM:

-1.66

MSFT:

2.67

Ulcer Index

MGM:

15.46%

MSFT:

6.73%

Daily Std Dev

MGM:

33.41%

MSFT:

19.82%

Max Drawdown

MGM:

-98.11%

MSFT:

-69.39%

Current Drawdown

MGM:

-64.51%

MSFT:

-6.17%

Fundamentals

Market Cap

MGM:

$10.53B

MSFT:

$3.38T

EPS

MGM:

$2.79

MSFT:

$12.10

PE Ratio

MGM:

12.68

MSFT:

37.56

PEG Ratio

MGM:

1.53

MSFT:

2.41

Total Revenue (TTM)

MGM:

$17.27B

MSFT:

$254.19B

Gross Profit (TTM)

MGM:

$7.30B

MSFT:

$176.28B

EBITDA (TTM)

MGM:

$2.63B

MSFT:

$139.14B

Returns By Period

In the year-to-date period, MGM achieves a -25.16% return, which is significantly lower than MSFT's 17.09% return. Over the past 10 years, MGM has underperformed MSFT with an annualized return of 5.74%, while MSFT has yielded a comparatively higher 26.70% annualized return.


MGM

YTD

-25.16%

1M

-10.28%

6M

-19.81%

1Y

-23.11%

5Y*

0.25%

10Y*

5.74%

MSFT

YTD

17.09%

1M

4.81%

6M

-1.57%

1Y

18.80%

5Y*

23.82%

10Y*

26.70%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for MGM, currently valued at -0.77, compared to the broader market-4.00-2.000.002.00-0.770.91
The chart of Sortino ratio for MGM, currently valued at -0.89, compared to the broader market-4.00-2.000.002.004.00-0.891.25
The chart of Omega ratio for MGM, currently valued at 0.88, compared to the broader market0.501.001.502.000.881.17
The chart of Calmar ratio for MGM, currently valued at -0.40, compared to the broader market0.002.004.006.00-0.401.16
The chart of Martin ratio for MGM, currently valued at -1.66, compared to the broader market0.0010.0020.00-1.662.67
MGM
MSFT

The current MGM Sharpe Ratio is -0.77, which is lower than the MSFT Sharpe Ratio of 0.91. 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-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
-0.77
0.91
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 0.70%.


TTM20232022202120202019201820172016201520142013
MGM
MGM Resorts International
0.00%0.00%0.04%0.03%0.50%1.56%1.98%1.32%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation
0.70%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%

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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-64.51%
-6.17%
MGM
MSFT

Volatility

MGM vs. MSFT - Volatility Comparison

MGM Resorts International (MGM) has a higher volatility of 7.27% compared to Microsoft Corporation (MSFT) at 5.78%. 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%JulyAugustSeptemberOctoberNovemberDecember
7.27%
5.78%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab