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

Key characteristics


MGMTGLS
YTD Return-17.88%67.24%
1Y Return-3.98%137.21%
3Y Return (Ann)-8.15%35.84%
5Y Return (Ann)3.41%57.23%
10Y Return (Ann)5.59%25.82%
Sharpe Ratio-0.153.04
Sortino Ratio0.033.81
Omega Ratio1.001.50
Calmar Ratio-0.083.61
Martin Ratio-0.3815.93
Ulcer Index13.46%9.04%
Daily Std Dev34.67%47.41%
Max Drawdown-98.11%-81.32%
Current Drawdown-61.06%-2.69%

Fundamentals


MGMTGLS
Market Cap$10.92B$3.57B
EPS$2.72$3.20
PE Ratio13.4923.75
PEG Ratio1.590.42
Total Revenue (TTM)$17.27B$845.21M
Gross Profit (TTM)$7.30B$356.45M
EBITDA (TTM)$2.63B$206.05M

Correlation

-0.50.00.51.00.2

The correlation between MGM and TGLS is 0.21, 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.

Performance

MGM vs. TGLS - Performance Comparison

In the year-to-date period, MGM achieves a -17.88% return, which is significantly lower than TGLS's 67.24% return. Over the past 10 years, MGM has underperformed TGLS with an annualized return of 5.59%, while TGLS has yielded a comparatively higher 25.82% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-9.56%
45.23%
MGM
TGLS

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Risk-Adjusted Performance

MGM vs. TGLS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MGM Resorts International (MGM) and Tecnoglass Inc. (TGLS). 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.


MGM
Sharpe ratio
The chart of Sharpe ratio for MGM, currently valued at -0.15, compared to the broader market-4.00-2.000.002.004.00-0.15
Sortino ratio
The chart of Sortino ratio for MGM, currently valued at 0.03, compared to the broader market-4.00-2.000.002.004.006.000.03
Omega ratio
The chart of Omega ratio for MGM, currently valued at 1.00, compared to the broader market0.501.001.502.001.00
Calmar ratio
The chart of Calmar ratio for MGM, currently valued at -0.15, compared to the broader market0.002.004.006.00-0.15
Martin ratio
The chart of Martin ratio for MGM, currently valued at -0.38, compared to the broader market0.0010.0020.0030.00-0.38
TGLS
Sharpe ratio
The chart of Sharpe ratio for TGLS, currently valued at 3.04, compared to the broader market-4.00-2.000.002.004.003.04
Sortino ratio
The chart of Sortino ratio for TGLS, currently valued at 3.81, compared to the broader market-4.00-2.000.002.004.006.003.81
Omega ratio
The chart of Omega ratio for TGLS, currently valued at 1.50, compared to the broader market0.501.001.502.001.50
Calmar ratio
The chart of Calmar ratio for TGLS, currently valued at 3.61, compared to the broader market0.002.004.006.003.61
Martin ratio
The chart of Martin ratio for TGLS, currently valued at 15.93, compared to the broader market0.0010.0020.0030.0015.93

MGM vs. TGLS - Sharpe Ratio Comparison

The current MGM Sharpe Ratio is -0.15, which is lower than the TGLS Sharpe Ratio of 3.04. The chart below compares the historical Sharpe Ratios of MGM and TGLS, 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.15
3.04
MGM
TGLS

Dividends

MGM vs. TGLS - Dividend Comparison

MGM has not paid dividends to shareholders, while TGLS's dividend yield for the trailing twelve months is around 0.55%.


TTM20232022202120202019201820172016
MGM
MGM Resorts International
0.00%0.00%0.04%0.03%0.50%1.56%1.98%1.32%0.00%
TGLS
Tecnoglass Inc.
0.55%0.79%0.91%0.57%1.62%6.79%5.20%7.21%2.04%

Drawdowns

MGM vs. TGLS - Drawdown Comparison

The maximum MGM drawdown since its inception was -98.11%, which is greater than TGLS's maximum drawdown of -81.32%. Use the drawdown chart below to compare losses from any high point for MGM and TGLS. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-27.92%
-2.69%
MGM
TGLS

Volatility

MGM vs. TGLS - Volatility Comparison

MGM Resorts International (MGM) and Tecnoglass Inc. (TGLS) have volatilities of 14.06% and 14.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
14.06%
14.05%
MGM
TGLS

Financials

MGM vs. TGLS - Financials Comparison

This section allows you to compare key financial metrics between MGM Resorts International and Tecnoglass 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