MGM vs. VGT

In the year-to-date period, MGM achieves a -1.96% return, which is significantly lower than VGT's -0.69% return. Over the past 10 years, MGM has underperformed VGT with an annualized return of 6.02%, while VGT has yielded a comparatively higher 20.05% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for MGM Resorts International (MGM) and Vanguard Information Technology ETF (VGT). 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 current MGM Sharpe Ratio is -0.42, which is lower than the VGT Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of MGM and VGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MGM has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.52%.

The maximum MGM drawdown since its inception was -98.11%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for MGM and VGT. For additional features, visit the drawdowns tool.

MGM Resorts International (MGM) has a higher volatility of 9.70% compared to Vanguard Information Technology ETF (VGT) at 7.68%. This indicates that MGM's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.