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MGM vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MGM and VOO is 0.59, 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: 0.6

Performance

MGM vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MGM Resorts International (MGM) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
226.44%
557.08%
MGM
VOO

Key characteristics

Sharpe Ratio

MGM:

-0.60

VOO:

0.54

Sortino Ratio

MGM:

-0.70

VOO:

0.88

Omega Ratio

MGM:

0.91

VOO:

1.13

Calmar Ratio

MGM:

-0.36

VOO:

0.55

Martin Ratio

MGM:

-1.20

VOO:

2.27

Ulcer Index

MGM:

21.75%

VOO:

4.55%

Daily Std Dev

MGM:

43.38%

VOO:

19.19%

Max Drawdown

MGM:

-98.11%

VOO:

-33.99%

Current Drawdown

MGM:

-66.39%

VOO:

-9.90%

Returns By Period

In the year-to-date period, MGM achieves a -8.60% return, which is significantly lower than VOO's -5.74% return. Over the past 10 years, MGM has underperformed VOO with an annualized return of 4.75%, while VOO has yielded a comparatively higher 12.12% annualized return.


MGM

YTD

-8.60%

1M

0.19%

6M

-21.53%

1Y

-22.93%

5Y*

15.84%

10Y*

4.75%

VOO

YTD

-5.74%

1M

-2.90%

6M

-4.28%

1Y

9.78%

5Y*

15.72%

10Y*

12.12%

*Annualized

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Risk-Adjusted Performance

MGM vs. VOO — 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 2121
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 1919
Omega Ratio Rank
The Calmar Ratio Rank of MGM is 2929
Calmar Ratio Rank
The Martin Ratio Rank of MGM is 2020
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MGM Resorts International (MGM) and Vanguard S&P 500 ETF (VOO). 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
VOO: 0.54
The chart of Sortino ratio for MGM, currently valued at -0.70, compared to the broader market-6.00-4.00-2.000.002.004.00
MGM: -0.70
VOO: 0.88
The chart of Omega ratio for MGM, currently valued at 0.91, compared to the broader market0.501.001.502.00
MGM: 0.91
VOO: 1.13
The chart of Calmar ratio for MGM, currently valued at -0.53, compared to the broader market0.001.002.003.004.005.00
MGM: -0.53
VOO: 0.55
The chart of Martin ratio for MGM, currently valued at -1.20, compared to the broader market-5.000.005.0010.0015.0020.00
MGM: -1.20
VOO: 2.27

The current MGM Sharpe Ratio is -0.60, which is lower than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of MGM and VOO, 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.60
0.54
MGM
VOO

Dividends

MGM vs. VOO - Dividend Comparison

MGM has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.38%.


TTM20242023202220212020201920182017201620152014
MGM
MGM Resorts International
0.00%0.00%0.00%0.04%0.03%0.50%1.56%1.98%1.32%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

MGM vs. VOO - Drawdown Comparison

The maximum MGM drawdown since its inception was -98.11%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MGM and VOO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-37.78%
-9.90%
MGM
VOO

Volatility

MGM vs. VOO - Volatility Comparison

MGM Resorts International (MGM) has a higher volatility of 21.55% compared to Vanguard S&P 500 ETF (VOO) at 13.96%. This indicates that MGM's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
21.55%
13.96%
MGM
VOO