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

Correlation

The correlation between MGM and WYNN is 0.65, 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.


-0.50.00.51.00.6

Performance

MGM vs. WYNN - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-20.38%
-0.10%
MGM
WYNN

Key characteristics

Sharpe Ratio

MGM:

-0.77

WYNN:

0.06

Sortino Ratio

MGM:

-0.89

WYNN:

0.32

Omega Ratio

MGM:

0.88

WYNN:

1.04

Calmar Ratio

MGM:

-0.40

WYNN:

0.03

Martin Ratio

MGM:

-1.66

WYNN:

0.13

Ulcer Index

MGM:

15.46%

WYNN:

15.26%

Daily Std Dev

MGM:

33.41%

WYNN:

31.82%

Max Drawdown

MGM:

-98.11%

WYNN:

-90.66%

Current Drawdown

MGM:

-64.51%

WYNN:

-57.32%

Fundamentals

Market Cap

MGM:

$10.53B

WYNN:

$10.10B

EPS

MGM:

$2.79

WYNN:

$8.33

PE Ratio

MGM:

12.68

WYNN:

11.04

PEG Ratio

MGM:

1.53

WYNN:

1.63

Total Revenue (TTM)

MGM:

$17.27B

WYNN:

$7.13B

Gross Profit (TTM)

MGM:

$7.30B

WYNN:

$2.76B

EBITDA (TTM)

MGM:

$2.63B

WYNN:

$1.97B

Returns By Period

In the year-to-date period, MGM achieves a -25.16% return, which is significantly lower than WYNN's -0.96% return. Over the past 10 years, MGM has outperformed WYNN with an annualized return of 5.74%, while WYNN has yielded a comparatively lower -3.53% annualized return.


MGM

YTD

-25.16%

1M

-10.28%

6M

-19.81%

1Y

-23.11%

5Y*

0.25%

10Y*

5.74%

WYNN

YTD

-0.96%

1M

-2.18%

6M

0.11%

1Y

1.91%

5Y*

-7.87%

10Y*

-3.53%

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Risk-Adjusted Performance

MGM vs. WYNN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MGM Resorts International (MGM) and Wynn Resorts, Limited (WYNN). 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 -0.69, compared to the broader market-4.00-2.000.002.00-0.700.06
The chart of Sortino ratio for MGM, currently valued at -0.77, compared to the broader market-4.00-2.000.002.004.00-0.770.32
The chart of Omega ratio for MGM, currently valued at 0.89, compared to the broader market0.501.001.502.000.891.04
The chart of Calmar ratio for MGM, currently valued at -0.36, compared to the broader market0.002.004.006.00-0.360.03
The chart of Martin ratio for MGM, currently valued at -1.48, compared to the broader market0.0010.0020.00-1.480.13
MGM
WYNN

The current MGM Sharpe Ratio is -0.77, which is lower than the WYNN Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of MGM and WYNN, 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-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.70
0.06
MGM
WYNN

Dividends

MGM vs. WYNN - Dividend Comparison

MGM has not paid dividends to shareholders, while WYNN's dividend yield for the trailing twelve months is around 1.12%.


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%
WYNN
Wynn Resorts, Limited
1.12%0.82%0.00%0.00%0.89%2.70%2.78%1.19%2.31%4.34%4.20%3.60%

Drawdowns

MGM vs. WYNN - Drawdown Comparison

The maximum MGM drawdown since its inception was -98.11%, which is greater than WYNN's maximum drawdown of -90.66%. Use the drawdown chart below to compare losses from any high point for MGM and WYNN. For additional features, visit the drawdowns tool.


-65.00%-60.00%-55.00%-50.00%JulyAugustSeptemberOctoberNovemberDecember
-64.51%
-57.32%
MGM
WYNN

Volatility

MGM vs. WYNN - Volatility Comparison

The current volatility for MGM Resorts International (MGM) is 7.19%, while Wynn Resorts, Limited (WYNN) has a volatility of 9.47%. This indicates that MGM experiences smaller price fluctuations and is considered to be less risky than WYNN 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
7.19%
9.47%
MGM
WYNN

Financials

MGM vs. WYNN - Financials Comparison

This section allows you to compare key financial metrics between MGM Resorts International and Wynn Resorts, Limited. 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
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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.

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