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MLCO vs. FYBR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MLCO vs. FYBR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Melco Resorts & Entertainment Limited (MLCO) and Frontier Communications Parent, Inc. (FYBR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


MLCO

1D
-1.54%
1M
5.31%
YTD
-24.04%
6M
-37.84%
1Y
-8.44%
3Y*
-20.97%
5Y*
-19.48%
10Y*
-7.08%

FYBR

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MLCO vs. FYBR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MLCO
Melco Resorts & Entertainment Limited
-24.04%30.74%-34.72%-22.87%12.97%-46.05%
FYBR
Frontier Communications Parent, Inc.
1.10%9.71%36.94%-0.55%-13.60%9.42%

Correlation

The correlation between MLCO and FYBR is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (All Time)
Calculated using the full available price history since May 5, 2021

0.23

The correlation between MLCO and FYBR shifts across timeframes, from 0.03 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

MLCO:

$2.26B

FYBR:

$9.63B

EPS

MLCO:

$0.57

FYBR:

-$1.52

PS Ratio

MLCO:

0.43

FYBR:

1.58

Total Revenue (TTM)

MLCO:

$5.30B

FYBR:

$6.11B

Gross Profit (TTM)

MLCO:

$1.81B

FYBR:

$3.97B

EBITDA (TTM)

MLCO:

$1.19B

FYBR:

$2.21B

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Return for Risk

MLCO vs. FYBR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MLCO
MLCO Risk / Return Rank: 3232
Overall Rank
MLCO Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
MLCO Sortino Ratio Rank: 2929
Sortino Ratio Rank
MLCO Omega Ratio Rank: 2929
Omega Ratio Rank
MLCO Calmar Ratio Rank: 3434
Calmar Ratio Rank
MLCO Martin Ratio Rank: 3535
Martin Ratio Rank

FYBR
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MLCO vs. FYBR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Melco Resorts & Entertainment Limited (MLCO) and Frontier Communications Parent, Inc. (FYBR). 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.


MLCOFYBRDifference

Sharpe ratio

Return per unit of total volatility

-0.21

Sortino ratio

Return per unit of downside risk

-0.01

Omega ratio

Gain probability vs. loss probability

1.00

Calmar ratio

Return relative to maximum drawdown

-0.18

Martin ratio

Return relative to average drawdown

-0.29

MLCO vs. FYBR - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MLCOFYBRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

Drawdowns

MLCO vs. FYBR - Drawdown Comparison


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Drawdown Indicators


MLCOFYBRDifference

Max Drawdown

Largest peak-to-trough decline

-89.50%

Max Drawdown (1Y)

Largest decline over 1 year

-47.58%

Max Drawdown (3Y)

Largest decline over 3 years

-66.52%

Max Drawdown (5Y)

Largest decline over 5 years

-74.37%

Max Drawdown (10Y)

Largest decline over 10 years

-85.55%

Current Drawdown

Current decline from peak

-84.05%

Average Drawdown

Average peak-to-trough decline

-55.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.66%

Volatility

MLCO vs. FYBR - Volatility Comparison


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Volatility by Period


MLCOFYBRDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.41%

Volatility (6M)

Calculated over the trailing 6-month period

30.06%

Volatility (1Y)

Calculated over the trailing 1-year period

40.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.96%

Dividends

MLCO vs. FYBR - Dividend Comparison

Neither MLCO nor FYBR has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FYBR
Frontier Communications Parent, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MLCO
Melco Resorts & Entertainment Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.88%2.62%3.14%5.76%4.52%0.68%

Financials

MLCO vs. FYBR - Financials Comparison

This section allows you to compare key financial metrics between Melco Resorts & Entertainment Limited and Frontier Communications Parent, 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


500.00M1.00B1.50B20222023202420252026
1.37B
1.55B
(MLCO) Total Revenue
(FYBR) Total Revenue
Values in USD except per share items

MLCO vs. FYBR - Profitability Comparison

The chart below illustrates the profitability comparison between Melco Resorts & Entertainment Limited and Frontier Communications Parent, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%60.0%70.0%20222023202420252026
27.2%
64.7%
Portfolio components
MLCO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Melco Resorts & Entertainment Limited reported a gross profit of 373.22M and revenue of 1.37B. Therefore, the gross margin over that period was 27.2%.

FYBR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Frontier Communications Parent, Inc. reported a gross profit of 1.00B and revenue of 1.55B. Therefore, the gross margin over that period was 64.7%.

MLCO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Melco Resorts & Entertainment Limited reported an operating income of 182.64M and revenue of 1.37B, resulting in an operating margin of 13.3%.

FYBR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Frontier Communications Parent, Inc. reported an operating income of 117.00M and revenue of 1.55B, resulting in an operating margin of 7.6%.

MLCO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Melco Resorts & Entertainment Limited reported a net income of 77.06M and revenue of 1.37B, resulting in a net margin of 5.6%.

FYBR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Frontier Communications Parent, Inc. reported a net income of -76.00M and revenue of 1.55B, resulting in a net margin of -4.9%.


Frequently Asked Questions


MLCO and FYBR have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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