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MSGE vs. SCMWY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MSGE vs. SCMWY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Madison Square Garden Entertainment Corp. (MSGE) and SwissCom AG (SCMWY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MSGE achieves a 36.37% return, which is significantly higher than SCMWY's 18.66% return.


MSGE

1D
-1.05%
1M
10.98%
YTD
36.37%
6M
34.30%
1Y
99.54%
3Y*
25.35%
5Y*
10Y*

SCMWY

1D
1.39%
1M
-4.87%
YTD
18.66%
6M
23.78%
1Y
24.06%
3Y*
17.36%
5Y*
12.58%
10Y*
11.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSGE vs. SCMWY - Yearly Performance Comparison


2026 (YTD)202520242023
MSGE
Madison Square Garden Entertainment Corp.
36.37%51.38%11.98%-9.17%
SCMWY
SwissCom AG
18.66%35.49%1.05%-10.51%

Correlation

The correlation between MSGE and SCMWY is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.03

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2023

0.03

The correlation between MSGE and SCMWY shifts across timeframes, from 0.03 (all time) to 0.14 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

MSGE:

$2.64B

SCMWY:

$43.00B

EPS

MSGE:

$0.95

SCMWY:

CHF 2.40

PE Ratio

MSGE:

77.68

SCMWY:

27.55

PS Ratio

MSGE:

2.84

SCMWY:

2.30

PB Ratio

MSGE:

1.17

SCMWY:

3.08

Total Revenue (TTM)

MSGE:

$1.16B

SCMWY:

CHF 14.92B

Gross Profit (TTM)

MSGE:

$364.47M

SCMWY:

CHF 10.10B

EBITDA (TTM)

MSGE:

$230.81M

SCMWY:

CHF 5.60B

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Return for Risk

MSGE vs. SCMWY — Risk / Return Rank

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

MSGE
MSGE Risk / Return Rank: 9595
Overall Rank
MSGE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
MSGE Sortino Ratio Rank: 9595
Sortino Ratio Rank
MSGE Omega Ratio Rank: 9393
Omega Ratio Rank
MSGE Calmar Ratio Rank: 9696
Calmar Ratio Rank
MSGE Martin Ratio Rank: 9696
Martin Ratio Rank

SCMWY
SCMWY Risk / Return Rank: 7878
Overall Rank
SCMWY Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SCMWY Sortino Ratio Rank: 7676
Sortino Ratio Rank
SCMWY Omega Ratio Rank: 7272
Omega Ratio Rank
SCMWY Calmar Ratio Rank: 8080
Calmar Ratio Rank
SCMWY Martin Ratio Rank: 8080
Martin Ratio Rank
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.

MSGE vs. SCMWY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Madison Square Garden Entertainment Corp. (MSGE) and SwissCom AG (SCMWY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MSGESCMWYDifference
Sharpe ratioReturn per unit of total volatility

+1.94

Sortino ratioReturn per unit of downside risk

+1.96

Omega ratioGain probability vs. loss probability

1.49

1.23

+0.26

Calmar ratioReturn relative to maximum drawdown

7.45

2.44

+5.02

Martin ratioReturn relative to average drawdown

19.91

6.25

+13.66

MSGE vs. SCMWY - Sharpe Ratio Comparison

The current MSGE Sharpe Ratio is 3.24, which is higher than the SCMWY Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of MSGE and SCMWY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MSGE vs. SCMWY - Drawdown Comparison

The maximum MSGE drawdown since its inception was -33.94%, roughly equal to the maximum SCMWY drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for MSGE and SCMWY.


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Drawdown Indicators


MSGESCMWYDifference

Max Drawdown

Largest peak-to-trough decline

-33.94%

-33.75%

-0.19%

Max Drawdown (1Y)

Largest decline over 1 year

-13.43%

-9.92%

-3.51%

Max Drawdown (3Y)

Largest decline over 3 years

-33.94%

-16.68%

-17.26%

Max Drawdown (5Y)

Largest decline over 5 years

-26.82%

Max Drawdown (10Y)

Largest decline over 10 years

-26.82%

Current Drawdown

Current decline from peak

-1.05%

-7.80%

+6.75%

Average Drawdown

Average peak-to-trough decline

-11.10%

-8.52%

-2.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.02%

3.86%

+1.16%

Volatility

MSGE vs. SCMWY - Volatility Comparison

Madison Square Garden Entertainment Corp. (MSGE) has a higher volatility of 5.35% compared to SwissCom AG (SCMWY) at 4.61%. This indicates that MSGE's price experiences larger fluctuations and is considered to be riskier than SCMWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSGESCMWYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

4.61%

+0.74%

Volatility (6M)

Calculated over the trailing 6-month period

18.99%

13.90%

+5.09%

Volatility (1Y)

Calculated over the trailing 1-year period

30.96%

18.66%

+12.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.42%

17.52%

+18.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.42%

17.35%

+19.07%

Dividends

MSGE vs. SCMWY - Dividend Comparison

MSGE has not paid dividends to shareholders, while SCMWY's dividend yield for the trailing twelve months is around 4.07%.


PositionTTM20252024202320222021202020192018201720162015
MSGE
Madison Square Garden Entertainment Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCMWY
SwissCom AG
4.07%3.44%8.77%3.99%4.30%4.38%4.28%4.13%4.91%8.30%9.75%4.60%

Financials

MSGE vs. SCMWY - Financials Comparison

This section allows you to compare key financial metrics between Madison Square Garden Entertainment Corp. and SwissCom AG. 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


0.001.00B2.00B3.00B4.00B20222023202420252026
386.41M
3.69B
(MSGE) Total Revenue
(SCMWY) Total Revenue
Please note, different currencies. MSGE values in USD, SCMWY values in CHF

MSGE vs. SCMWY - Profitability Comparison

The chart below illustrates the profitability comparison between Madison Square Garden Entertainment Corp. and SwissCom AG over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%202220232024202520260
28.0%
Portfolio components
MSGE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Madison Square Garden Entertainment Corp. reported a gross profit of 0.00 and revenue of 386.41M. Therefore, the gross margin over that period was 0.0%.

SCMWY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SwissCom AG reported a gross profit of 1.03B and revenue of 3.69B. Therefore, the gross margin over that period was 28.0%.

MSGE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Madison Square Garden Entertainment Corp. reported an operating income of 7.20M and revenue of 386.41M, resulting in an operating margin of 1.9%.

SCMWY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SwissCom AG reported an operating income of 618.49M and revenue of 3.69B, resulting in an operating margin of 16.8%.

MSGE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Madison Square Garden Entertainment Corp. reported a net income of -1.59M and revenue of 386.41M, resulting in a net margin of -0.4%.

SCMWY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SwissCom AG reported a net income of 339.41M and revenue of 3.69B, resulting in a net margin of 9.2%.


Frequently Asked Questions


MSGE and SCMWY have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSGE has higher volatility (5.35%) compared to SCMWY (4.61%). In terms of maximum drawdown, MSGE dropped -33.94% vs SCMWY's -33.75%.

MSGE currently has the higher Sharpe Ratio (3.23 vs 1.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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