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MSGS vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

MSGS vs. SPY

Last updated May 12, 2025

Compare and contrast key facts about Madison Square Garden Sports Corp. (MSGS) and SPDR S&P 500 ETF (SPY).

SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MSGS or SPY.

Correlation

The correlation between MSGS and SPY is -0.80. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

MSGS vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Madison Square Garden Sports Corp. (MSGS) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

MSGS:

7.19%

SPY:

20.02%

Max Drawdown

MSGS:

-0.17%

SPY:

-55.19%

Current Drawdown

MSGS:

0.00%

SPY:

-7.65%

Returns By Period

MSGS

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SPY

YTD

-3.42%

1M

5.69%

6M

-5.06%

1Y

9.73%

5Y*

16.26%

10Y*

12.24%

*Annualized

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Risk-Adjusted Performance

MSGS vs. SPY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MSGS
The Risk-Adjusted Performance Rank of MSGS is 5151
Overall Rank
The Sharpe Ratio Rank of MSGS is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of MSGS is 4545
Sortino Ratio Rank
The Omega Ratio Rank of MSGS is 4444
Omega Ratio Rank
The Calmar Ratio Rank of MSGS is 5555
Calmar Ratio Rank
The Martin Ratio Rank of MSGS is 5555
Martin Ratio Rank
SPY
The Risk-Adjusted Performance Rank of SPY is 6363
Overall Rank
The Sharpe Ratio Rank of SPY is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SPY 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.

MSGS vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Madison Square Garden Sports Corp. (MSGS) and SPDR S&P 500 ETF (SPY). 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.

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Dividends

MSGS vs. SPY - Dividend Comparison

MSGS has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.27%.

TTM20242023202220212020201920182017201620152014
MSGS
Madison Square Garden Sports 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%
SPY
SPDR S&P 500 ETF		1.27%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

MSGS vs. SPY - Drawdown Comparison

The maximum MSGS drawdown since its inception was -0.17%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for MSGS and SPY. For additional features, visit the drawdowns tool.

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Volatility

MSGS vs. SPY - Volatility Comparison

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