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MSGS vs. TKO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MSGS and TKO is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

MSGS vs. TKO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Madison Square Garden Sports Corp. (MSGS) and TKO Group Holdings Inc. (TKO). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
7.25%
34.02%
MSGS
TKO

Key characteristics

Sharpe Ratio

MSGS:

1.03

TKO:

2.45

Sortino Ratio

MSGS:

1.67

TKO:

3.61

Omega Ratio

MSGS:

1.20

TKO:

1.51

Calmar Ratio

MSGS:

0.97

TKO:

2.97

Martin Ratio

MSGS:

5.21

TKO:

17.87

Ulcer Index

MSGS:

3.71%

TKO:

4.22%

Daily Std Dev

MSGS:

18.86%

TKO:

30.27%

Max Drawdown

MSGS:

-41.57%

TKO:

-28.35%

Current Drawdown

MSGS:

-9.50%

TKO:

-2.81%

Fundamentals

Market Cap

MSGS:

$5.12B

TKO:

$11.62B

EPS

MSGS:

$2.92

TKO:

-$0.44

Total Revenue (TTM)

MSGS:

$710.51M

TKO:

$2.16B

Gross Profit (TTM)

MSGS:

$319.17M

TKO:

$1.28B

EBITDA (TTM)

MSGS:

$125.69M

TKO:

$497.66M

Returns By Period

In the year-to-date period, MSGS achieves a -5.42% return, which is significantly lower than TKO's 0.70% return.


MSGS

YTD

-5.42%

1M

-9.24%

6M

7.24%

1Y

19.55%

5Y*

0.56%

10Y*

N/A

TKO

YTD

0.70%

1M

0.84%

6M

34.01%

1Y

85.57%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

MSGS vs. TKO — 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 7979
Overall Rank
The Sharpe Ratio Rank of MSGS is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of MSGS is 7777
Sortino Ratio Rank
The Omega Ratio Rank of MSGS is 7373
Omega Ratio Rank
The Calmar Ratio Rank of MSGS is 8181
Calmar Ratio Rank
The Martin Ratio Rank of MSGS is 8484
Martin Ratio Rank

TKO
The Risk-Adjusted Performance Rank of TKO is 9696
Overall Rank
The Sharpe Ratio Rank of TKO is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of TKO is 9696
Sortino Ratio Rank
The Omega Ratio Rank of TKO is 9696
Omega Ratio Rank
The Calmar Ratio Rank of TKO is 9595
Calmar Ratio Rank
The Martin Ratio Rank of TKO is 9797
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. TKO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Madison Square Garden Sports Corp. (MSGS) and TKO Group Holdings Inc. (TKO). 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 MSGS, currently valued at 1.03, compared to the broader market-2.000.002.001.032.45
The chart of Sortino ratio for MSGS, currently valued at 1.67, compared to the broader market-4.00-2.000.002.004.001.673.61
The chart of Omega ratio for MSGS, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.51
The chart of Calmar ratio for MSGS, currently valued at 1.92, compared to the broader market0.002.004.006.001.922.97
The chart of Martin ratio for MSGS, currently valued at 5.21, compared to the broader market0.0010.0020.005.2117.87
MSGS
TKO

The current MSGS Sharpe Ratio is 1.03, which is lower than the TKO Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of MSGS and TKO, 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 Ratio0.501.001.502.002.503.00Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12
1.03
2.45
MSGS
TKO

Dividends

MSGS vs. TKO - Dividend Comparison

Neither MSGS nor TKO has paid dividends to shareholders.


TTM202420232022
MSGS
Madison Square Garden Sports Corp.
0.00%0.00%0.00%3.82%
TKO
TKO Group Holdings Inc.
0.00%0.00%4.73%0.00%

Drawdowns

MSGS vs. TKO - Drawdown Comparison

The maximum MSGS drawdown since its inception was -41.57%, which is greater than TKO's maximum drawdown of -28.35%. Use the drawdown chart below to compare losses from any high point for MSGS and TKO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.50%
-2.81%
MSGS
TKO

Volatility

MSGS vs. TKO - Volatility Comparison

The current volatility for Madison Square Garden Sports Corp. (MSGS) is 6.05%, while TKO Group Holdings Inc. (TKO) has a volatility of 6.71%. This indicates that MSGS experiences smaller price fluctuations and is considered to be less risky than TKO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
6.05%
6.71%
MSGS
TKO

Financials

MSGS vs. TKO - Financials Comparison

This section allows you to compare key financial metrics between Madison Square Garden Sports Corp. and TKO Group Holdings 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


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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