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SKE vs. MSGS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SKE vs. MSGS - Performance Comparison

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

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Returns By Period

In the year-to-date period, SKE achieves a 22.71% return, which is significantly lower than MSGS's 47.23% return.


SKE

1D
-5.85%
1M
-1.02%
YTD
22.71%
6M
40.20%
1Y
103.21%
3Y*
75.47%
5Y*
19.08%
10Y*

MSGS

1D
-0.50%
1M
11.95%
YTD
47.23%
6M
70.36%
1Y
101.13%
3Y*
28.76%
5Y*
17.73%
10Y*
16.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SKE vs. MSGS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SKE
Skeena Resources Ltd
22.71%172.13%78.69%-8.27%-48.99%-4.14%428.16%134.09%-59.87%784.19%
MSGS
Madison Square Garden Sports Corp.
47.23%14.61%24.12%-0.82%10.47%-5.63%23.03%9.90%26.96%-1.29%

Correlation

The correlation between SKE and MSGS is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.11

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

0.14

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2017

0.12

Fundamentals

Market Cap

SKE:

$3.54B

MSGS:

$9.20B

EPS

SKE:

-$2.12

MSGS:

-$0.07

Total Revenue (TTM)

SKE:

$0.00

MSGS:

$1.08B

Gross Profit (TTM)

SKE:

-$1.29M

MSGS:

$48.32M

EBITDA (TTM)

SKE:

-$109.58M

MSGS:

-$41.02M

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Return for Risk

SKE vs. MSGS — Risk / Return Rank

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

SKE
SKE Risk / Return Rank: 8282
Overall Rank
SKE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SKE Sortino Ratio Rank: 7979
Sortino Ratio Rank
SKE Omega Ratio Rank: 7878
Omega Ratio Rank
SKE Calmar Ratio Rank: 8585
Calmar Ratio Rank
SKE Martin Ratio Rank: 8484
Martin Ratio Rank

MSGS
MSGS Risk / Return Rank: 9797
Overall Rank
MSGS Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
MSGS Sortino Ratio Rank: 9797
Sortino Ratio Rank
MSGS Omega Ratio Rank: 9696
Omega Ratio Rank
MSGS Calmar Ratio Rank: 9797
Calmar Ratio Rank
MSGS Martin Ratio Rank: 9696
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.

SKE vs. MSGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Skeena Resources Ltd (SKE) and Madison Square Garden Sports Corp. (MSGS). 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.


SKEMSGSDifference
Sharpe ratioReturn per unit of total volatility

-1.64

Sortino ratioReturn per unit of downside risk

-2.73

Omega ratioGain probability vs. loss probability

1.29

1.64

-0.35

Calmar ratioReturn relative to maximum drawdown

3.34

10.09

-6.75

Martin ratioReturn relative to average drawdown

8.34

24.05

-15.71

SKE vs. MSGS - Sharpe Ratio Comparison

The current SKE Sharpe Ratio is 1.80, which is lower than the MSGS Sharpe Ratio of 3.45. The chart below compares the historical Sharpe Ratios of SKE and MSGS, 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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Sharpe Ratios by Period


SKEMSGSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

3.45

-1.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.70

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.52

-0.32

Drawdowns

SKE vs. MSGS - Drawdown Comparison

The maximum SKE drawdown since its inception was -75.69%, which is greater than MSGS's maximum drawdown of -41.57%. Use the drawdown chart below to compare losses from any high point for SKE and MSGS.


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Drawdown Indicators


SKEMSGSDifference

Max Drawdown

Largest peak-to-trough decline

-75.69%

-41.57%

-34.12%

Max Drawdown (1Y)

Largest decline over 1 year

-31.09%

-10.08%

-21.01%

Max Drawdown (3Y)

Largest decline over 3 years

-39.55%

-25.54%

-14.01%

Max Drawdown (5Y)

Largest decline over 5 years

-75.69%

-31.96%

-43.73%

Max Drawdown (10Y)

Largest decline over 10 years

-41.57%

Current Drawdown

Current decline from peak

-23.61%

-0.50%

-23.11%

Average Drawdown

Average peak-to-trough decline

-34.41%

-10.58%

-23.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.42%

4.22%

+8.20%

Volatility

SKE vs. MSGS - Volatility Comparison

Skeena Resources Ltd (SKE) has a higher volatility of 17.91% compared to Madison Square Garden Sports Corp. (MSGS) at 7.21%. This indicates that SKE's price experiences larger fluctuations and is considered to be riskier than MSGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SKEMSGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.91%

7.21%

+10.70%

Volatility (6M)

Calculated over the trailing 6-month period

43.20%

23.35%

+19.85%

Volatility (1Y)

Calculated over the trailing 1-year period

57.79%

29.52%

+28.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.98%

25.35%

+32.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

387.49%

31.44%

+356.05%

Dividends

SKE vs. MSGS - Dividend Comparison

Neither SKE nor MSGS has paid dividends to shareholders.


PositionTTM202520242023202220212020
MSGS
Madison Square Garden Sports Corp.
0.00%0.00%0.00%0.00%3.82%0.00%36.97%
SKE
Skeena Resources Ltd
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

SKE vs. MSGS - Financials Comparison

This section allows you to compare key financial metrics between Skeena Resources Ltd and Madison Square Garden Sports Corp.. 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


0.00100.00M200.00M300.00M400.00M202220232024202520260
432.20M
(SKE) Total Revenue
(MSGS) Total Revenue
Values in USD except per share items

Frequently Asked Questions


SKE and MSGS have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SKE has higher volatility (17.91%) compared to MSGS (7.21%). In terms of maximum drawdown, SKE dropped -75.69% vs MSGS's -41.57%.

MSGS currently has the higher Sharpe Ratio (3.45 vs 1.80), 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.

Portfolio Optimizer

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