TKO vs. EDR

Last updated Jun 4, 2026

TKO (TKO Group Holdings Inc.) and EDR (Endeavor Group Holdings, Inc.) are both stocks. Both operate in the Entertainment industry within the Communication Services sector.

Performance

TKO vs. EDR - Performance Comparison

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

Returns By Period

TKO

• 1D: -2.94%
• 1M: 6.76%
• YTD: -4.61%
• 6M: 2.68%
• 1Y: 23.44%
• 3Y*: —
• 5Y*: —
• 10Y*: —

EDR

• 1D: 0.00%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TKO vs. EDR - Yearly Performance Comparison

	2026 (YTD)
TKO TKO Group Holdings Inc.	-0.98%
EDR Endeavor Group Holdings, Inc.	0.00%

Fundamentals

Total Revenue (TTM) TKO : $5.06B EDR : $7.20B
Gross Profit (TTM) TKO : $1.75B EDR : $4.38B
EBITDA (TTM) TKO : $1.33B EDR : $338.61M

Return for Risk

TKO vs. EDR — Risk / Return Rank

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

TKO

TKO Risk / Return Rank: 62
TKO Sharpe Ratio Rank: 64
TKO Sortino Ratio Rank: 60
TKO Omega Ratio Rank: 58
TKO Calmar Ratio Rank: 65
TKO Martin Ratio Rank: 64

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.

TKO vs. EDR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TKO Group Holdings Inc. (TKO) and Endeavor Group Holdings, Inc. (EDR). 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.

	TKO	EDR	Difference
Sharpe ratio Return per unit of total volatility	0.74	—	—
Sortino ratio Return per unit of downside risk	1.29	—	—
Omega ratio Gain probability vs. loss probability	1.16	—	—
Calmar ratio Return relative to maximum drawdown	1.29	—	—
Martin ratio Return relative to average drawdown	2.69	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	TKO	EDR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.74	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.91	—	—

Drawdowns

TKO vs. EDR - Drawdown Comparison

The maximum TKO drawdown since its inception was -28.35%, which is greater than EDR's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for TKO and EDR.

Drawdown Indicators

	TKO	EDR	Difference
Max Drawdown Largest peak-to-trough decline	-28.35%	0.00%	-28.35%
Max Drawdown (1Y) Largest decline over 1 year	-18.28%	—	—
Current Drawdown Current decline from peak	-11.38%	0.00%	-11.38%
Average Drawdown Average peak-to-trough decline	-8.74%	0.00%	-8.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.72%	—	—

Volatility

Volatility by Period

	TKO	EDR	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.47%	—	—
Volatility (6M) Calculated over the trailing 6-month period	23.10%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	31.77%	0.00%	+31.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.07%	0.00%	+33.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.07%	0.00%	+33.07%

Dividends

TKO vs. EDR - Dividend Comparison

TKO's dividend yield for the trailing twelve months is around 1.36%, while EDR has not paid dividends to shareholders.

Position	TTM	2025	2024	2023
EDR Endeavor Group Holdings, Inc.	0.00%	0.00%	0.00%	0.00%
TKO TKO Group Holdings Inc.	1.36%	1.10%	0.00%	4.73%

Financials