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

TKO vs. MSGS

Last updated May 11, 2025

Compare and contrast key facts about TKO Group Holdings Inc. (TKO) and Madison Square Garden Sports Corp. (MSGS).

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

Correlation

The correlation between TKO and MSGS is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

TKO vs. MSGS - Performance Comparison

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

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Key characteristics

Sharpe Ratio

TKO:

2.04

MSGS:

0.07

Sortino Ratio

TKO:

2.53

MSGS:

0.27

Omega Ratio

TKO:

1.36

MSGS:

1.03

Calmar Ratio

TKO:

2.94

MSGS:

0.07

Martin Ratio

TKO:

8.28

MSGS:

0.20

Ulcer Index

TKO:

7.49%

MSGS:

9.35%

Daily Std Dev

TKO:

31.16%

MSGS:

21.36%

Max Drawdown

TKO:

-28.35%

MSGS:

-41.57%

Current Drawdown

TKO:

-9.37%

MSGS:

-18.68%

Fundamentals

Market Cap

TKO:

$13.02B

MSGS:

$4.61B

EPS

TKO:

$1.96

MSGS:

$0.19

PE Ratio

TKO:

81.46

MSGS:

1.01K

PS Ratio

TKO:

4.57

MSGS:

4.34

PB Ratio

TKO:

3.38

MSGS:

1.57

Total Revenue (TTM)

TKO:

$2.17B

MSGS:

$1.06B

Gross Profit (TTM)

TKO:

$1.37B

MSGS:

$384.49M

EBITDA (TTM)

TKO:

$785.43M

MSGS:

$71.86M

Returns By Period

In the year-to-date period, TKO achieves a 12.65% return, which is significantly higher than MSGS's -15.01% return.

TKO

YTD

12.65%

1M

10.04%

6M

33.21%

1Y

60.09%

5Y*

N/A

10Y*

N/A

MSGS

YTD

-15.01%

1M

2.04%

6M

-15.64%

1Y

1.47%

5Y*

4.44%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

TKO vs. MSGS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TKO
The Risk-Adjusted Performance Rank of TKO is 9494
Overall Rank
The Sharpe Ratio Rank of TKO is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of TKO is 9191
Sortino Ratio Rank
The Omega Ratio Rank of TKO is 9292
Omega Ratio Rank
The Calmar Ratio Rank of TKO is 9696
Calmar Ratio Rank
The Martin Ratio Rank of TKO is 9393
Martin Ratio Rank
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
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.

TKO vs. MSGS - Risk-Adjusted Performance Comparison

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

The current TKO Sharpe Ratio is 2.04, which is higher than the MSGS Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of TKO and MSGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Dividends

TKO vs. MSGS - Dividend Comparison

TKO's dividend yield for the trailing twelve months is around 0.24%, while MSGS has not paid dividends to shareholders.

TTM202420232022
TKO
TKO Group Holdings Inc.		0.24%0.00%4.73%0.00%
MSGS
Madison Square Garden Sports Corp.		0.00%0.00%0.00%3.82%

Drawdowns

TKO vs. MSGS - Drawdown Comparison

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

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Volatility

TKO vs. MSGS - Volatility Comparison

TKO Group Holdings Inc. (TKO) has a higher volatility of 10.25% compared to Madison Square Garden Sports Corp. (MSGS) at 6.35%. This indicates that TKO'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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Financials

TKO vs. MSGS - Financials Comparison

This section allows you to compare key financial metrics between TKO Group Holdings Inc. 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

0.00200.00M400.00M600.00M800.00MJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
642.20M
424.20M
(TKO) Total Revenue
(MSGS) Total Revenue
Values in USD except per share items

TKO vs. MSGS - Profitability Comparison

The chart below illustrates the profitability comparison between TKO Group Holdings Inc. and Madison Square Garden Sports Corp. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.
Gross Margin
Operating Margin
Net Margin
Quarterly
Annual
20.0%40.0%60.0%80.0%100.0%JulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
63.9%
32.9%
(TKO) Gross Margin
(MSGS) Gross Margin
TKO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, TKO Group Holdings Inc. reported a gross profit of 410.22M and revenue of 642.20M. Therefore, the gross margin over that period was 63.9%.

MSGS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Madison Square Garden Sports Corp. reported a gross profit of 139.45M and revenue of 424.20M. Therefore, the gross margin over that period was 32.9%.

TKO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, TKO Group Holdings Inc. reported an operating income of 102.89M and revenue of 642.20M, resulting in an operating margin of 16.0%.

MSGS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Madison Square Garden Sports Corp. reported an operating income of 32.34M and revenue of 424.20M, resulting in an operating margin of 7.6%.

TKO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, TKO Group Holdings Inc. reported a net income of 31.00M and revenue of 642.20M, resulting in a net margin of 4.8%.

MSGS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Madison Square Garden Sports Corp. reported a net income of 46.79M and revenue of 424.20M, resulting in a net margin of 11.0%.