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WYNN vs. MGM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

WYNN vs. MGM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wynn Resorts, Limited (WYNN) and MGM Resorts International (MGM). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-6.53%
-10.07%
WYNN
MGM

Returns By Period

In the year-to-date period, WYNN achieves a 0.69% return, which is significantly higher than MGM's -16.75% return. Over the past 10 years, WYNN has underperformed MGM with an annualized return of -5.39%, while MGM has yielded a comparatively higher 5.92% annualized return.


WYNN

YTD

0.69%

1M

-9.23%

6M

-5.69%

1Y

6.91%

5Y (annualized)

-4.56%

10Y (annualized)

-5.39%

MGM

YTD

-16.75%

1M

-9.70%

6M

-9.35%

1Y

-6.55%

5Y (annualized)

3.44%

10Y (annualized)

5.92%

Fundamentals


WYNNMGM
Market Cap$9.39B$10.94B
EPS$8.33$2.79
PE Ratio10.2613.17
PEG Ratio1.471.59
Total Revenue (TTM)$7.13B$17.27B
Gross Profit (TTM)$2.76B$7.30B
EBITDA (TTM)$1.56B$2.63B

Key characteristics


WYNNMGM
Sharpe Ratio0.17-0.22
Sortino Ratio0.47-0.07
Omega Ratio1.060.99
Calmar Ratio0.08-0.12
Martin Ratio0.35-0.54
Ulcer Index14.74%13.88%
Daily Std Dev31.45%34.23%
Max Drawdown-90.66%-98.11%
Current Drawdown-56.61%-60.53%

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Correlation

-0.50.00.51.00.6

The correlation between WYNN and MGM is 0.65, 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.

Risk-Adjusted Performance

WYNN vs. MGM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wynn Resorts, Limited (WYNN) and MGM Resorts International (MGM). 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 WYNN, currently valued at 0.22, compared to the broader market-4.00-2.000.002.004.000.22-0.22
The chart of Sortino ratio for WYNN, currently valued at 0.55, compared to the broader market-4.00-2.000.002.004.000.55-0.07
The chart of Omega ratio for WYNN, currently valued at 1.07, compared to the broader market0.501.001.502.001.070.99
The chart of Calmar ratio for WYNN, currently valued at 0.11, compared to the broader market0.002.004.006.000.11-0.12
The chart of Martin ratio for WYNN, currently valued at 0.47, compared to the broader market0.0010.0020.0030.000.47-0.54
WYNN
MGM

The current WYNN Sharpe Ratio is 0.17, which is higher than the MGM Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of WYNN and MGM, 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 Ratio-1.00-0.500.000.50JuneJulyAugustSeptemberOctoberNovember
0.22
-0.22
WYNN
MGM

Dividends

WYNN vs. MGM - Dividend Comparison

WYNN's dividend yield for the trailing twelve months is around 1.38%, while MGM has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
WYNN
Wynn Resorts, Limited
1.10%0.82%0.00%0.00%0.89%2.70%2.78%1.19%2.31%4.34%4.20%3.60%
MGM
MGM Resorts International
0.00%0.00%0.04%0.03%0.50%1.56%1.98%1.32%0.00%0.00%0.00%0.00%

Drawdowns

WYNN vs. MGM - Drawdown Comparison

The maximum WYNN drawdown since its inception was -90.66%, smaller than the maximum MGM drawdown of -98.11%. Use the drawdown chart below to compare losses from any high point for WYNN and MGM. For additional features, visit the drawdowns tool.


-65.00%-60.00%-55.00%-50.00%JuneJulyAugustSeptemberOctoberNovember
-56.61%
-60.53%
WYNN
MGM

Volatility

WYNN vs. MGM - Volatility Comparison

Wynn Resorts, Limited (WYNN) has a higher volatility of 14.71% compared to MGM Resorts International (MGM) at 13.95%. This indicates that WYNN's price experiences larger fluctuations and is considered to be riskier than MGM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
14.71%
13.95%
WYNN
MGM

Financials

WYNN vs. MGM - Financials Comparison

This section allows you to compare key financial metrics between Wynn Resorts, Limited and MGM Resorts International. 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