is it worth it to go to grad school if you’re an international student?

hi everyone! for context, im brazilian and have been considering applying for a masters in the US. i have an engineering degree from the best university in my country and while my life is not bad by any means, i wanted to try living in the US for a while (columbia/nyc is my top preference). however, it costs a lot and while i do know that my chances of finding a job in the US without going to grad school are 0, i wanted to know if i would have a real shot of finding a company to sponsor my visa. or if most people are unable and usually go back to their own countries?

i wanted to do either finance/management. not strictly engineering anymore

thank you!