First of all, we need to use the Haversine function to calculate the minimal distance.
This is to be added as a calculated column to your tracked table.
Nearest = 
    MINX(Stadiums,
    ROUND(2 * 3959 *
        ASIN(SQRT(
            SIN((Stadiums[Lat] - Tracked[Lat]) * PI()/360)^2 +
            COS(Tracked[Lat] * PI()/180) * COS(Stadiums[Lat] * PI()/180) *
                SIN((Stadiums[Lon] - Tracked[Lon]) * PI()/360)^2)), 1))
In this formula, 3959 is the radius of the Earth in miles.
Now, to match up distances & find the nearest stadium:
Stadium = CALCULATE(MAX(Stadiums[Stadium]),
              FILTER(Stadiums,
                  ROUND(2 * 3959 *
                      ASIN(SQRT(
                          SIN((Stadiums[Lat] - Tracked[Lat]) * PI()/360)^2 +
                          COS(Tracked[Lat] * PI()/180) * COS(Stadiums[Lat] * PI()/180) *
                          SIN((Stadiums[Lon] - Tracked[Lon]) * PI()/360)^2)), 1)
                  = Tracked[Nearest]))
PS: The values are rounded to avoid not matching from possible floating point errors. It's not really a necessary step.