PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ABM vs. MO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ABM and MO is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

ABM vs. MO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ABM Industries Incorporated (ABM) and Altria Group, Inc. (MO). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-3.69%
11.69%
ABM
MO

Key characteristics

Sharpe Ratio

ABM:

1.10

MO:

2.35

Sortino Ratio

ABM:

1.55

MO:

3.45

Omega Ratio

ABM:

1.22

MO:

1.45

Calmar Ratio

ABM:

1.21

MO:

2.26

Martin Ratio

ABM:

4.96

MO:

10.32

Ulcer Index

ABM:

5.72%

MO:

4.09%

Daily Std Dev

ABM:

25.74%

MO:

18.03%

Max Drawdown

ABM:

-59.61%

MO:

-57.38%

Current Drawdown

ABM:

-9.10%

MO:

-7.02%

Fundamentals

Market Cap

ABM:

$3.30B

MO:

$90.59B

EPS

ABM:

$1.28

MO:

$5.92

PE Ratio

ABM:

41.48

MO:

9.03

PEG Ratio

ABM:

4.45

MO:

3.64

Total Revenue (TTM)

ABM:

$8.36B

MO:

$15.34B

Gross Profit (TTM)

ABM:

$2.91B

MO:

$10.76B

EBITDA (TTM)

ABM:

$322.20M

MO:

$9.32B

Returns By Period

In the year-to-date period, ABM achieves a 4.10% return, which is significantly higher than MO's 0.71% return. Over the past 10 years, ABM has outperformed MO with an annualized return of 8.39%, while MO has yielded a comparatively lower 6.54% annualized return.


ABM

YTD

4.10%

1M

3.69%

6M

-3.69%

1Y

28.87%

5Y*

8.96%

10Y*

8.39%

MO

YTD

0.71%

1M

1.11%

6M

11.69%

1Y

41.33%

5Y*

10.83%

10Y*

6.54%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ABM vs. MO — Risk-Adjusted Performance Rank

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

ABM
The Risk-Adjusted Performance Rank of ABM is 7878
Overall Rank
The Sharpe Ratio Rank of ABM is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of ABM is 7373
Sortino Ratio Rank
The Omega Ratio Rank of ABM is 7474
Omega Ratio Rank
The Calmar Ratio Rank of ABM is 8383
Calmar Ratio Rank
The Martin Ratio Rank of ABM is 8181
Martin Ratio Rank

MO
The Risk-Adjusted Performance Rank of MO is 9393
Overall Rank
The Sharpe Ratio Rank of MO is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of MO is 9494
Sortino Ratio Rank
The Omega Ratio Rank of MO is 9393
Omega Ratio Rank
The Calmar Ratio Rank of MO is 9292
Calmar Ratio Rank
The Martin Ratio Rank of MO is 9292
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.

ABM vs. MO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ABM Industries Incorporated (ABM) and Altria Group, Inc. (MO). 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 ABM, currently valued at 1.10, compared to the broader market-2.000.002.001.102.35
The chart of Sortino ratio for ABM, currently valued at 1.55, compared to the broader market-4.00-2.000.002.004.001.553.45
The chart of Omega ratio for ABM, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.45
The chart of Calmar ratio for ABM, currently valued at 1.21, compared to the broader market0.002.004.006.001.212.26
The chart of Martin ratio for ABM, currently valued at 4.96, compared to the broader market0.0010.0020.004.9610.32
ABM
MO

The current ABM Sharpe Ratio is 1.10, which is lower than the MO Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of ABM and MO, 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 Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.10
2.35
ABM
MO

Dividends

ABM vs. MO - Dividend Comparison

ABM's dividend yield for the trailing twelve months is around 1.77%, less than MO's 7.60% yield.


TTM20242023202220212020201920182017201620152014
ABM
ABM Industries Incorporated
1.77%1.76%1.96%1.76%1.86%1.47%2.40%2.18%1.80%1.62%1.69%2.18%
MO
Altria Group, Inc.
7.60%7.65%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%

Drawdowns

ABM vs. MO - Drawdown Comparison

The maximum ABM drawdown since its inception was -59.61%, roughly equal to the maximum MO drawdown of -57.38%. Use the drawdown chart below to compare losses from any high point for ABM and MO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.10%
-7.02%
ABM
MO

Volatility

ABM vs. MO - Volatility Comparison

ABM Industries Incorporated (ABM) has a higher volatility of 6.09% compared to Altria Group, Inc. (MO) at 5.38%. This indicates that ABM's price experiences larger fluctuations and is considered to be riskier than MO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
6.09%
5.38%
ABM
MO

Financials

ABM vs. MO - Financials Comparison

This section allows you to compare key financial metrics between ABM Industries Incorporated and Altria Group, Inc.. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab