AGIO vs. MO

Last updated Jun 23, 2026

AGIO (Agios Pharmaceuticals, Inc.) and MO (Altria Group, Inc.) are both stocks. AGIO operates in Biotechnology (Healthcare), while MO operates in Tobacco (Consumer Defensive). Over the past 10 years, AGIO returned -2.29%/yr vs 7.44%/yr for MO. At a 0.09 correlation, their price movements are largely independent.

Performance

AGIO vs. MO - Performance Comparison

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

Returns By Period

In the year-to-date period, AGIO achieves a 28.95% return, which is significantly higher than MO's 24.40% return. Over the past 10 years, AGIO has underperformed MO with an annualized return of -2.29%, while MO has yielded a comparatively higher 7.44% annualized return.

AGIO

• 1D: 2.75%
• 1M: 24.73%
• YTD: 28.95%
• 6M: 40.68%
• 1Y: 2.01%
• 3Y*: 9.41%
• 5Y*: -9.05%
• 10Y*: -2.29%

MO

• 1D: 0.56%
• 1M: -4.53%
• YTD: 24.40%
• 6M: 24.63%
• 1Y: 24.23%
• 3Y*: 26.24%
• 5Y*: 16.82%
• 10Y*: 7.44%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AGIO vs. MO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AGIO Agios Pharmaceuticals, Inc.	28.95%	-17.16%	47.55%	-20.69%	-14.57%	-24.14%	-9.26%	3.56%	-19.35%	37.00%
MO Altria Group, Inc.	24.40%	18.17%	40.76%	-3.70%	4.37%	24.18%	-10.21%	7.87%	-27.14%	9.45%

Correlation

The correlation between AGIO and MO is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.09
Correlation (5Y) Calculated over the trailing 5-year period	0.13
Correlation (10Y) Calculated over the trailing 10-year period	0.10
Correlation (All Time) Calculated using the full available price history since Jul 24, 2013	0.09

The correlation between AGIO and MO shifts across timeframes, from -0.01 (1 year) to 0.13 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap AGIO : $2.06B MO : $116.29B
EPS AGIO : -$7.25 MO : $4.79
PS Ratio AGIO : 30.98 MO : 5.35
Total Revenue (TTM) AGIO : $66.05M MO : $21.82B
Gross Profit (TTM) AGIO : $59.47M MO : $14.80B
EBITDA (TTM) AGIO : -$443.16M MO : $11.70B

Return for Risk

AGIO vs. MO — Risk / Return Rank

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

AGIO

AGIO Risk / Return Rank: 46
AGIO Sharpe Ratio Rank: 43
AGIO Sortino Ratio Rank: 46
AGIO Omega Ratio Rank: 55
AGIO Calmar Ratio Rank: 43
AGIO Martin Ratio Rank: 42

MO

MO Risk / Return Rank: 70
MO Sharpe Ratio Rank: 74
MO Sortino Ratio Rank: 67
MO Omega Ratio Rank: 68
MO Calmar Ratio Rank: 69
MO Martin Ratio Rank: 71

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AGIO vs. MO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Agios Pharmaceuticals, Inc. (AGIO) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	AGIO	MO	Difference
Sharpe ratio: Return per unit of total volatility	0.03	1.07	-1.04
Sortino ratio: Return per unit of downside risk	0.60	1.54	-0.93
Omega ratio: Gain probability vs. loss probability	1.13	1.21	-0.08
Calmar ratio: Return relative to maximum drawdown	0.04	1.48	-1.44
Martin ratio: Return relative to average drawdown	0.07	3.71	-3.64

AGIO vs. MO - Sharpe Ratio Comparison

The current AGIO Sharpe Ratio is 0.03, which is lower than the MO Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of AGIO and MO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AGIO vs. MO - Drawdown Comparison

The maximum AGIO drawdown since its inception was -87.36%, which is greater than MO's maximum drawdown of -65.43%. Use the drawdown chart below to compare losses from any high point for AGIO and MO.

Drawdown Indicators

	AGIO	MO	Difference
Max Drawdown Largest peak-to-trough decline	-87.36%	-65.43%	-21.93%
Max Drawdown (1Y) Largest decline over 1 year	-50.89%	-16.40%	-34.49%
Max Drawdown (3Y) Largest decline over 3 years	-63.76%	-16.40%	-47.36%
Max Drawdown (5Y) Largest decline over 5 years	-70.68%	-25.83%	-44.85%
Max Drawdown (10Y) Largest decline over 10 years	-82.86%	-53.69%	-29.17%
Current Drawdown Current decline from peak	-74.00%	-5.37%	-68.63%
Average Drawdown Average peak-to-trough decline	-58.88%	-11.92%	-46.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	28.94%	6.55%	+22.39%

Volatility

AGIO vs. MO - Volatility Comparison

Agios Pharmaceuticals, Inc. (AGIO) has a higher volatility of 16.13% compared to Altria Group, Inc. (MO) at 6.94%. This indicates that AGIO'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.

Volatility by Period

	AGIO	MO	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.13%	6.94%	+9.19%
Volatility (6M) Calculated over the trailing 6-month period	44.61%	17.83%	+26.78%
Volatility (1Y) Calculated over the trailing 1-year period	75.21%	22.80%	+52.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	58.93%	20.68%	+38.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	56.91%	23.00%	+33.91%

Dividends

AGIO vs. MO - Dividend Comparison

AGIO has not paid dividends to shareholders, while MO's dividend yield for the trailing twelve months is around 6.10%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AGIO Agios Pharmaceuticals, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MO Altria Group, Inc.	6.10%	7.21%	7.65%	9.52%	8.05%	7.43%	8.29%	6.57%	6.07%	3.56%	3.48%	3.73%

Financials

Frequently Asked Questions

Can I hold both AGIO and MO in my portfolio?

AGIO and MO have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AGIO or MO?

AGIO has higher volatility (16.13%) compared to MO (6.94%). In terms of maximum drawdown, AGIO dropped -87.36% vs MO's -65.43%.

Which has better risk-adjusted returns?

MO currently has the higher Sharpe Ratio (1.07 vs 0.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.