PortfoliosLab logoPortfoliosLab logo
AGIO vs. MO
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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.

Loading graphics...

AGIO vs. MO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AGIO
Agios Pharmaceuticals, Inc.
24.28%-17.16%47.55%-20.69%-14.57%-24.14%-9.26%3.56%-19.35%37.00%
MO
Altria Group, Inc.
16.36%18.17%40.76%-3.70%4.37%24.18%-10.21%7.87%-27.14%9.45%

Fundamentals

Market Cap

AGIO:

$1.97B

MO:

$110.67B

EPS

AGIO:

-$7.10

MO:

$4.13

PS Ratio

AGIO:

36.41

MO:

5.31

Total Revenue (TTM)

AGIO:

$54.03M

MO:

$20.91B

Gross Profit (TTM)

AGIO:

$47.68M

MO:

$14.54B

EBITDA (TTM)

AGIO:

-$438.48M

MO:

$10.70B

Returns By Period

In the year-to-date period, AGIO achieves a 24.28% return, which is significantly higher than MO's 16.36% return. Over the past 10 years, AGIO has underperformed MO with an annualized return of -2.10%, while MO has yielded a comparatively higher 7.47% annualized return.


AGIO

1D
14.25%
1M
11.91%
YTD
24.28%
6M
-15.72%
1Y
15.46%
3Y*
13.78%
5Y*
-8.46%
10Y*
-2.10%

MO

1D
-1.54%
1M
-2.82%
YTD
16.36%
6M
3.43%
1Y
17.68%
3Y*
23.20%
5Y*
13.81%
10Y*
7.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


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: 5151
Overall Rank
AGIO Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
AGIO Sortino Ratio Rank: 5151
Sortino Ratio Rank
AGIO Omega Ratio Rank: 6262
Omega Ratio Rank
AGIO Calmar Ratio Rank: 4747
Calmar Ratio Rank
AGIO Martin Ratio Rank: 4747
Martin Ratio Rank

MO
MO Risk / Return Rank: 6767
Overall Rank
MO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
MO Sortino Ratio Rank: 6262
Sortino Ratio Rank
MO Omega Ratio Rank: 6363
Omega Ratio Rank
MO Calmar Ratio Rank: 6969
Calmar Ratio Rank
MO Martin Ratio Rank: 7070
Martin Ratio Rank
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.


AGIOMODifference

Sharpe ratio

Return per unit of total volatility

0.22

0.84

-0.62

Sortino ratio

Return per unit of downside risk

0.80

1.20

-0.40

Omega ratio

Gain probability vs. loss probability

1.17

1.17

0.00

Calmar ratio

Return relative to maximum drawdown

0.23

1.31

-1.08

Martin ratio

Return relative to average drawdown

0.49

3.34

-2.84

AGIO vs. MO - Sharpe Ratio Comparison

The current AGIO Sharpe Ratio is 0.22, which is lower than the MO Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of AGIO 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.


Loading graphics...

Sharpe Ratios by Period


AGIOMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.22

0.84

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

0.68

-0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.04

0.33

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.56

-0.55

Correlation

The correlation between AGIO and MO is 0.09, 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.


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 6.36%.


TTM20252024202320222021202020192018201720162015
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.
6.36%7.21%7.65%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%

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 -81.02%. Use the drawdown chart below to compare losses from any high point for AGIO and MO.


Loading graphics...

Drawdown Indicators


AGIOMODifference

Max Drawdown

Largest peak-to-trough decline

-87.36%

-81.02%

-6.34%

Max Drawdown (1Y)

Largest decline over 1 year

-50.89%

-16.40%

-34.49%

Max Drawdown (5Y)

Largest decline over 5 years

-72.16%

-25.83%

-46.33%

Max Drawdown (10Y)

Largest decline over 10 years

-82.86%

-53.69%

-29.17%

Current Drawdown

Current decline from peak

-74.94%

-3.74%

-71.20%

Average Drawdown

Average peak-to-trough decline

-58.57%

-17.45%

-41.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.81%

6.43%

+17.38%

Volatility

AGIO vs. MO - Volatility Comparison

Agios Pharmaceuticals, Inc. (AGIO) has a higher volatility of 15.97% compared to Altria Group, Inc. (MO) at 5.97%. 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.


Loading graphics...

Volatility by Period


AGIOMODifference

Volatility (1M)

Calculated over the trailing 1-month period

15.97%

5.97%

+10.00%

Volatility (6M)

Calculated over the trailing 6-month period

79.70%

16.64%

+63.06%

Volatility (1Y)

Calculated over the trailing 1-year period

71.09%

21.34%

+49.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.37%

20.45%

+36.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.32%

22.72%

+34.60%

Financials

AGIO vs. MO - Financials Comparison

This section allows you to compare key financial metrics between Agios Pharmaceuticals, Inc. 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


0.001.00B2.00B3.00B4.00B5.00B6.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
19.97M
5.85B
(AGIO) Total Revenue
(MO) Total Revenue
Values in USD except per share items