BJRI vs. MO
BJRI (BJ's Restaurants, Inc.) and MO (Altria Group, Inc.) are both stocks. BJRI operates in Restaurants (Consumer Cyclical), while MO operates in Tobacco (Consumer Defensive). Over the past 10 years, BJRI returned -0.21%/yr vs 7.78%/yr for MO. At a 0.14 correlation, their price movements are largely independent.
Performance
BJRI vs. MO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BJRI achieves a 11.29% return, which is significantly lower than MO's 23.96% return. Over the past 10 years, BJRI has underperformed MO with an annualized return of -0.21%, while MO has yielded a comparatively higher 7.78% annualized return.
BJRI
- 1D
- -1.13%
- 1M
- 18.64%
- YTD
- 11.29%
- 6M
- 15.96%
- 1Y
- -2.49%
- 3Y*
- 11.48%
- 5Y*
- -3.21%
- 10Y*
- -0.21%
MO
- 1D
- 1.53%
- 1M
- -4.24%
- YTD
- 23.96%
- 6M
- 24.61%
- 1Y
- 24.64%
- 3Y*
- 25.16%
- 5Y*
- 15.82%
- 10Y*
- 7.78%
BJRI vs. MO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BJRI BJ's Restaurants, Inc. | 11.29% | 12.14% | -2.43% | 36.50% | -23.65% | -10.24% | 1.84% | -24.08% | 40.05% | -7.05% |
MO Altria Group, Inc. | 23.96% | 18.17% | 40.76% | -3.70% | 4.37% | 24.18% | -10.21% | 7.87% | -27.14% | 9.45% |
Correlation
The correlation between BJRI and MO is -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Oct 11, 1996 | 0.14 |
The correlation between BJRI and MO shifts across timeframes, from -0.07 (1 year) to 0.16 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
BJRI:
$959.96M
MO:
$117.61B
BJRI:
$1.97
MO:
$4.79
BJRI:
22.28
MO:
14.66
BJRI:
0.18
MO:
0.31
BJRI:
0.70
MO:
5.41
BJRI:
$1.41B
MO:
$21.82B
BJRI:
$1.05B
MO:
$14.80B
BJRI:
$126.20M
MO:
$11.70B
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
BJRI vs. MO — Risk / Return Rank
BJRI
MO
BJRI vs. MO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BJ's Restaurants, Inc. (BJRI) 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.
| BJRI | MO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.37 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.22 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 1.51 | -1.57 |
| Martin ratioReturn relative to average drawdown | -0.12 | 3.82 | -3.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| BJRI | MO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.06 | 1.10 | -1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.07 | 0.77 | -0.84 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.00 | 0.34 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.69 | -0.58 |
Drawdowns
BJRI vs. MO - Drawdown Comparison
The maximum BJRI drawdown since its inception was -91.21%, which is greater than MO's maximum drawdown of -65.43%. Use the drawdown chart below to compare losses from any high point for BJRI and MO.
Loading charts...
Drawdown Indicators
| BJRI | MO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.21% | -65.43% | -25.78% |
Max Drawdown (1Y)Largest decline over 1 year | -38.67% | -16.40% | -22.27% |
Max Drawdown (3Y)Largest decline over 3 years | -41.61% | -16.40% | -25.21% |
Max Drawdown (5Y)Largest decline over 5 years | -63.55% | -25.83% | -37.72% |
Max Drawdown (10Y)Largest decline over 10 years | -91.21% | -53.69% | -37.52% |
Current DrawdownCurrent decline from peak | -41.05% | -5.70% | -35.35% |
Average DrawdownAverage peak-to-trough decline | -37.10% | -11.93% | -25.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.93% | 6.48% | +14.45% |
Volatility
BJRI vs. MO - Volatility Comparison
BJ's Restaurants, Inc. (BJRI) has a higher volatility of 10.69% compared to Altria Group, Inc. (MO) at 7.41%. This indicates that BJRI'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 charts...
Volatility by Period
| BJRI | MO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.69% | 7.41% | +3.28% |
Volatility (6M)Calculated over the trailing 6-month period | 24.72% | 17.18% | +7.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.70% | 22.42% | +18.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.68% | 20.63% | +26.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 53.66% | 22.94% | +30.72% |
Dividends
BJRI vs. MO - Dividend Comparison
BJRI has not paid dividends to shareholders, while MO's dividend yield for the trailing twelve months is around 5.97%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BJRI BJ's Restaurants, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.34% | 1.29% | 0.89% | 0.30% | 0.00% | 0.00% |
MO Altria Group, Inc. | 5.97% | 7.21% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% |
Financials
BJRI vs. MO - Financials Comparison
This section allows you to compare key financial metrics between BJ's Restaurants, 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.
Total Revenue: Total amount of money received from sales and other business activities
BJRI vs. MO - Profitability Comparison
BJRI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, BJ's Restaurants, Inc. reported a gross profit of 268.21M and revenue of 358.12M. Therefore, the gross margin over that period was 74.9%.
MO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Altria Group, Inc. reported a gross profit of 3.51B and revenue of 5.43B. Therefore, the gross margin over that period was 64.6%.
BJRI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, BJ's Restaurants, Inc. reported an operating income of 10.62M and revenue of 358.12M, resulting in an operating margin of 3.0%.
MO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Altria Group, Inc. reported an operating income of 2.96B and revenue of 5.43B, resulting in an operating margin of 54.5%.
BJRI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, BJ's Restaurants, Inc. reported a net income of 9.03M and revenue of 358.12M, resulting in a net margin of 2.5%.
MO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Altria Group, Inc. reported a net income of 2.18B and revenue of 5.43B, resulting in a net margin of 40.2%.
Frequently Asked Questions
BJRI and MO have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BJRI has higher volatility (10.69%) compared to MO (7.41%). In terms of maximum drawdown, BJRI dropped -91.21% vs MO's -65.43%.
MO currently has the higher Sharpe Ratio (1.10 vs -0.06), 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.
Find the right allocation for BJRI and MO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer