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

Correlation

The correlation between BKE and MO is 0.14, 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.


-0.50.00.51.00.1

Performance

BKE vs. MO - Performance Comparison

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

0.00%5,000.00%10,000.00%15,000.00%JulyAugustSeptemberOctoberNovemberDecember
14,021.60%
1,110.81%
BKE
MO

Key characteristics

Sharpe Ratio

BKE:

0.64

MO:

2.01

Sortino Ratio

BKE:

1.08

MO:

3.00

Omega Ratio

BKE:

1.13

MO:

1.40

Calmar Ratio

BKE:

1.01

MO:

1.93

Martin Ratio

BKE:

1.75

MO:

11.02

Ulcer Index

BKE:

11.63%

MO:

3.28%

Daily Std Dev

BKE:

31.93%

MO:

17.98%

Max Drawdown

BKE:

-71.08%

MO:

-82.48%

Current Drawdown

BKE:

-6.80%

MO:

-8.23%

Fundamentals

Market Cap

BKE:

$2.63B

MO:

$91.74B

EPS

BKE:

$3.94

MO:

$5.92

PE Ratio

BKE:

13.14

MO:

9.14

PEG Ratio

BKE:

48.30

MO:

3.79

Total Revenue (TTM)

BKE:

$1.22B

MO:

$20.36B

Gross Profit (TTM)

BKE:

$593.48M

MO:

$14.22B

EBITDA (TTM)

BKE:

$258.71M

MO:

$13.08B

Returns By Period

In the year-to-date period, BKE achieves a 16.54% return, which is significantly lower than MO's 39.92% return. Over the past 10 years, BKE has outperformed MO with an annualized return of 10.16%, while MO has yielded a comparatively lower 6.99% annualized return.


BKE

YTD

16.54%

1M

6.67%

6M

37.85%

1Y

20.89%

5Y*

26.41%

10Y*

10.16%

MO

YTD

39.92%

1M

-5.14%

6M

18.93%

1Y

40.06%

5Y*

9.27%

10Y*

6.99%

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

BKE vs. MO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Buckle, Inc. (BKE) 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 BKE, currently valued at 0.64, compared to the broader market-4.00-2.000.002.000.642.01
The chart of Sortino ratio for BKE, currently valued at 1.08, compared to the broader market-4.00-2.000.002.004.001.083.00
The chart of Omega ratio for BKE, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.40
The chart of Calmar ratio for BKE, currently valued at 1.01, compared to the broader market0.002.004.006.001.011.93
The chart of Martin ratio for BKE, currently valued at 1.75, compared to the broader market0.0010.0020.001.7511.02
BKE
MO

The current BKE Sharpe Ratio is 0.64, which is lower than the MO Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of BKE 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.64
2.01
BKE
MO

Dividends

BKE vs. MO - Dividend Comparison

BKE's dividend yield for the trailing twelve months is around 7.74%, more than MO's 5.62% yield.


TTM20232022202120202019201820172016201520142013
BKE
The Buckle, Inc.
7.74%8.52%2.32%16.52%14.21%7.40%14.22%7.37%8.77%11.99%3.96%1.11%
MO
Altria Group, Inc.
5.62%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%4.79%

Drawdowns

BKE vs. MO - Drawdown Comparison

The maximum BKE drawdown since its inception was -71.08%, smaller than the maximum MO drawdown of -82.48%. Use the drawdown chart below to compare losses from any high point for BKE and MO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.80%
-8.23%
BKE
MO

Volatility

BKE vs. MO - Volatility Comparison

The Buckle, Inc. (BKE) has a higher volatility of 9.61% compared to Altria Group, Inc. (MO) at 4.49%. This indicates that BKE'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%14.00%JulyAugustSeptemberOctoberNovemberDecember
9.61%
4.49%
BKE
MO

Financials

BKE vs. MO - Financials Comparison

This section allows you to compare key financial metrics between The Buckle, 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


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 © 2024 PortfoliosLab