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BKH vs. MO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BKH and MO is 0.36, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

BKH vs. MO - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
2.00%
20.32%
BKH
MO

Key characteristics

Sharpe Ratio

BKH:

0.83

MO:

2.53

Sortino Ratio

BKH:

1.27

MO:

3.58

Omega Ratio

BKH:

1.16

MO:

1.47

Calmar Ratio

BKH:

0.55

MO:

4.56

Martin Ratio

BKH:

2.87

MO:

10.92

Ulcer Index

BKH:

5.51%

MO:

4.30%

Daily Std Dev

BKH:

19.19%

MO:

18.57%

Max Drawdown

BKH:

-65.73%

MO:

-57.39%

Current Drawdown

BKH:

-15.12%

MO:

-2.93%

Fundamentals

Market Cap

BKH:

$4.36B

MO:

$99.01B

EPS

BKH:

$3.91

MO:

$6.54

PE Ratio

BKH:

15.40

MO:

8.91

PEG Ratio

BKH:

2.69

MO:

4.01

PS Ratio

BKH:

2.05

MO:

4.84

PB Ratio

BKH:

1.24

MO:

27.30

Total Revenue (TTM)

BKH:

$1.40B

MO:

$15.73B

Gross Profit (TTM)

BKH:

$643.80M

MO:

$11.09B

EBITDA (TTM)

BKH:

$518.90M

MO:

$12.01B

Returns By Period

In the year-to-date period, BKH achieves a 4.10% return, which is significantly lower than MO's 13.42% return. Over the past 10 years, BKH has underperformed MO with an annualized return of 5.66%, while MO has yielded a comparatively higher 8.35% annualized return.


BKH

YTD

4.10%

1M

0.33%

6M

2.82%

1Y

16.93%

5Y*

1.76%

10Y*

5.66%

MO

YTD

13.42%

1M

0.19%

6M

21.63%

1Y

45.23%

5Y*

16.46%

10Y*

8.35%

*Annualized

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Risk-Adjusted Performance

BKH vs. MO — Risk-Adjusted Performance Rank

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

BKH
The Risk-Adjusted Performance Rank of BKH is 7676
Overall Rank
The Sharpe Ratio Rank of BKH is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of BKH is 7373
Sortino Ratio Rank
The Omega Ratio Rank of BKH is 7171
Omega Ratio Rank
The Calmar Ratio Rank of BKH is 7575
Calmar Ratio Rank
The Martin Ratio Rank of BKH is 7979
Martin Ratio Rank

MO
The Risk-Adjusted Performance Rank of MO is 9797
Overall Rank
The Sharpe Ratio Rank of MO is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of MO is 9797
Sortino Ratio Rank
The Omega Ratio Rank of MO is 9696
Omega Ratio Rank
The Calmar Ratio Rank of MO is 9999
Calmar Ratio Rank
The Martin Ratio Rank of MO is 9595
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.

BKH vs. MO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Black Hills Corporation (BKH) 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.


The chart of Sharpe ratio for BKH, currently valued at 0.83, compared to the broader market-2.00-1.000.001.002.003.00
BKH: 0.83
MO: 2.53
The chart of Sortino ratio for BKH, currently valued at 1.27, compared to the broader market-6.00-4.00-2.000.002.004.00
BKH: 1.27
MO: 3.58
The chart of Omega ratio for BKH, currently valued at 1.16, compared to the broader market0.501.001.502.00
BKH: 1.16
MO: 1.47
The chart of Calmar ratio for BKH, currently valued at 0.55, compared to the broader market0.001.002.003.004.005.00
BKH: 0.55
MO: 4.56
The chart of Martin ratio for BKH, currently valued at 2.87, compared to the broader market-5.000.005.0010.0015.0020.00
BKH: 2.87
MO: 10.92

The current BKH Sharpe Ratio is 0.83, which is lower than the MO Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of BKH 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 Ratio0.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.83
2.53
BKH
MO

Dividends

BKH vs. MO - Dividend Comparison

BKH's dividend yield for the trailing twelve months is around 4.36%, less than MO's 6.93% yield.


TTM20242023202220212020201920182017201620152014
BKH
Black Hills Corporation
4.36%4.44%4.63%3.43%3.25%3.53%2.61%3.07%3.01%2.74%3.49%2.94%
MO
Altria Group, Inc.
6.93%7.65%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%

Drawdowns

BKH vs. MO - Drawdown Comparison

The maximum BKH drawdown since its inception was -65.73%, which is greater than MO's maximum drawdown of -57.39%. Use the drawdown chart below to compare losses from any high point for BKH and MO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.12%
-2.93%
BKH
MO

Volatility

BKH vs. MO - Volatility Comparison

Black Hills Corporation (BKH) and Altria Group, Inc. (MO) have volatilities of 6.97% and 7.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
6.97%
7.10%
BKH
MO

Financials

BKH vs. MO - Financials Comparison

This section allows you to compare key financial metrics between Black Hills Corporation 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