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

Correlation

The correlation between BTI and MO is 0.30, 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.


Performance

BTI vs. MO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in British American Tobacco p.l.c. (BTI) and Altria Group, Inc. (MO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BTI:

2.16

MO:

1.88

Sortino Ratio

BTI:

2.76

MO:

2.72

Omega Ratio

BTI:

1.43

MO:

1.36

Calmar Ratio

BTI:

1.38

MO:

3.55

Martin Ratio

BTI:

9.79

MO:

8.40

Ulcer Index

BTI:

4.65%

MO:

4.35%

Daily Std Dev

BTI:

20.00%

MO:

19.10%

Max Drawdown

BTI:

-63.57%

MO:

-57.39%

Current Drawdown

BTI:

-8.68%

MO:

-7.29%

Fundamentals

Market Cap

BTI:

$94.38B

MO:

$95.93B

EPS

BTI:

$1.81

MO:

$5.96

PE Ratio

BTI:

22.64

MO:

9.56

PEG Ratio

BTI:

0.36

MO:

4.01

PS Ratio

BTI:

3.47

MO:

4.74

PB Ratio

BTI:

1.48

MO:

27.30

Total Revenue (TTM)

BTI:

$12.34B

MO:

$20.99B

Gross Profit (TTM)

BTI:

$10.18B

MO:

$15.08B

EBITDA (TTM)

BTI:

$5.88B

MO:

$14.03B

Returns By Period

In the year-to-date period, BTI achieves a 14.11% return, which is significantly higher than MO's 9.94% return. Over the past 10 years, BTI has underperformed MO with an annualized return of 3.19%, while MO has yielded a comparatively higher 7.43% annualized return.


BTI

YTD

14.11%

1M

-2.12%

6M

20.02%

1Y

42.89%

5Y*

10.39%

10Y*

3.19%

MO

YTD

9.94%

1M

-0.32%

6M

7.65%

1Y

35.58%

5Y*

18.47%

10Y*

7.43%

*Annualized

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Risk-Adjusted Performance

BTI vs. MO — Risk-Adjusted Performance Rank

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

BTI
The Risk-Adjusted Performance Rank of BTI is 9494
Overall Rank
The Sharpe Ratio Rank of BTI is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of BTI is 9494
Sortino Ratio Rank
The Omega Ratio Rank of BTI is 9595
Omega Ratio Rank
The Calmar Ratio Rank of BTI is 8989
Calmar Ratio Rank
The Martin Ratio Rank of BTI is 9595
Martin Ratio Rank

MO
The Risk-Adjusted Performance Rank of MO is 9494
Overall Rank
The Sharpe Ratio Rank of MO is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of MO is 9393
Sortino Ratio Rank
The Omega Ratio Rank of MO is 9292
Omega Ratio Rank
The Calmar Ratio Rank of MO is 9898
Calmar Ratio Rank
The Martin Ratio Rank of MO is 9393
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.

BTI vs. MO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for British American Tobacco p.l.c. (BTI) 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 current BTI Sharpe Ratio is 2.16, which is comparable to the MO Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of BTI 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.


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Dividends

BTI vs. MO - Dividend Comparison

BTI's dividend yield for the trailing twelve months is around 7.32%, more than MO's 7.15% yield.


TTM20242023202220212020201920182017201620152014
BTI
British American Tobacco p.l.c.
7.32%8.18%9.57%7.40%7.98%7.22%6.35%8.52%4.18%3.79%4.21%4.55%
MO
Altria Group, Inc.
7.15%7.65%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%

Drawdowns

BTI vs. MO - Drawdown Comparison

The maximum BTI drawdown since its inception was -63.57%, which is greater than MO's maximum drawdown of -57.39%. Use the drawdown chart below to compare losses from any high point for BTI and MO. For additional features, visit the drawdowns tool.


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Volatility

BTI vs. MO - Volatility Comparison

British American Tobacco p.l.c. (BTI) has a higher volatility of 6.61% compared to Altria Group, Inc. (MO) at 6.09%. This indicates that BTI'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.


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Financials

BTI vs. MO - Financials Comparison

This section allows you to compare key financial metrics between British American Tobacco p.l.c. 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


4.00B6.00B8.00B10.00B12.00B14.00B20212022202320242025
12.34B
5.26B
(BTI) Total Revenue
(MO) Total Revenue
Values in USD except per share items