BTI vs. NOBL
Compare and contrast key facts about British American Tobacco p.l.c. (BTI) and ProShares S&P 500 Dividend Aristocrats ETF (NOBL).
NOBL is a passively managed fund by ProShares that tracks the performance of the S&P 500 Dividend Aristocrats Index. It was launched on Oct 9, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BTI or NOBL.
Performance
BTI vs. NOBL - Performance Comparison
Returns By Period
In the year-to-date period, BTI achieves a 35.09% return, which is significantly higher than NOBL's 13.33% return. Over the past 10 years, BTI has underperformed NOBL with an annualized return of 1.87%, while NOBL has yielded a comparatively higher 10.12% annualized return.
BTI
35.09%
5.99%
25.70%
26.46%
7.66%
1.87%
NOBL
13.33%
0.16%
10.00%
20.15%
9.87%
10.12%
Key characteristics
| BTI | NOBL | |
|---|---|---|
| Sharpe Ratio | 1.43 | 2.00 |
| Sortino Ratio | 1.92 | 2.81 |
| Omega Ratio | 1.29 | 1.35 |
| Calmar Ratio | 0.71 | 3.10 |
| Martin Ratio | 5.35 | 8.98 |
| Ulcer Index | 5.14% | 2.29% |
| Daily Std Dev | 19.25% | 10.26% |
| Max Drawdown | -60.73% | -35.43% |
| Current Drawdown | -13.66% | -1.50% |
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Correlation
The correlation between BTI and NOBL is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
BTI vs. NOBL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for British American Tobacco p.l.c. (BTI) and ProShares S&P 500 Dividend Aristocrats ETF (NOBL). 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.
Dividends
BTI vs. NOBL - Dividend Comparison
BTI's dividend yield for the trailing twelve months is around 7.92%, more than NOBL's 1.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTI British American Tobacco p.l.c. | 7.92% | 9.57% | 7.40% | 7.98% | 7.22% | 6.35% | 8.52% | 4.18% | 3.79% | 4.21% | 4.55% | 4.04% |
NOBL ProShares S&P 500 Dividend Aristocrats ETF | 1.99% | 2.09% | 1.94% | 1.89% | 2.14% | 1.89% | 2.37% | 1.74% | 2.13% | 2.02% | 1.60% | 0.30% |
Drawdowns
BTI vs. NOBL - Drawdown Comparison
The maximum BTI drawdown since its inception was -60.73%, which is greater than NOBL's maximum drawdown of -35.43%. Use the drawdown chart below to compare losses from any high point for BTI and NOBL. For additional features, visit the drawdowns tool.
Volatility
BTI vs. NOBL - Volatility Comparison
British American Tobacco p.l.c. (BTI) has a higher volatility of 3.99% compared to ProShares S&P 500 Dividend Aristocrats ETF (NOBL) at 3.11%. This indicates that BTI's price experiences larger fluctuations and is considered to be riskier than NOBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.