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

Correlation

The correlation between COLB and MO is 0.20, 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.


-0.50.00.51.00.2

Performance

COLB vs. MO - Performance Comparison

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

800.00%1,000.00%1,200.00%1,400.00%1,600.00%JulyAugustSeptemberOctoberNovemberDecember
1,349.21%
1,254.12%
COLB
MO

Key characteristics

Sharpe Ratio

COLB:

0.24

MO:

2.38

Sortino Ratio

COLB:

0.62

MO:

3.53

Omega Ratio

COLB:

1.09

MO:

1.46

Calmar Ratio

COLB:

0.18

MO:

2.26

Martin Ratio

COLB:

0.51

MO:

12.80

Ulcer Index

COLB:

20.04%

MO:

3.31%

Daily Std Dev

COLB:

42.12%

MO:

17.80%

Max Drawdown

COLB:

-85.93%

MO:

-82.48%

Current Drawdown

COLB:

-31.55%

MO:

-6.75%

Fundamentals

Market Cap

COLB:

$6.00B

MO:

$91.74B

EPS

COLB:

$2.32

MO:

$5.92

PE Ratio

COLB:

12.34

MO:

9.14

PEG Ratio

COLB:

2.26

MO:

3.79

Total Revenue (TTM)

COLB:

$2.93B

MO:

$20.36B

Gross Profit (TTM)

COLB:

$2.84B

MO:

$14.22B

EBITDA (TTM)

COLB:

$720.05M

MO:

$13.08B

Returns By Period

In the year-to-date period, COLB achieves a 8.77% return, which is significantly lower than MO's 42.16% return. Over the past 10 years, COLB has underperformed MO with an annualized return of 5.03%, while MO has yielded a comparatively higher 7.09% annualized return.


COLB

YTD

8.77%

1M

-8.26%

6M

51.53%

1Y

9.10%

5Y*

-1.87%

10Y*

5.03%

MO

YTD

42.16%

1M

-3.82%

6M

20.02%

1Y

42.27%

5Y*

9.61%

10Y*

7.09%

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

COLB vs. MO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Banking System, Inc. (COLB) 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 COLB, currently valued at 0.24, compared to the broader market-4.00-2.000.002.000.242.38
The chart of Sortino ratio for COLB, currently valued at 0.62, compared to the broader market-4.00-2.000.002.004.000.623.53
The chart of Omega ratio for COLB, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.46
The chart of Calmar ratio for COLB, currently valued at 0.18, compared to the broader market0.002.004.006.000.182.26
The chart of Martin ratio for COLB, currently valued at 0.51, compared to the broader market-5.000.005.0010.0015.0020.0025.000.5112.80
COLB
MO

The current COLB Sharpe Ratio is 0.24, which is lower than the MO Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of COLB 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 Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.24
2.38
COLB
MO

Dividends

COLB vs. MO - Dividend Comparison

COLB's dividend yield for the trailing twelve months is around 5.30%, less than MO's 5.53% yield.


TTM20232022202120202019201820172016201520142013
COLB
Columbia Banking System, Inc.
5.30%5.96%6.77%6.05%5.49%3.96%3.14%2.03%3.42%4.68%3.40%1.49%
MO
Altria Group, Inc.
5.53%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%4.79%

Drawdowns

COLB vs. MO - Drawdown Comparison

The maximum COLB drawdown since its inception was -85.93%, roughly equal to the maximum MO drawdown of -82.48%. Use the drawdown chart below to compare losses from any high point for COLB and MO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-31.55%
-6.75%
COLB
MO

Volatility

COLB vs. MO - Volatility Comparison

Columbia Banking System, Inc. (COLB) has a higher volatility of 9.98% compared to Altria Group, Inc. (MO) at 4.83%. This indicates that COLB'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.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
9.98%
4.83%
COLB
MO

Financials

COLB vs. MO - Financials Comparison

This section allows you to compare key financial metrics between Columbia Banking System, 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