FRT vs. MO
FRT (Federal Realty Investment Trust) and MO (Altria Group, Inc.) are both stocks. FRT operates in REIT - Retail (Real Estate), while MO operates in Tobacco (Consumer Defensive). Over the past 10 years, FRT returned 1.31%/yr vs 7.79%/yr for MO. At a 0.18 correlation, their price movements are largely independent.
Performance
FRT vs. MO - Performance Comparison
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Returns By Period
In the year-to-date period, FRT achieves a 23.82% return, which is significantly lower than MO's 25.71% return. Over the past 10 years, FRT has underperformed MO with an annualized return of 1.31%, while MO has yielded a comparatively higher 7.79% annualized return.
FRT
- 1D
- -0.38%
- 1M
- 5.55%
- YTD
- 23.82%
- 6M
- 30.67%
- 1Y
- 32.44%
- 3Y*
- 13.10%
- 5Y*
- 4.22%
- 10Y*
- 1.31%
MO
- 1D
- -1.25%
- 1M
- 4.65%
- YTD
- 25.71%
- 6M
- 27.02%
- 1Y
- 28.81%
- 3Y*
- 25.85%
- 5Y*
- 16.08%
- 10Y*
- 7.79%
FRT vs. MO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRT Federal Realty Investment Trust | 23.82% | -5.91% | 12.07% | 6.55% | -22.66% | 65.97% | -30.66% | 12.51% | -8.10% | -3.59% |
MO Altria Group, Inc. | 25.71% | 18.17% | 40.76% | -3.70% | 4.37% | 24.18% | -10.21% | 7.87% | -27.14% | 9.45% |
Correlation
The correlation between FRT and MO is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since May 4, 1973 | 0.18 |
The correlation between FRT and MO shifts across timeframes, from 0.05 (1 year) to 0.33 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
FRT:
$10.58B
MO:
$119.27B
FRT:
$5.87
MO:
$4.79
FRT:
20.81
MO:
14.87
FRT:
1.26
MO:
0.32
FRT:
8.04
MO:
5.49
FRT:
$1.31B
MO:
$21.82B
FRT:
$703.03M
MO:
$14.80B
FRT:
$1.09B
MO:
$11.70B
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Return for Risk
FRT vs. MO — Risk / Return Rank
FRT
MO
FRT vs. MO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federal Realty Investment Trust (FRT) 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.
| FRT | MO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.62 | ||
| Sortino ratioReturn per unit of downside risk | +0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.25 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.68 | 1.76 | +2.91 |
| Martin ratioReturn relative to average drawdown | 11.42 | 4.45 | +6.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FRT | MO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.91 | 1.29 | +0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.78 | -0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.04 | 0.34 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.69 | -0.29 |
Drawdowns
FRT vs. MO - Drawdown Comparison
The maximum FRT drawdown since its inception was -57.42%, smaller than the maximum MO drawdown of -65.43%. Use the drawdown chart below to compare losses from any high point for FRT and MO.
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Drawdown Indicators
| FRT | MO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.42% | -65.43% | +8.01% |
Max Drawdown (1Y)Largest decline over 1 year | -6.96% | -16.40% | +9.44% |
Max Drawdown (3Y)Largest decline over 3 years | -27.38% | -16.40% | -10.98% |
Max Drawdown (5Y)Largest decline over 5 years | -34.99% | -25.83% | -9.16% |
Max Drawdown (10Y)Largest decline over 10 years | -56.47% | -53.69% | -2.78% |
Current DrawdownCurrent decline from peak | -0.38% | -4.37% | +3.99% |
Average DrawdownAverage peak-to-trough decline | -11.78% | -11.93% | +0.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 6.49% | -3.64% |
Volatility
FRT vs. MO - Volatility Comparison
The current volatility for Federal Realty Investment Trust (FRT) is 4.11%, while Altria Group, Inc. (MO) has a volatility of 6.69%. This indicates that FRT experiences smaller price fluctuations and is considered to be less risky than MO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRT | MO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | 6.69% | -2.58% |
Volatility (6M)Calculated over the trailing 6-month period | 11.81% | 17.32% | -5.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.08% | 22.53% | -5.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.34% | 20.64% | +2.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.44% | 22.96% | +6.48% |
Dividends
FRT vs. MO - Dividend Comparison
FRT's dividend yield for the trailing twelve months is around 3.68%, less than MO's 5.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRT Federal Realty Investment Trust | 3.68% | 4.39% | 2.93% | 4.21% | 4.26% | 3.12% | 4.96% | 3.22% | 3.42% | 2.98% | 2.70% | 2.48% |
MO Altria Group, Inc. | 5.89% | 7.21% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% |
Financials
FRT vs. MO - Financials Comparison
This section allows you to compare key financial metrics between Federal Realty Investment Trust 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.
Total Revenue: Total amount of money received from sales and other business activities
FRT vs. MO - Profitability Comparison
FRT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Federal Realty Investment Trust reported a gross profit of 241.87M and revenue of 341.08M. Therefore, the gross margin over that period was 70.9%.
MO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Altria Group, Inc. reported a gross profit of 3.51B and revenue of 5.43B. Therefore, the gross margin over that period was 64.6%.
FRT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Federal Realty Investment Trust reported an operating income of 116.27M and revenue of 341.08M, resulting in an operating margin of 34.1%.
MO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Altria Group, Inc. reported an operating income of 2.96B and revenue of 5.43B, resulting in an operating margin of 54.5%.
FRT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Federal Realty Investment Trust reported a net income of 159.10M and revenue of 341.08M, resulting in a net margin of 46.7%.
MO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Altria Group, Inc. reported a net income of 2.18B and revenue of 5.43B, resulting in a net margin of 40.2%.
Frequently Asked Questions
FRT and MO have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MO has higher volatility (6.69%) compared to FRT (4.11%). In terms of maximum drawdown, FRT dropped -57.42% vs MO's -65.43%.
FRT currently has the higher Sharpe Ratio (1.91 vs 1.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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