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

Performance

FUL vs. MO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in H.B. Fuller Company (FUL) and Altria Group, Inc. (MO). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
-5.20%
28.34%
FUL
MO

Returns By Period

In the year-to-date period, FUL achieves a -7.01% return, which is significantly lower than MO's 47.95% return. Over the past 10 years, FUL has underperformed MO with an annualized return of 6.98%, while MO has yielded a comparatively higher 7.91% annualized return.


FUL

YTD

-7.01%

1M

-0.04%

6M

-5.27%

1Y

-0.11%

5Y (annualized)

10.10%

10Y (annualized)

6.98%

MO

YTD

47.95%

1M

11.93%

6M

27.92%

1Y

48.32%

5Y (annualized)

11.45%

10Y (annualized)

7.91%

Fundamentals


FULMO
Market Cap$4.07B$94.67B
EPS$3.23$5.92
PE Ratio23.099.44
PEG Ratio2.233.93
Total Revenue (TTM)$3.55B$20.36B
Gross Profit (TTM)$1.08B$14.22B
EBITDA (TTM)$568.35M$13.08B

Key characteristics


FULMO
Sharpe Ratio-0.002.80
Sortino Ratio0.154.00
Omega Ratio1.021.55
Calmar Ratio-0.002.67
Martin Ratio-0.0115.75
Ulcer Index6.83%3.17%
Daily Std Dev22.03%17.83%
Max Drawdown-68.23%-82.48%
Current Drawdown-12.90%-0.55%

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Correlation

-0.50.00.51.00.3

The correlation between FUL and MO is 0.28, 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.

Risk-Adjusted Performance

FUL vs. MO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for H.B. Fuller Company (FUL) 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 FUL, currently valued at -0.00, compared to the broader market-4.00-2.000.002.004.00-0.002.80
The chart of Sortino ratio for FUL, currently valued at 0.15, compared to the broader market-4.00-2.000.002.004.000.154.00
The chart of Omega ratio for FUL, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.55
The chart of Calmar ratio for FUL, currently valued at -0.00, compared to the broader market0.002.004.006.00-0.002.67
The chart of Martin ratio for FUL, currently valued at -0.01, compared to the broader market0.0010.0020.0030.00-0.0115.75
FUL
MO

The current FUL Sharpe Ratio is -0.00, which is lower than the MO Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of FUL 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-0.500.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
-0.00
2.80
FUL
MO

Dividends

FUL vs. MO - Dividend Comparison

FUL's dividend yield for the trailing twelve months is around 1.17%, less than MO's 7.07% yield.


TTM20232022202120202019201820172016201520142013
FUL
H.B. Fuller Company
1.17%0.99%1.03%0.82%1.25%1.23%1.44%1.10%1.14%1.40%1.03%0.74%
MO
Altria Group, Inc.
7.07%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%4.79%

Drawdowns

FUL vs. MO - Drawdown Comparison

The maximum FUL drawdown since its inception was -68.23%, smaller than the maximum MO drawdown of -82.48%. Use the drawdown chart below to compare losses from any high point for FUL and MO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-12.90%
-0.55%
FUL
MO

Volatility

FUL vs. MO - Volatility Comparison

H.B. Fuller Company (FUL) and Altria Group, Inc. (MO) have volatilities of 8.00% and 8.15%, 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.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.00%
8.15%
FUL
MO

Financials

FUL vs. MO - Financials Comparison

This section allows you to compare key financial metrics between H.B. Fuller Company 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