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GBAB vs. MO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GBAB vs. MO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust (GBAB) and Altria Group, Inc. (MO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GBAB achieves a -0.59% return, which is significantly lower than MO's 28.16% return. Over the past 10 years, GBAB has underperformed MO with an annualized return of 2.94%, while MO has yielded a comparatively higher 7.76% annualized return.


GBAB

1D
0.00%
1M
2.27%
YTD
-0.59%
6M
-1.45%
1Y
4.98%
3Y*
5.40%
5Y*
-2.31%
10Y*
2.94%

MO

1D
3.02%
1M
-1.65%
YTD
28.16%
6M
28.09%
1Y
26.41%
3Y*
27.50%
5Y*
17.31%
10Y*
7.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GBAB vs. MO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GBAB
Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust
-0.59%8.38%2.86%8.57%-25.10%-0.92%14.69%15.16%3.50%13.55%
MO
Altria Group, Inc.
28.16%18.17%40.76%-3.70%4.37%24.18%-10.21%7.87%-27.14%9.45%

Correlation

The correlation between GBAB and MO is -0.07, 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

-0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (10Y)
Calculated over the trailing 10-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Oct 28, 2010

0.08

The correlation between GBAB and MO shifts across timeframes, from -0.07 (1 year) to 0.11 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

GBAB:

$383.38M

MO:

$119.80B

EPS

GBAB:

$2.68

MO:

$4.79

PE Ratio

GBAB:

5.26

MO:

14.93

PEG Ratio

GBAB:

0.47

MO:

0.32

PS Ratio

GBAB:

9.78

MO:

5.51

Total Revenue (TTM)

GBAB:

$39.21M

MO:

$21.82B

Gross Profit (TTM)

GBAB:

$20.27M

MO:

$14.80B

EBITDA (TTM)

GBAB:

$108.83M

MO:

$11.70B

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Return for Risk

GBAB vs. MO — Risk / Return Rank

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

GBAB
GBAB Risk / Return Rank: 5353
Overall Rank
GBAB Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
GBAB Sortino Ratio Rank: 4848
Sortino Ratio Rank
GBAB Omega Ratio Rank: 4848
Omega Ratio Rank
GBAB Calmar Ratio Rank: 5555
Calmar Ratio Rank
GBAB Martin Ratio Rank: 5757
Martin Ratio Rank

MO
MO Risk / Return Rank: 7272
Overall Rank
MO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
MO Sortino Ratio Rank: 6969
Sortino Ratio Rank
MO Omega Ratio Rank: 7070
Omega Ratio Rank
MO Calmar Ratio Rank: 7171
Calmar Ratio Rank
MO Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GBAB vs. MO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust (GBAB) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GBABMODifference
Sharpe ratioReturn per unit of total volatility

-0.71

Sortino ratioReturn per unit of downside risk

-0.94

Omega ratioGain probability vs. loss probability

1.09

1.22

-0.13

Calmar ratioReturn relative to maximum drawdown

0.50

1.62

-1.12

Martin ratioReturn relative to average drawdown

1.42

4.05

-2.63

GBAB vs. MO - Sharpe Ratio Comparison

The current GBAB Sharpe Ratio is 0.44, which is lower than the MO Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of GBAB and MO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GBAB vs. MO - Drawdown Comparison

The maximum GBAB drawdown since its inception was -35.81%, smaller than the maximum MO drawdown of -65.43%. Use the drawdown chart below to compare losses from any high point for GBAB and MO.


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Drawdown Indicators


GBABMODifference

Max Drawdown

Largest peak-to-trough decline

-35.81%

-65.43%

+29.62%

Max Drawdown (1Y)

Largest decline over 1 year

-9.98%

-16.40%

+6.42%

Max Drawdown (3Y)

Largest decline over 3 years

-17.29%

-16.40%

-0.89%

Max Drawdown (5Y)

Largest decline over 5 years

-35.81%

-25.83%

-9.98%

Max Drawdown (10Y)

Largest decline over 10 years

-35.81%

-53.69%

+17.88%

Current Drawdown

Current decline from peak

-13.94%

-2.51%

-11.43%

Average Drawdown

Average peak-to-trough decline

-8.30%

-11.92%

+3.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.51%

6.55%

-3.04%

Volatility

GBAB vs. MO - Volatility Comparison

The current volatility for Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust (GBAB) is 1.57%, while Altria Group, Inc. (MO) has a volatility of 7.60%. This indicates that GBAB 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


GBABMODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.57%

7.60%

-6.03%

Volatility (6M)

Calculated over the trailing 6-month period

8.53%

17.99%

-9.46%

Volatility (1Y)

Calculated over the trailing 1-year period

11.29%

22.94%

-11.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.63%

20.72%

-6.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.96%

23.02%

-8.06%

Dividends

GBAB vs. MO - Dividend Comparison

GBAB's dividend yield for the trailing twelve months is around 10.71%, more than MO's 5.92% yield.


PositionTTM20252024202320222021202020192018201720162015
GBAB
Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust
10.71%10.11%9.93%9.32%9.22%6.36%5.92%6.37%6.88%6.64%7.51%7.78%
MO
Altria Group, Inc.
5.92%7.21%7.65%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%

Financials

GBAB vs. MO - Financials Comparison

This section allows you to compare key financial metrics between Guggenheim Taxable Municipal Bond & Investment Grade Debt 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.001.00B2.00B3.00B4.00B5.00B6.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
11.12M
5.43B
(GBAB) Total Revenue
(MO) Total Revenue
Values in USD except per share items

Frequently Asked Questions


GBAB and MO have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MO has higher volatility (7.60%) compared to GBAB (1.57%). In terms of maximum drawdown, GBAB dropped -35.81% vs MO's -65.43%.

MO currently has the higher Sharpe Ratio (1.16 vs 0.44), 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.

Portfolio Optimizer

Find the right allocation for GBAB and MO

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