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IBOT vs. MO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBOT vs. MO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Robotics ETF (IBOT) 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, IBOT achieves a 24.30% return, which is significantly lower than MO's 26.86% return.


IBOT

1D
0.19%
1M
1.22%
YTD
24.30%
6M
24.91%
1Y
50.85%
3Y*
20.68%
5Y*
10Y*

MO

1D
0.74%
1M
-1.57%
YTD
26.86%
6M
26.78%
1Y
28.74%
3Y*
25.73%
5Y*
16.36%
10Y*
7.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBOT vs. MO - Yearly Performance Comparison


2026 (YTD)202520242023
IBOT
VanEck Robotics ETF
24.30%28.57%6.39%19.46%
MO
Altria Group, Inc.
26.86%18.17%40.76%-2.99%

Correlation

The correlation between IBOT and MO is -0.30, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.30

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

-0.11

Correlation (All Time)
Calculated using the full available price history since Apr 6, 2023

-0.09

Over the past year, the inverse relationship between IBOT and MO has strengthened: their correlation has moved from -0.09 to -0.30, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

IBOT vs. MO — Risk / Return Rank

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

IBOT
IBOT Risk / Return Rank: 7171
Overall Rank
IBOT Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IBOT Sortino Ratio Rank: 7272
Sortino Ratio Rank
IBOT Omega Ratio Rank: 7070
Omega Ratio Rank
IBOT Calmar Ratio Rank: 6666
Calmar Ratio Rank
IBOT Martin Ratio Rank: 7272
Martin Ratio Rank

MO
MO Risk / Return Rank: 7575
Overall Rank
MO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
MO Sortino Ratio Rank: 7373
Sortino Ratio Rank
MO Omega Ratio Rank: 7575
Omega Ratio Rank
MO Calmar Ratio Rank: 7474
Calmar Ratio Rank
MO Martin Ratio Rank: 7575
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.

IBOT vs. MO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Robotics ETF (IBOT) 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.


IBOTMODifference
Sharpe ratioReturn per unit of total volatility

+0.83

Sortino ratioReturn per unit of downside risk

+1.03

Omega ratioGain probability vs. loss probability

1.36

1.24

+0.12

Calmar ratioReturn relative to maximum drawdown

2.89

1.75

+1.14

Martin ratioReturn relative to average drawdown

11.67

4.39

+7.28

IBOT vs. MO - Sharpe Ratio Comparison

The current IBOT Sharpe Ratio is 2.10, which is higher than the MO Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of IBOT 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

IBOT vs. MO - Drawdown Comparison

The maximum IBOT drawdown since its inception was -25.39%, smaller than the maximum MO drawdown of -65.43%. Use the drawdown chart below to compare losses from any high point for IBOT and MO.


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Drawdown Indicators


IBOTMODifference

Max Drawdown

Largest peak-to-trough decline

-25.39%

-65.43%

+40.04%

Max Drawdown (1Y)

Largest decline over 1 year

-16.74%

-16.40%

-0.34%

Max Drawdown (3Y)

Largest decline over 3 years

-25.39%

-16.40%

-8.99%

Max Drawdown (5Y)

Largest decline over 5 years

-25.83%

Max Drawdown (10Y)

Largest decline over 10 years

-53.69%

Current Drawdown

Current decline from peak

-2.92%

-3.50%

+0.58%

Average Drawdown

Average peak-to-trough decline

-5.02%

-11.92%

+6.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.13%

6.50%

-2.37%

Volatility

IBOT vs. MO - Volatility Comparison

VanEck Robotics ETF (IBOT) has a higher volatility of 9.29% compared to Altria Group, Inc. (MO) at 6.71%. This indicates that IBOT'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.


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Volatility by Period


IBOTMODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.29%

6.71%

+2.58%

Volatility (6M)

Calculated over the trailing 6-month period

19.07%

17.60%

+1.47%

Volatility (1Y)

Calculated over the trailing 1-year period

23.06%

22.59%

+0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.37%

20.68%

+1.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.37%

22.97%

-0.60%

Dividends

IBOT vs. MO - Dividend Comparison

IBOT's dividend yield for the trailing twelve months is around 0.31%, less than MO's 5.84% yield.


PositionTTM20252024202320222021202020192018201720162015
IBOT
VanEck Robotics ETF
0.31%0.38%2.81%2.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MO
Altria Group, Inc.
5.84%7.21%7.65%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%

Frequently Asked Questions


IBOT and MO have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBOT has higher volatility (9.29%) compared to MO (6.71%). In terms of maximum drawdown, IBOT dropped -25.39% vs MO's -65.43%.

IBOT currently has the higher Sharpe Ratio (2.10 vs 1.27), 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 IBOT and MO

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