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

Key characteristics


ICLMO
YTD Return-14.58%42.24%
1Y Return-13.34%44.42%
3Y Return (Ann)-15.60%15.77%
5Y Return (Ann)4.88%11.87%
10Y Return (Ann)0.38%7.42%
Sharpe Ratio-0.322.65
Sortino Ratio-0.243.86
Omega Ratio0.971.53
Calmar Ratio-0.172.36
Martin Ratio-0.7014.90
Ulcer Index15.38%3.17%
Daily Std Dev34.02%17.79%
Max Drawdown-63.35%-82.48%
Current Drawdown-59.52%-1.08%

Fundamentals


ICLMO
Market Cap$5.38B$91.30B
EPS$0.33$5.92
PE Ratio12.589.10
PEG Ratio9.444.35
Total Revenue (TTM)$5.23B$21.28B
Gross Profit (TTM)$1.70B$14.22B
EBITDA (TTM)$1.05B$12.67B

Correlation

-0.50.00.51.00.2

The correlation between ICL and MO is 0.19, 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.

Performance

ICL vs. MO - Performance Comparison

In the year-to-date period, ICL achieves a -14.58% return, which is significantly lower than MO's 42.24% return. Over the past 10 years, ICL has underperformed MO with an annualized return of 0.38%, while MO has yielded a comparatively higher 7.42% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%100.00%120.00%JuneJulyAugustSeptemberOctoberNovember
0.71%
121.48%
ICL
MO

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

ICL vs. MO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ICL Group Ltd (ICL) 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.


ICL
Sharpe ratio
The chart of Sharpe ratio for ICL, currently valued at -0.32, compared to the broader market-4.00-2.000.002.004.00-0.32
Sortino ratio
The chart of Sortino ratio for ICL, currently valued at -0.24, compared to the broader market-4.00-2.000.002.004.00-0.24
Omega ratio
The chart of Omega ratio for ICL, currently valued at 0.97, compared to the broader market0.501.001.502.000.97
Calmar ratio
The chart of Calmar ratio for ICL, currently valued at -0.17, compared to the broader market0.002.004.006.00-0.17
Martin ratio
The chart of Martin ratio for ICL, currently valued at -0.70, compared to the broader market0.0010.0020.0030.00-0.70
MO
Sharpe ratio
The chart of Sharpe ratio for MO, currently valued at 2.65, compared to the broader market-4.00-2.000.002.004.002.65
Sortino ratio
The chart of Sortino ratio for MO, currently valued at 3.86, compared to the broader market-4.00-2.000.002.004.003.86
Omega ratio
The chart of Omega ratio for MO, currently valued at 1.53, compared to the broader market0.501.001.502.001.53
Calmar ratio
The chart of Calmar ratio for MO, currently valued at 2.36, compared to the broader market0.002.004.006.002.36
Martin ratio
The chart of Martin ratio for MO, currently valued at 14.90, compared to the broader market0.0010.0020.0030.0014.90

ICL vs. MO - Sharpe Ratio Comparison

The current ICL Sharpe Ratio is -0.32, which is lower than the MO Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of ICL 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.32
2.65
ICL
MO

Dividends

ICL vs. MO - Dividend Comparison

ICL's dividend yield for the trailing twelve months is around 4.70%, less than MO's 7.35% yield.


TTM20232022202120202019201820172016201520142013
ICL
ICL Group Ltd
4.70%12.15%12.37%6.86%1.83%4.45%3.32%3.44%4.23%6.74%1.37%0.00%
MO
Altria Group, Inc.
7.35%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%4.79%

Drawdowns

ICL vs. MO - Drawdown Comparison

The maximum ICL drawdown since its inception was -63.35%, smaller than the maximum MO drawdown of -82.48%. Use the drawdown chart below to compare losses from any high point for ICL and MO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-59.52%
-1.08%
ICL
MO

Volatility

ICL vs. MO - Volatility Comparison

The current volatility for ICL Group Ltd (ICL) is 7.61%, while Altria Group, Inc. (MO) has a volatility of 8.52%. This indicates that ICL 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
7.61%
8.52%
ICL
MO

Financials

ICL vs. MO - Financials Comparison

This section allows you to compare key financial metrics between ICL Group Ltd 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