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

Correlation

The correlation between LANC and MO is 0.23, 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.


-0.50.00.51.00.2

Performance

LANC vs. MO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lancaster Colony Corporation (LANC) 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%JulyAugustSeptemberOctoberNovemberDecember
-3.55%
17.60%
LANC
MO

Key characteristics

Sharpe Ratio

LANC:

0.42

MO:

2.31

Sortino Ratio

LANC:

0.75

MO:

3.45

Omega Ratio

LANC:

1.11

MO:

1.45

Calmar Ratio

LANC:

0.47

MO:

2.20

Martin Ratio

LANC:

1.26

MO:

12.20

Ulcer Index

LANC:

9.11%

MO:

3.37%

Daily Std Dev

LANC:

27.32%

MO:

17.81%

Max Drawdown

LANC:

-54.67%

MO:

-82.48%

Current Drawdown

LANC:

-15.80%

MO:

-7.40%

Fundamentals

Market Cap

LANC:

$5.22B

MO:

$91.74B

EPS

LANC:

$5.78

MO:

$5.92

PE Ratio

LANC:

32.74

MO:

9.14

PEG Ratio

LANC:

8.47

MO:

3.79

Total Revenue (TTM)

LANC:

$1.88B

MO:

$20.36B

Gross Profit (TTM)

LANC:

$434.32M

MO:

$14.22B

EBITDA (TTM)

LANC:

$261.62M

MO:

$13.08B

Returns By Period

In the year-to-date period, LANC achieves a 9.10% return, which is significantly lower than MO's 41.19% return. Over the past 10 years, LANC has outperformed MO with an annualized return of 8.97%, while MO has yielded a comparatively lower 7.00% annualized return.


LANC

YTD

9.10%

1M

-3.98%

6M

-3.64%

1Y

11.46%

5Y*

4.15%

10Y*

8.97%

MO

YTD

41.19%

1M

-5.75%

6M

17.45%

1Y

41.12%

5Y*

9.42%

10Y*

7.00%

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

LANC vs. MO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lancaster Colony Corporation (LANC) 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 LANC, currently valued at 0.42, compared to the broader market-4.00-2.000.002.000.422.31
The chart of Sortino ratio for LANC, currently valued at 0.75, compared to the broader market-4.00-2.000.002.004.000.753.45
The chart of Omega ratio for LANC, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.45
The chart of Calmar ratio for LANC, currently valued at 0.47, compared to the broader market0.002.004.006.000.472.20
The chart of Martin ratio for LANC, currently valued at 1.26, compared to the broader market0.0010.0020.001.2612.20
LANC
MO

The current LANC Sharpe Ratio is 0.42, which is lower than the MO Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of LANC 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-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.42
2.31
LANC
MO

Dividends

LANC vs. MO - Dividend Comparison

LANC's dividend yield for the trailing twelve months is around 2.05%, less than MO's 5.57% yield.


TTM20232022202120202019201820172016201520142013
LANC
Lancaster Colony Corporation
2.05%2.07%1.65%1.84%1.55%1.66%1.39%1.74%1.45%5.96%1.90%1.84%
MO
Altria Group, Inc.
5.57%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%4.79%

Drawdowns

LANC vs. MO - Drawdown Comparison

The maximum LANC drawdown since its inception was -54.67%, smaller than the maximum MO drawdown of -82.48%. Use the drawdown chart below to compare losses from any high point for LANC and MO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.80%
-7.40%
LANC
MO

Volatility

LANC vs. MO - Volatility Comparison

Lancaster Colony Corporation (LANC) has a higher volatility of 8.14% compared to Altria Group, Inc. (MO) at 4.59%. This indicates that LANC'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
8.14%
4.59%
LANC
MO

Financials

LANC vs. MO - Financials Comparison

This section allows you to compare key financial metrics between Lancaster Colony Corporation 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab