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

Performance

MMM vs. MO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 3M Company (MMM) and Altria Group, Inc. (MO). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
29.32%
27.92%
MMM
MO

Returns By Period

In the year-to-date period, MMM achieves a 44.12% return, which is significantly lower than MO's 47.95% return. Over the past 10 years, MMM has underperformed MO with an annualized return of 2.93%, while MO has yielded a comparatively higher 7.91% annualized return.


MMM

YTD

44.12%

1M

-2.83%

6M

29.32%

1Y

65.20%

5Y (annualized)

2.15%

10Y (annualized)

2.93%

MO

YTD

47.95%

1M

11.93%

6M

27.92%

1Y

48.32%

5Y (annualized)

11.45%

10Y (annualized)

7.91%

Fundamentals


MMMMO
Market Cap$69.81B$94.67B
EPS$9.59$5.92
PE Ratio13.339.44
PEG Ratio1.903.93
Total Revenue (TTM)$28.57B$20.36B
Gross Profit (TTM)$12.31B$14.22B
EBITDA (TTM)$6.89B$13.08B

Key characteristics


MMMMO
Sharpe Ratio2.002.80
Sortino Ratio3.424.00
Omega Ratio1.491.55
Calmar Ratio1.232.67
Martin Ratio10.9715.75
Ulcer Index6.16%3.17%
Daily Std Dev33.75%17.83%
Max Drawdown-59.10%-82.48%
Current Drawdown-23.53%-0.55%

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Correlation

-0.50.00.51.00.4

The correlation between MMM and MO is 0.36, 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

MMM vs. MO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for 3M Company (MMM) 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 MMM, currently valued at 2.00, compared to the broader market-4.00-2.000.002.004.002.002.80
The chart of Sortino ratio for MMM, currently valued at 3.42, compared to the broader market-4.00-2.000.002.004.003.424.00
The chart of Omega ratio for MMM, currently valued at 1.49, compared to the broader market0.501.001.502.001.491.55
The chart of Calmar ratio for MMM, currently valued at 1.23, compared to the broader market0.002.004.006.001.232.67
The chart of Martin ratio for MMM, currently valued at 10.97, compared to the broader market0.0010.0020.0030.0010.9715.75
MMM
MO

The current MMM Sharpe Ratio is 2.00, which is comparable to the MO Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of MMM 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.00
2.80
MMM
MO

Dividends

MMM vs. MO - Dividend Comparison

MMM's dividend yield for the trailing twelve months is around 2.64%, less than MO's 7.07% yield.


TTM20232022202120202019201820172016201520142013
MMM
3M Company
2.64%5.49%4.97%3.33%3.36%3.26%2.86%2.00%2.49%2.72%2.08%1.81%
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

MMM vs. MO - Drawdown Comparison

The maximum MMM drawdown since its inception was -59.10%, smaller than the maximum MO drawdown of -82.48%. Use the drawdown chart below to compare losses from any high point for MMM and MO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-23.53%
-0.55%
MMM
MO

Volatility

MMM vs. MO - Volatility Comparison

3M Company (MMM) has a higher volatility of 8.68% compared to Altria Group, Inc. (MO) at 8.15%. This indicates that MMM'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.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
8.68%
8.15%
MMM
MO

Financials

MMM vs. MO - Financials Comparison

This section allows you to compare key financial metrics between 3M 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