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

Performance

MO vs. ABBV - Performance Comparison

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

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Returns By Period

In the year-to-date period, MO achieves a 27.30% return, which is significantly higher than ABBV's 1.08% return. Over the past 10 years, MO has underperformed ABBV with an annualized return of 8.10%, while ABBV has yielded a comparatively higher 18.45% annualized return.


MO

1D
2.25%
1M
2.88%
YTD
27.30%
6M
28.89%
1Y
30.10%
3Y*
26.90%
5Y*
16.44%
10Y*
8.10%

ABBV

1D
1.02%
1M
10.83%
YTD
1.08%
6M
2.16%
1Y
25.16%
3Y*
23.16%
5Y*
19.52%
10Y*
18.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MO vs. ABBV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MO
Altria Group, Inc.
27.30%18.17%40.76%-3.70%4.37%24.18%-10.21%7.87%-27.14%9.45%
ABBV
AbbVie Inc.
1.08%33.08%18.86%-0.23%24.01%32.43%27.72%1.47%-0.96%60.07%

Correlation

The correlation between MO and ABBV is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.27

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

0.31

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

0.26

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2013

0.28

The correlation between MO and ABBV shifts across timeframes, from 0.15 (1 year) to 0.31 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

MO:

$120.77B

ABBV:

$403.11B

EPS

MO:

$4.79

ABBV:

$2.05

PE Ratio

MO:

15.06

ABBV:

110.71

PS Ratio

MO:

5.56

ABBV:

6.41

Total Revenue (TTM)

MO:

$21.82B

ABBV:

$62.82B

Gross Profit (TTM)

MO:

$14.80B

ABBV:

$46.15B

EBITDA (TTM)

MO:

$11.70B

ABBV:

$17.96B

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Return for Risk

MO vs. ABBV — Risk / Return Rank

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

MO
MO Risk / Return Rank: 7474
Overall Rank
MO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
MO Sortino Ratio Rank: 7272
Sortino Ratio Rank
MO Omega Ratio Rank: 7474
Omega Ratio Rank
MO Calmar Ratio Rank: 7373
Calmar Ratio Rank
MO Martin Ratio Rank: 7474
Martin Ratio Rank

ABBV
ABBV Risk / Return Rank: 6868
Overall Rank
ABBV Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
ABBV Sortino Ratio Rank: 6767
Sortino Ratio Rank
ABBV Omega Ratio Rank: 6565
Omega Ratio Rank
ABBV Calmar Ratio Rank: 6868
Calmar Ratio Rank
ABBV Martin Ratio Rank: 6868
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.

MO vs. ABBV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Altria Group, Inc. (MO) and AbbVie Inc. (ABBV). 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.


MOABBVDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.26

1.20

+0.06

Calmar ratioReturn relative to maximum drawdown

1.84

1.46

+0.38

Martin ratioReturn relative to average drawdown

4.65

3.27

+1.38

MO vs. ABBV - Sharpe Ratio Comparison

The current MO Sharpe Ratio is 1.35, which is comparable to the ABBV Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of MO and ABBV, 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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Sharpe Ratios by Period


MOABBVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

1.04

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.86

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.72

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.75

-0.05

Drawdowns

MO vs. ABBV - Drawdown Comparison

The maximum MO drawdown since its inception was -65.43%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for MO and ABBV.


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Drawdown Indicators


MOABBVDifference

Max Drawdown

Largest peak-to-trough decline

-65.43%

-45.09%

-20.34%

Max Drawdown (1Y)

Largest decline over 1 year

-16.40%

-17.32%

+0.92%

Max Drawdown (3Y)

Largest decline over 3 years

-16.40%

-20.74%

+4.34%

Max Drawdown (5Y)

Largest decline over 5 years

-25.83%

-21.92%

-3.91%

Max Drawdown (10Y)

Largest decline over 10 years

-53.69%

-45.09%

-8.60%

Current Drawdown

Current decline from peak

-3.17%

-4.81%

+1.64%

Average Drawdown

Average peak-to-trough decline

-11.93%

-10.72%

-1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.48%

7.71%

-1.23%

Volatility

MO vs. ABBV - Volatility Comparison

Altria Group, Inc. (MO) has a higher volatility of 6.78% compared to AbbVie Inc. (ABBV) at 6.15%. This indicates that MO's price experiences larger fluctuations and is considered to be riskier than ABBV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MOABBVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.78%

6.15%

+0.63%

Volatility (6M)

Calculated over the trailing 6-month period

17.26%

17.80%

-0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

22.45%

24.23%

-1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.64%

22.89%

-2.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.95%

25.74%

-2.79%

Dividends

MO vs. ABBV - Dividend Comparison

MO's dividend yield for the trailing twelve months is around 5.82%, more than ABBV's 2.97% yield.


PositionTTM20252024202320222021202020192018201720162015
ABBV
AbbVie Inc.
2.97%2.87%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%
MO
Altria Group, Inc.
5.82%7.21%7.65%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%

Financials

MO vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between Altria Group, Inc. and AbbVie 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


4.00B6.00B8.00B10.00B12.00B14.00B16.00B20222023202420252026
5.43B
15.00B
(MO) Total Revenue
(ABBV) Total Revenue
Values in USD except per share items

MO vs. ABBV - Profitability Comparison

The chart below illustrates the profitability comparison between Altria Group, Inc. and AbbVie Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%55.0%60.0%65.0%70.0%75.0%80.0%85.0%20222023202420252026
64.6%
83.5%
Portfolio components
MO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Altria Group, Inc. reported a gross profit of 3.51B and revenue of 5.43B. Therefore, the gross margin over that period was 64.6%.

ABBV - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AbbVie Inc. reported a gross profit of 12.53B and revenue of 15.00B. Therefore, the gross margin over that period was 83.5%.

MO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Altria Group, Inc. reported an operating income of 2.96B and revenue of 5.43B, resulting in an operating margin of 54.5%.

ABBV - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AbbVie Inc. reported an operating income of 4.73B and revenue of 15.00B, resulting in an operating margin of 31.6%.

MO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Altria Group, Inc. reported a net income of 2.18B and revenue of 5.43B, resulting in a net margin of 40.2%.

ABBV - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AbbVie Inc. reported a net income of 699.00M and revenue of 15.00B, resulting in a net margin of 4.7%.


Frequently Asked Questions


MO and ABBV have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MO has higher volatility (6.78%) compared to ABBV (6.15%). In terms of maximum drawdown, MO dropped -65.43% vs ABBV's -45.09%.

MO currently has the higher Sharpe Ratio (1.35 vs 1.04), 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.

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