PortfoliosLab logoPortfoliosLab logo
MO vs. BTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MO vs. BTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Altria Group, Inc. (MO) and British American Tobacco p.l.c. (BTI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MO achieves a 22.29% return, which is significantly higher than BTI's 10.19% return. Over the past 10 years, MO has outperformed BTI with an annualized return of 7.21%, while BTI has yielded a comparatively lower 6.46% annualized return.


MO

1D
0.57%
1M
-6.02%
6M
13.75%
YTD
22.29%
1Y
18.10%
3Y*
23.87%
5Y*
15.92%
10Y*
7.21%
ALL TIME*
17.80%

BTI

1D
-1.69%
1M
-0.45%
6M
2.81%
YTD
10.19%
1Y
18.00%
3Y*
31.65%
5Y*
18.80%
10Y*
6.46%
ALL TIME*
17.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$243.05M$251.57M$264.36M
$637.73M$559.86M$594.92M

MO vs. BTI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MO
Altria Group, Inc.
22.29%18.17%40.76%-3.70%4.37%24.18%-10.21%7.87%-27.14%9.45%
BTI
British American Tobacco p.l.c.
10.19%65.81%35.44%-19.97%14.91%7.95%-4.73%42.97%-49.35%24.40%

Correlation

The correlation between MO and BTI is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.54

Correlation (3Y)
Balances recent behavior with more history.

0.58

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.57

Correlation (10Y)
Provides a long-term view across more market conditions.

0.52

Correlation (All Time)
Calculated using the full available price history since Apr 14, 1980

0.31

Over the past year, MO and BTI have become more correlated (0.54) than their long-term average of 0.31, meaning their price movements have been converging.

Fundamentals

Market Cap

MO:

$114.07B

BTI:

$131.19B

EPS

MO:

$4.76

BTI:

£4.94

PE Ratio

MO:

14.37

BTI:

9.12

PEG Ratio

MO:

0.31

BTI:

0.34

PS Ratio

MO:

5.24

BTI:

1.92

Total Revenue (TTM)

MO:

$21.87B

BTI:

£51.48B

Gross Profit (TTM)

MO:

$15.52B

BTI:

£42.82B

EBITDA (TTM)

MO:

$11.75B

BTI:

£20.34B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

MO vs. BTI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MO
MO Risk / Return Rank: 6666
Overall Rank
MO Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
MO Sortino Ratio Rank: 6161
Sortino Ratio Rank
MO Omega Ratio Rank: 6464
Omega Ratio Rank
MO Calmar Ratio Rank: 6868
Calmar Ratio Rank
MO Martin Ratio Rank: 6969
Martin Ratio Rank

BTI
BTI Risk / Return Rank: 6969
Overall Rank
BTI Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
BTI Sortino Ratio Rank: 6666
Sortino Ratio Rank
BTI Omega Ratio Rank: 6363
Omega Ratio Rank
BTI Calmar Ratio Rank: 7373
Calmar Ratio Rank
BTI Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MO vs. BTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Altria Group, Inc. (MO) and British American Tobacco p.l.c. (BTI). 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.


MOBTIDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.15

1.15

+0.01

Calmar ratioReturn relative to maximum drawdown

1.09

1.42

-0.33

Martin ratioReturn relative to average drawdown

2.71

2.90

-0.19

MO vs. BTI - Sharpe Ratio Comparison

The current MO Sharpe Ratio is 0.72, which is comparable to the BTI Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of MO and BTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

MO vs. BTI - Drawdown Comparison

The maximum MO drawdown since its inception was -65.43%, roughly equal to the maximum BTI drawdown of -64.11%. Use the drawdown chart below to compare losses from any high point for MO and BTI.


Loading charts...

Drawdown Indicators


MOBTIDifference

Max Drawdown

Largest peak-to-trough decline

-65.43%

-64.11%

-1.32%

Max Drawdown (1Y)

Largest decline over 1 year

-16.40%

-13.75%

-2.65%

Max Drawdown (3Y)

Largest decline over 3 years

-16.40%

-13.75%

-2.65%

Max Drawdown (5Y)

Largest decline over 5 years

-25.83%

-29.94%

+4.11%

Max Drawdown (10Y)

Largest decline over 10 years

-53.69%

-56.00%

+2.31%

Current Drawdown

Current decline from peak

-8.80%

-7.81%

-0.99%

Average Drawdown

Average peak-to-trough decline

-11.90%

-12.92%

+1.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.59%

6.74%

-0.15%

Volatility

MO vs. BTI - Volatility Comparison

Altria Group, Inc. (MO) has a higher volatility of 12.13% compared to British American Tobacco p.l.c. (BTI) at 10.28%. This indicates that MO's price experiences larger fluctuations and is considered to be riskier than BTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MOBTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.13%

10.28%

+1.85%

Volatility (6M)

Calculated over the trailing 6-month period

20.12%

20.33%

-0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

24.97%

24.73%

+0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.27%

21.62%

-0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.29%

24.29%

-1.00%

Dividends

MO vs. BTI - Dividend Comparison

MO's dividend yield for the trailing twelve months is around 6.21%, more than BTI's 5.22% yield.


PositionTTM20252024202320222021202020192018201720162015
BTI
British American Tobacco p.l.c.
5.22%5.29%8.18%9.72%7.23%7.98%7.22%6.35%8.53%4.27%3.85%4.11%
MO
Altria Group, Inc.
6.21%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. BTI - Financials Comparison

This section allows you to compare key financial metrics between Altria Group, Inc. and British American Tobacco p.l.c.. 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

Frequently Asked Questions


MO and BTI have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MO has higher volatility (12.13%) compared to BTI (10.28%). In terms of maximum drawdown, MO dropped -65.43% vs BTI's -64.11%.

BTI currently has the higher Sharpe Ratio (0.79 vs 0.72), 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 MO and BTI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer