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

Correlation

The correlation between MO and BTI is 0.34, 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.


-0.50.00.51.00.3

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.

10,000.00%15,000.00%20,000.00%25,000.00%30,000.00%35,000.00%JulyAugustSeptemberOctoberNovemberDecember
12,350.32%
32,935.71%
MO
BTI

Key characteristics

Sharpe Ratio

MO:

2.09

BTI:

2.19

Sortino Ratio

MO:

3.10

BTI:

3.14

Omega Ratio

MO:

1.41

BTI:

1.41

Calmar Ratio

MO:

2.01

BTI:

1.00

Martin Ratio

MO:

11.49

BTI:

8.80

Ulcer Index

MO:

3.27%

BTI:

4.21%

Daily Std Dev

MO:

17.98%

BTI:

16.91%

Max Drawdown

MO:

-82.48%

BTI:

-60.73%

Current Drawdown

MO:

-7.78%

BTI:

-13.62%

Fundamentals

Market Cap

MO:

$91.74B

BTI:

$78.26B

EPS

MO:

$5.92

BTI:

-$7.93

PEG Ratio

MO:

3.79

BTI:

3.15

Total Revenue (TTM)

MO:

$20.36B

BTI:

$20.01B

Gross Profit (TTM)

MO:

$14.22B

BTI:

$14.85B

EBITDA (TTM)

MO:

$13.08B

BTI:

$6.37B

Returns By Period

In the year-to-date period, MO achieves a 40.61% return, which is significantly higher than BTI's 35.16% return. Over the past 10 years, MO has outperformed BTI with an annualized return of 7.08%, while BTI has yielded a comparatively lower 2.52% annualized return.


MO

YTD

40.61%

1M

-5.48%

6M

21.20%

1Y

36.81%

5Y*

9.38%

10Y*

7.08%

BTI

YTD

35.16%

1M

0.87%

6M

24.19%

1Y

35.67%

5Y*

5.37%

10Y*

2.52%

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

MO vs. BTI - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for MO, currently valued at 2.09, compared to the broader market-4.00-2.000.002.002.092.19
The chart of Sortino ratio for MO, currently valued at 3.10, compared to the broader market-4.00-2.000.002.004.003.103.14
The chart of Omega ratio for MO, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.41
The chart of Calmar ratio for MO, currently valued at 2.01, compared to the broader market0.002.004.006.002.011.00
The chart of Martin ratio for MO, currently valued at 11.49, compared to the broader market0.0010.0020.0011.498.80
MO
BTI

The current MO Sharpe Ratio is 2.09, which is comparable to the BTI Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of MO and BTI, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.09
2.19
MO
BTI

Dividends

MO vs. BTI - Dividend Comparison

MO's dividend yield for the trailing twelve months is around 7.44%, less than BTI's 7.90% yield.


TTM20232022202120202019201820172016201520142013
MO
Altria Group, Inc.
5.60%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%4.79%
BTI
British American Tobacco p.l.c.
7.90%9.57%7.40%7.98%7.22%6.35%8.52%4.18%3.79%4.21%4.55%4.04%

Drawdowns

MO vs. BTI - Drawdown Comparison

The maximum MO drawdown since its inception was -82.48%, which is greater than BTI's maximum drawdown of -60.73%. Use the drawdown chart below to compare losses from any high point for MO and BTI. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.78%
-13.62%
MO
BTI

Volatility

MO vs. BTI - Volatility Comparison

Altria Group, Inc. (MO) has a higher volatility of 4.52% compared to British American Tobacco p.l.c. (BTI) at 3.49%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
4.52%
3.49%
MO
BTI

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
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