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

Correlation

The correlation between MO and BTI is 0.30, 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.


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.

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Key characteristics

Sharpe Ratio

MO:

1.93

BTI:

2.18

Sortino Ratio

MO:

2.90

BTI:

2.75

Omega Ratio

MO:

1.38

BTI:

1.43

Calmar Ratio

MO:

3.83

BTI:

1.38

Martin Ratio

MO:

8.97

BTI:

9.62

Ulcer Index

MO:

4.39%

BTI:

4.71%

Daily Std Dev

MO:

19.31%

BTI:

20.08%

Max Drawdown

MO:

-57.39%

BTI:

-63.57%

Current Drawdown

MO:

-4.68%

BTI:

-7.16%

Fundamentals

Market Cap

MO:

$95.12B

BTI:

$88.89B

EPS

MO:

$5.94

BTI:

$1.79

PE Ratio

MO:

9.48

BTI:

22.65

PEG Ratio

MO:

4.01

BTI:

0.34

PS Ratio

MO:

4.70

BTI:

3.44

PB Ratio

MO:

27.30

BTI:

1.35

Total Revenue (TTM)

MO:

$20.99B

BTI:

$12.34B

Gross Profit (TTM)

MO:

$15.08B

BTI:

$10.18B

EBITDA (TTM)

MO:

$14.03B

BTI:

$5.88B

Returns By Period

In the year-to-date period, MO achieves a 13.03% return, which is significantly lower than BTI's 16.01% return. Over the past 10 years, MO has outperformed BTI with an annualized return of 7.90%, while BTI has yielded a comparatively lower 3.48% annualized return.


MO

YTD

13.03%

1M

0.94%

6M

8.78%

1Y

36.93%

5Y*

18.89%

10Y*

7.90%

BTI

YTD

16.01%

1M

-2.24%

6M

21.17%

1Y

43.42%

5Y*

10.62%

10Y*

3.48%

*Annualized

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Risk-Adjusted Performance

MO vs. BTI — Risk-Adjusted Performance Rank

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

MO
The Risk-Adjusted Performance Rank of MO is 9595
Overall Rank
The Sharpe Ratio Rank of MO is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of MO is 9494
Sortino Ratio Rank
The Omega Ratio Rank of MO is 9393
Omega Ratio Rank
The Calmar Ratio Rank of MO is 9898
Calmar Ratio Rank
The Martin Ratio Rank of MO is 9494
Martin Ratio Rank

BTI
The Risk-Adjusted Performance Rank of BTI is 9494
Overall Rank
The Sharpe Ratio Rank of BTI is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of BTI is 9393
Sortino Ratio Rank
The Omega Ratio Rank of BTI is 9595
Omega Ratio Rank
The Calmar Ratio Rank of BTI is 8888
Calmar Ratio Rank
The Martin Ratio Rank of BTI is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current MO Sharpe Ratio is 1.93, which is comparable to the BTI Sharpe Ratio of 2.18. 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.


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Dividends

MO vs. BTI - Dividend Comparison

MO's dividend yield for the trailing twelve months is around 6.96%, less than BTI's 7.20% yield.


TTM20242023202220212020201920182017201620152014
MO
Altria Group, Inc.
6.96%7.65%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%
BTI
British American Tobacco p.l.c.
7.20%8.16%9.57%7.40%7.98%7.22%6.35%8.52%4.18%3.77%4.21%4.55%

Drawdowns

MO vs. BTI - Drawdown Comparison

The maximum MO drawdown since its inception was -57.39%, smaller than the maximum BTI drawdown of -63.57%. Use the drawdown chart below to compare losses from any high point for MO and BTI. For additional features, visit the drawdowns tool.


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Volatility

MO vs. BTI - Volatility Comparison

Altria Group, Inc. (MO) and British American Tobacco p.l.c. (BTI) have volatilities of 6.74% and 6.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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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


4.00B6.00B8.00B10.00B12.00B14.00B20212022202320242025
5.26B
12.34B
(MO) Total Revenue
(BTI) Total Revenue
Values in USD except per share items