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

Correlation

The correlation between MO and ET is 0.21, 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.


-0.50.00.51.0
Correlation: 0.2

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Performance

MO vs. ET - Performance Comparison

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

0.00%10.00%20.00%30.00%NovemberDecember2025FebruaryMarchApril
15.71%
1.31%
MO
ET

Key characteristics

Sharpe Ratio

MO:

2.37

ET:

0.37

Sortino Ratio

MO:

3.37

ET:

0.64

Omega Ratio

MO:

1.44

ET:

1.09

Calmar Ratio

MO:

2.98

ET:

0.40

Martin Ratio

MO:

10.55

ET:

1.93

Ulcer Index

MO:

4.17%

ET:

4.55%

Daily Std Dev

MO:

18.52%

ET:

23.73%

Max Drawdown

MO:

-57.39%

ET:

-87.81%

Current Drawdown

MO:

-6.58%

ET:

-22.10%

Fundamentals

Market Cap

MO:

$94.80B

ET:

$55.45B

EPS

MO:

$6.54

ET:

$1.28

PE Ratio

MO:

8.57

ET:

12.63

PEG Ratio

MO:

4.01

ET:

0.79

Total Revenue (TTM)

MO:

$15.73B

ET:

$61.04B

Gross Profit (TTM)

MO:

$11.09B

ET:

$10.60B

EBITDA (TTM)

MO:

$12.01B

ET:

$11.63B

Returns By Period

In the year-to-date period, MO achieves a 9.16% return, which is significantly higher than ET's -16.17% return. Over the past 10 years, MO has outperformed ET with an annualized return of 7.55%, while ET has yielded a comparatively lower 1.16% annualized return.


MO

YTD

9.16%

1M

-1.23%

6M

16.15%

1Y

45.57%

5Y*

16.89%

10Y*

7.55%

ET

YTD

-16.17%

1M

-7.45%

6M

2.65%

1Y

9.91%

5Y*

35.52%

10Y*

1.16%

*Annualized

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Altria Group, Inc.

Energy Transfer LP

Risk-Adjusted Performance

MO vs. ET — 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 9797
Overall Rank
The Sharpe Ratio Rank of MO is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of MO is 9797
Sortino Ratio Rank
The Omega Ratio Rank of MO is 9595
Omega Ratio Rank
The Calmar Ratio Rank of MO is 9898
Calmar Ratio Rank
The Martin Ratio Rank of MO is 9696
Martin Ratio Rank

ET
The Risk-Adjusted Performance Rank of ET is 7070
Overall Rank
The Sharpe Ratio Rank of ET is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of ET is 6363
Sortino Ratio Rank
The Omega Ratio Rank of ET is 6363
Omega Ratio Rank
The Calmar Ratio Rank of ET is 7676
Calmar Ratio Rank
The Martin Ratio Rank of ET is 7777
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. ET - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Altria Group, Inc. (MO) and Energy Transfer LP (ET). 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 chart of Sharpe ratio for MO, currently valued at 2.43, compared to the broader market-2.00-1.000.001.002.00
MO: 2.43
ET: 0.34
The chart of Sortino ratio for MO, currently valued at 3.45, compared to the broader market-6.00-4.00-2.000.002.004.00
MO: 3.45
ET: 0.60
The chart of Omega ratio for MO, currently valued at 1.45, compared to the broader market0.501.001.502.00
MO: 1.45
ET: 1.08
The chart of Calmar ratio for MO, currently valued at 3.04, compared to the broader market0.001.002.003.004.00
MO: 3.04
ET: 0.35
The chart of Martin ratio for MO, currently valued at 10.72, compared to the broader market-10.000.0010.0020.00
MO: 10.72
ET: 1.70

The current MO Sharpe Ratio is 2.37, which is higher than the ET Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of MO and ET, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
2.43
0.34
MO
ET

Dividends

MO vs. ET - Dividend Comparison

MO's dividend yield for the trailing twelve months is around 7.21%, less than ET's 7.96% yield.


TTM20242023202220212020201920182017201620152014
MO
Altria Group, Inc.
7.26%7.65%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%
ET
Energy Transfer LP
8.10%6.51%8.96%7.33%7.44%17.28%9.51%9.24%6.66%5.90%7.42%2.61%

Drawdowns

MO vs. ET - Drawdown Comparison

The maximum MO drawdown since its inception was -57.39%, smaller than the maximum ET drawdown of -87.81%. Use the drawdown chart below to compare losses from any high point for MO and ET. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.26%
-23.49%
MO
ET

Volatility

MO vs. ET - Volatility Comparison

The current volatility for Altria Group, Inc. (MO) is 7.25%, while Energy Transfer LP (ET) has a volatility of 13.43%. This indicates that MO experiences smaller price fluctuations and is considered to be less risky than ET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
7.25%
13.43%
MO
ET

Financials

MO vs. ET - Financials Comparison

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


5.00B10.00B15.00B20.00B25.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
5.11B
19.54B
(MO) Total Revenue
(ET) Total Revenue
Values in USD except per share items

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