MO vs. FFIV
MO (Altria Group, Inc.) and FFIV (F5 Networks, Inc.) are both stocks. MO operates in Tobacco (Consumer Defensive), while FFIV operates in Software - Infrastructure (Technology). Over the past 10 years, MO returned 7.79%/yr vs 12.74%/yr for FFIV. At a 0.13 correlation, their price movements are largely independent.
Performance
MO vs. FFIV - Performance Comparison
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Returns By Period
In the year-to-date period, MO achieves a 25.71% return, which is significantly lower than FFIV's 55.21% return. Over the past 10 years, MO has underperformed FFIV with an annualized return of 7.79%, while FFIV has yielded a comparatively higher 12.74% annualized return.
MO
- 1D
- -1.25%
- 1M
- 4.65%
- YTD
- 25.71%
- 6M
- 27.02%
- 1Y
- 28.81%
- 3Y*
- 25.85%
- 5Y*
- 16.08%
- 10Y*
- 7.79%
FFIV
- 1D
- 0.72%
- 1M
- 11.91%
- YTD
- 55.21%
- 6M
- 59.62%
- 1Y
- 34.11%
- 3Y*
- 39.23%
- 5Y*
- 16.11%
- 10Y*
- 12.74%
MO vs. FFIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MO Altria Group, Inc. | 25.71% | 18.17% | 40.76% | -3.70% | 4.37% | 24.18% | -10.21% | 7.87% | -27.14% | 9.45% |
FFIV F5 Networks, Inc. | 55.21% | 1.51% | 40.50% | 24.72% | -41.36% | 39.09% | 25.99% | -13.81% | 23.48% | -9.33% |
Correlation
The correlation between MO and FFIV is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 1999 | 0.13 |
The correlation between MO and FFIV shifts across timeframes, from -0.12 (1 year) to 0.15 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
MO:
$119.27B
FFIV:
$22.70B
MO:
$4.79
FFIV:
$12.19
MO:
14.87
FFIV:
32.50
MO:
0.32
FFIV:
1.42
MO:
5.49
FFIV:
9.54
MO:
$21.82B
FFIV:
$2.41B
MO:
$14.80B
FFIV:
$2.63B
MO:
$11.70B
FFIV:
$889.95M
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Return for Risk
MO vs. FFIV — Risk / Return Rank
MO
FFIV
MO vs. FFIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Altria Group, Inc. (MO) and F5 Networks, Inc. (FFIV). 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.
| MO | FFIV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.20 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.76 | 0.99 | +0.78 |
| Martin ratioReturn relative to average drawdown | 4.45 | 2.17 | +2.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MO | FFIV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 1.02 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.54 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.43 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.27 | +0.42 |
Drawdowns
MO vs. FFIV - Drawdown Comparison
The maximum MO drawdown since its inception was -65.43%, smaller than the maximum FFIV drawdown of -97.59%. Use the drawdown chart below to compare losses from any high point for MO and FFIV.
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Drawdown Indicators
| MO | FFIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.43% | -97.59% | +32.16% |
Max Drawdown (1Y)Largest decline over 1 year | -16.40% | -34.73% | +18.33% |
Max Drawdown (3Y)Largest decline over 3 years | -16.40% | -34.73% | +18.33% |
Max Drawdown (5Y)Largest decline over 5 years | -25.83% | -47.42% | +21.59% |
Max Drawdown (10Y)Largest decline over 10 years | -53.69% | -54.59% | +0.90% |
Current DrawdownCurrent decline from peak | -4.37% | -3.16% | -1.21% |
Average DrawdownAverage peak-to-trough decline | -11.93% | -40.19% | +28.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.49% | 15.76% | -9.27% |
Volatility
MO vs. FFIV - Volatility Comparison
The current volatility for Altria Group, Inc. (MO) is 6.69%, while F5 Networks, Inc. (FFIV) has a volatility of 9.07%. This indicates that MO experiences smaller price fluctuations and is considered to be less risky than FFIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MO | FFIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.69% | 9.07% | -2.38% |
Volatility (6M)Calculated over the trailing 6-month period | 17.32% | 24.96% | -7.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.53% | 33.52% | -10.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.64% | 30.02% | -9.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.96% | 29.57% | -6.61% |
Dividends
MO vs. FFIV - Dividend Comparison
MO's dividend yield for the trailing twelve months is around 5.89%, while FFIV has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFIV F5 Networks, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MO Altria Group, Inc. | 5.89% | 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. FFIV - Financials Comparison
This section allows you to compare key financial metrics between Altria Group, Inc. and F5 Networks, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
MO and FFIV have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FFIV has higher volatility (9.07%) compared to MO (6.69%). In terms of maximum drawdown, MO dropped -65.43% vs FFIV's -97.59%.
MO currently has the higher Sharpe Ratio (1.29 vs 1.02), 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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