MO vs. GWW
MO (Altria Group, Inc.) and GWW (W.W. Grainger, Inc.) are both stocks. MO operates in Tobacco (Consumer Defensive), while GWW operates in Industrial Distribution (Industrials). Over the past 10 years, MO returned 7.21%/yr vs 22.21%/yr for GWW. Their 0.25 correlation means their historical movements had little consistent relationship.
Performance
MO vs. GWW - Performance Comparison
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Returns By Period
In the year-to-date period, MO achieves a 22.29% return, which is significantly lower than GWW's 37.52% return. Over the past 10 years, MO has underperformed GWW with an annualized return of 7.21%, while GWW has yielded a comparatively higher 22.21% annualized return.
MO
- 1D
- 0.57%
- 1M
- -4.49%
- 6M
- 13.75%
- YTD
- 22.29%
- 1Y
- 17.80%
- 3Y*
- 23.87%
- 5Y*
- 15.92%
- 10Y*
- 7.21%
- ALL TIME*
- 17.80%
GWW
- 1D
- 1.97%
- 1M
- 3.29%
- 6M
- 28.49%
- YTD
- 37.52%
- 1Y
- 34.12%
- 3Y*
- 25.05%
- 5Y*
- 26.76%
- 10Y*
- 22.21%
- ALL TIME*
- 15.18%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $387.12M | $359.88M | $405.44M | |
| $637.73M | $559.86M | $594.92M |
MO vs. GWW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MO Altria Group, Inc. | 22.29% | 18.17% | 40.76% | -3.70% | 4.37% | 24.18% | -10.21% | 7.87% | -27.14% | 9.45% |
GWW W.W. Grainger, Inc. | 37.52% | -3.41% | 28.21% | 50.53% | 8.75% | 28.80% | 22.85% | 22.25% | 21.69% | 4.35% |
Correlation
The correlation between MO and GWW is 0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.03 |
Correlation (3Y) Balances recent behavior with more history. | 0.11 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.20 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.23 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 1984 | 0.25 |
Over the past year, the correlation between MO and GWW has dropped to 0.03 - well below their long-term average of 0.25, suggesting their price drivers have been diverging.
Fundamentals
MO:
$114.07B
GWW:
$65.26B
MO:
$4.76
GWW:
$37.36
MO:
14.37
GWW:
37.00
MO:
0.31
GWW:
2.14
MO:
5.24
GWW:
3.59
MO:
$21.87B
GWW:
$18.38B
MO:
$15.52B
GWW:
$7.20B
MO:
$11.75B
GWW:
$2.82B
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Return for Risk
MO vs. GWW — Risk / Return Rank
MO
GWW
MO vs. GWW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Altria Group, Inc. (MO) and W.W. Grainger, Inc. (GWW). 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.
| MO | GWW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.27 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.09 | 2.57 | -1.48 |
| Martin ratioReturn relative to average drawdown | 2.71 | 6.73 | -4.02 |
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Drawdowns
MO vs. GWW - Drawdown Comparison
The maximum MO drawdown since its inception was -65.43%, which is greater than GWW's maximum drawdown of -56.73%. Use the drawdown chart below to compare losses from any high point for MO and GWW.
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Drawdown Indicators
| MO | GWW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.43% | -56.73% | -8.70% |
Max Drawdown (1Y)Largest decline over 1 year | -16.40% | -13.35% | -3.05% |
Max Drawdown (3Y)Largest decline over 3 years | -16.40% | -24.50% | +8.10% |
Max Drawdown (5Y)Largest decline over 5 years | -25.83% | -24.50% | -1.33% |
Max Drawdown (10Y)Largest decline over 10 years | -53.69% | -41.60% | -12.09% |
Current DrawdownCurrent decline from peak | -8.80% | -1.41% | -7.39% |
Average DrawdownAverage peak-to-trough decline | -11.90% | -10.98% | -0.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.59% | 5.68% | +0.91% |
Volatility
MO vs. GWW - Volatility Comparison
Altria Group, Inc. (MO) has a higher volatility of 12.13% compared to W.W. Grainger, Inc. (GWW) at 6.07%. This indicates that MO's price experiences larger fluctuations and is considered to be riskier than GWW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MO | GWW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.13% | 6.07% | +6.06% |
Volatility (6M)Calculated over the trailing 6-month period | 20.12% | 18.19% | +1.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.97% | 25.43% | -0.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.27% | 24.72% | -3.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.29% | 28.53% | -5.24% |
Dividends
MO vs. GWW - Dividend Comparison
MO's dividend yield for the trailing twelve months is around 6.21%, more than GWW's 0.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GWW W.W. Grainger, Inc. | 0.67% | 0.88% | 0.76% | 0.88% | 1.22% | 1.23% | 1.45% | 1.68% | 1.90% | 2.14% | 2.08% | 2.27% |
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. GWW - Financials Comparison
This section allows you to compare key financial metrics between Altria Group, Inc. and W.W. Grainger, 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
MO vs. GWW - Profitability Comparison
MO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Altria Group, Inc. reported a gross profit of 4.58B and revenue of 6.11B. Therefore, the gross margin over that period was 74.9%.
GWW - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, W.W. Grainger, Inc. reported a gross profit of 1.90B and revenue of 4.74B. Therefore, the gross margin over that period was 40.0%.
MO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Altria Group, Inc. reported an operating income of 3.14B and revenue of 6.11B, resulting in an operating margin of 51.3%.
GWW - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, W.W. Grainger, Inc. reported an operating income of 793.00M and revenue of 4.74B, resulting in an operating margin of 16.7%.
MO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Altria Group, Inc. reported a net income of 2.30B and revenue of 6.11B, resulting in a net margin of 37.6%.
GWW - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, W.W. Grainger, Inc. reported a net income of 555.00M and revenue of 4.74B, resulting in a net margin of 11.7%.
Frequently Asked Questions
MO and GWW have a correlation of 0.03, 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 GWW (6.07%). In terms of maximum drawdown, MO dropped -65.43% vs GWW's -56.73%.
GWW currently has the higher Sharpe Ratio (1.35 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.
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