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

Performance

MO vs. MMM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Altria Group, Inc. (MO) and 3M Company (MMM). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
27.64%
25.46%
MO
MMM

Returns By Period

The year-to-date returns for both stocks are quite close, with MO having a 48.46% return and MMM slightly lower at 46.81%. Over the past 10 years, MO has outperformed MMM with an annualized return of 8.04%, while MMM has yielded a comparatively lower 3.16% annualized return.


MO

YTD

48.46%

1M

13.33%

6M

27.14%

1Y

50.18%

5Y (annualized)

12.49%

10Y (annualized)

8.04%

MMM

YTD

46.81%

1M

-3.52%

6M

25.40%

1Y

68.34%

5Y (annualized)

2.33%

10Y (annualized)

3.16%

Fundamentals


MOMMM
Market Cap$91.40B$72.43B
EPS$5.92$9.42
PE Ratio9.1113.84
PEG Ratio4.311.90
Total Revenue (TTM)$21.28B$28.57B
Gross Profit (TTM)$14.22B$12.31B
EBITDA (TTM)$12.67B$7.18B

Key characteristics


MOMMM
Sharpe Ratio2.842.01
Sortino Ratio4.063.43
Omega Ratio1.571.49
Calmar Ratio2.711.23
Martin Ratio15.9911.09
Ulcer Index3.17%6.11%
Daily Std Dev17.84%33.79%
Max Drawdown-82.48%-59.10%
Current Drawdown0.00%-22.10%

Compare stocks, funds, or ETFs

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Correlation

-0.50.00.51.00.4

The correlation between MO and MMM is 0.36, 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.

Risk-Adjusted Performance

MO vs. MMM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Altria Group, Inc. (MO) and 3M Company (MMM). 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 2.84, compared to the broader market-4.00-2.000.002.004.002.842.01
The chart of Sortino ratio for MO, currently valued at 4.06, compared to the broader market-4.00-2.000.002.004.004.063.43
The chart of Omega ratio for MO, currently valued at 1.57, compared to the broader market0.501.001.502.001.571.49
The chart of Calmar ratio for MO, currently valued at 2.71, compared to the broader market0.002.004.006.002.711.23
The chart of Martin ratio for MO, currently valued at 15.99, compared to the broader market0.0010.0020.0030.0015.9911.09
MO
MMM

The current MO Sharpe Ratio is 2.84, which is higher than the MMM Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of MO and MMM, 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.84
2.01
MO
MMM

Dividends

MO vs. MMM - Dividend Comparison

MO's dividend yield for the trailing twelve months is around 7.04%, more than MMM's 2.59% yield.


TTM20232022202120202019201820172016201520142013
MO
Altria Group, Inc.
7.04%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%4.79%
MMM
3M Company
2.59%5.49%4.97%3.33%3.36%3.26%2.86%2.00%2.49%2.72%2.08%1.81%

Drawdowns

MO vs. MMM - Drawdown Comparison

The maximum MO drawdown since its inception was -82.48%, which is greater than MMM's maximum drawdown of -59.10%. Use the drawdown chart below to compare losses from any high point for MO and MMM. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-22.10%
MO
MMM

Volatility

MO vs. MMM - Volatility Comparison

The current volatility for Altria Group, Inc. (MO) is 8.38%, while 3M Company (MMM) has a volatility of 9.32%. This indicates that MO experiences smaller price fluctuations and is considered to be less risky than MMM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
8.38%
9.32%
MO
MMM

Financials

MO vs. MMM - Financials Comparison

This section allows you to compare key financial metrics between Altria Group, Inc. and 3M Company. 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