MO vs. NOBL
MO (Altria Group, Inc.) is a stock, while NOBL (ProShares S&P 500 Dividend Aristocrats ETF) is Dividend fund tracking the S&P 500 Dividend Aristocrats Index. Over the past 10 years, MO returned 7.93%/yr vs 9.94%/yr for NOBL. At a 0.47 correlation, their price movements are largely independent.
Performance
MO vs. NOBL - Performance Comparison
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Returns By Period
In the year-to-date period, MO achieves a 26.86% return, which is significantly higher than NOBL's 7.43% return. Over the past 10 years, MO has underperformed NOBL with an annualized return of 7.93%, while NOBL has yielded a comparatively higher 9.94% annualized return.
MO
- 1D
- 0.74%
- 1M
- -0.65%
- YTD
- 26.86%
- 6M
- 26.78%
- 1Y
- 28.74%
- 3Y*
- 25.73%
- 5Y*
- 16.36%
- 10Y*
- 7.93%
NOBL
- 1D
- 0.54%
- 1M
- 4.72%
- YTD
- 7.43%
- 6M
- 6.43%
- 1Y
- 13.97%
- 3Y*
- 8.55%
- 5Y*
- 5.94%
- 10Y*
- 9.94%
MO vs. NOBL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MO Altria Group, Inc. | 26.86% | 18.17% | 40.76% | -3.70% | 4.37% | 24.18% | -10.21% | 7.87% | -27.14% | 9.45% |
NOBL ProShares S&P 500 Dividend Aristocrats ETF | 7.43% | 6.84% | 6.72% | 8.09% | -6.52% | 25.46% | 8.35% | 27.39% | -3.26% | 21.02% |
Correlation
The correlation between MO and NOBL is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2013 | 0.47 |
Over the past year, the correlation between MO and NOBL has dropped to 0.17 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.
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Return for Risk
MO vs. NOBL — Risk / Return Rank
MO
NOBL
MO vs. NOBL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Altria Group, Inc. (MO) and ProShares S&P 500 Dividend Aristocrats ETF (NOBL). 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 | NOBL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.19 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 1.38 | +0.37 |
| Martin ratioReturn relative to average drawdown | 4.39 | 3.53 | +0.86 |
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Drawdowns
MO vs. NOBL - Drawdown Comparison
The maximum MO drawdown since its inception was -65.43%, which is greater than NOBL's maximum drawdown of -35.43%. Use the drawdown chart below to compare losses from any high point for MO and NOBL.
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Drawdown Indicators
| MO | NOBL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.43% | -35.43% | -30.00% |
Max Drawdown (1Y)Largest decline over 1 year | -16.40% | -9.11% | -7.29% |
Max Drawdown (3Y)Largest decline over 3 years | -16.40% | -15.36% | -1.04% |
Max Drawdown (5Y)Largest decline over 5 years | -25.83% | -17.92% | -7.91% |
Max Drawdown (10Y)Largest decline over 10 years | -53.69% | -35.43% | -18.26% |
Current DrawdownCurrent decline from peak | -3.50% | -2.43% | -1.07% |
Average DrawdownAverage peak-to-trough decline | -11.92% | -3.48% | -8.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.50% | 3.56% | +2.94% |
Volatility
MO vs. NOBL - Volatility Comparison
Altria Group, Inc. (MO) has a higher volatility of 6.71% compared to ProShares S&P 500 Dividend Aristocrats ETF (NOBL) at 2.95%. This indicates that MO's price experiences larger fluctuations and is considered to be riskier than NOBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MO | NOBL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.71% | 2.95% | +3.76% |
Volatility (6M)Calculated over the trailing 6-month period | 17.60% | 8.11% | +9.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.59% | 11.52% | +11.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.68% | 14.41% | +6.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.97% | 16.61% | +6.36% |
Dividends
MO vs. NOBL - Dividend Comparison
MO's dividend yield for the trailing twelve months is around 5.84%, more than NOBL's 2.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MO Altria Group, Inc. | 5.84% | 7.21% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% |
NOBL ProShares S&P 500 Dividend Aristocrats ETF | 2.04% | 2.14% | 2.05% | 2.09% | 1.94% | 1.89% | 2.14% | 1.89% | 2.37% | 1.74% | 2.13% | 2.02% |
Frequently Asked Questions
MO and NOBL have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MO has higher volatility (6.71%) compared to NOBL (2.95%). In terms of maximum drawdown, MO dropped -65.43% vs NOBL's -35.43%.
MO currently has the higher Sharpe Ratio (1.27 vs 1.09), 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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