PortfoliosLab logo
MO vs. O
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MO and O is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

MO vs. O - Performance Comparison

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

0.00%10,000.00%20,000.00%30,000.00%40,000.00%50,000.00%60,000.00%NovemberDecember2025FebruaryMarchApril
60,301.23%
4,804.32%
MO
O

Key characteristics

Sharpe Ratio

MO:

2.65

O:

0.72

Sortino Ratio

MO:

3.72

O:

1.09

Omega Ratio

MO:

1.49

O:

1.14

Calmar Ratio

MO:

4.76

O:

0.53

Martin Ratio

MO:

11.44

O:

1.47

Ulcer Index

MO:

4.30%

O:

9.05%

Daily Std Dev

MO:

18.54%

O:

18.52%

Max Drawdown

MO:

-57.39%

O:

-48.45%

Current Drawdown

MO:

-2.18%

O:

-11.80%

Fundamentals

Market Cap

MO:

$99.19B

O:

$52.19B

EPS

MO:

$6.54

O:

$0.97

PE Ratio

MO:

8.95

O:

59.85

PEG Ratio

MO:

4.01

O:

5.63

PS Ratio

MO:

4.85

O:

9.89

PB Ratio

MO:

27.30

O:

1.33

Total Revenue (TTM)

MO:

$15.73B

O:

$4.02B

Gross Profit (TTM)

MO:

$11.09B

O:

$3.22B

EBITDA (TTM)

MO:

$12.01B

O:

$3.25B

Returns By Period

In the year-to-date period, MO achieves a 14.30% return, which is significantly higher than O's 9.07% return. Over the past 10 years, MO has outperformed O with an annualized return of 8.14%, while O has yielded a comparatively lower 6.99% annualized return.


MO

YTD

14.30%

1M

3.53%

6M

22.01%

1Y

47.92%

5Y*

17.39%

10Y*

8.14%

O

YTD

9.07%

1M

3.17%

6M

-7.15%

1Y

12.60%

5Y*

9.34%

10Y*

6.99%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MO vs. O — 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 9696
Omega Ratio Rank
The Calmar Ratio Rank of MO is 9999
Calmar Ratio Rank
The Martin Ratio Rank of MO is 9696
Martin Ratio Rank

O
The Risk-Adjusted Performance Rank of O is 7171
Overall Rank
The Sharpe Ratio Rank of O is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of O is 6969
Sortino Ratio Rank
The Omega Ratio Rank of O is 6767
Omega Ratio Rank
The Calmar Ratio Rank of O is 7575
Calmar Ratio Rank
The Martin Ratio Rank of O is 6969
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. O - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Altria Group, Inc. (MO) and Realty Income Corporation (O). 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 2.65, compared to the broader market-2.00-1.000.001.002.003.00
MO: 2.65
O: 0.72
The chart of Sortino ratio for MO, currently valued at 3.72, compared to the broader market-6.00-4.00-2.000.002.004.00
MO: 3.72
O: 1.09
The chart of Omega ratio for MO, currently valued at 1.49, compared to the broader market0.501.001.502.00
MO: 1.49
O: 1.14
The chart of Calmar ratio for MO, currently valued at 4.76, compared to the broader market0.001.002.003.004.005.00
MO: 4.76
O: 0.53
The chart of Martin ratio for MO, currently valued at 11.44, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
MO: 11.44
O: 1.47

The current MO Sharpe Ratio is 2.65, which is higher than the O Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of MO and O, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
2.65
0.72
MO
O

Dividends

MO vs. O - Dividend Comparison

MO's dividend yield for the trailing twelve months is around 6.88%, more than O's 5.54% yield.


TTM20242023202220212020201920182017201620152014
MO
Altria Group, Inc.
6.88%7.65%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%
O
Realty Income Corporation
5.54%5.37%5.33%4.68%6.95%4.65%3.69%4.19%4.45%4.19%4.42%4.59%

Drawdowns

MO vs. O - Drawdown Comparison

The maximum MO drawdown since its inception was -57.39%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for MO and O. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.18%
-11.80%
MO
O

Volatility

MO vs. O - Volatility Comparison

The current volatility for Altria Group, Inc. (MO) is 7.26%, while Realty Income Corporation (O) has a volatility of 8.44%. This indicates that MO experiences smaller price fluctuations and is considered to be less risky than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
7.26%
8.44%
MO
O

Financials

MO vs. O - Financials Comparison

This section allows you to compare key financial metrics between Altria Group, Inc. and Realty Income Corporation. 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