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

Correlation

The correlation between MO and PM is 0.62, 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.


-0.50.00.51.00.6

Performance

MO vs. PM - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
110.88%
453.06%
MO
PM

Key characteristics

Sharpe Ratio

MO:

2.09

PM:

1.92

Sortino Ratio

MO:

3.10

PM:

2.92

Omega Ratio

MO:

1.41

PM:

1.39

Calmar Ratio

MO:

2.01

PM:

3.33

Martin Ratio

MO:

11.49

PM:

11.20

Ulcer Index

MO:

3.27%

PM:

3.41%

Daily Std Dev

MO:

17.98%

PM:

19.92%

Max Drawdown

MO:

-82.48%

PM:

-42.87%

Current Drawdown

MO:

-7.78%

PM:

-6.40%

Fundamentals

Market Cap

MO:

$91.74B

PM:

$195.97B

EPS

MO:

$5.92

PM:

$6.30

PE Ratio

MO:

9.14

PM:

20.01

PEG Ratio

MO:

3.79

PM:

1.54

Total Revenue (TTM)

MO:

$20.36B

PM:

$37.16B

Gross Profit (TTM)

MO:

$14.22B

PM:

$23.58B

EBITDA (TTM)

MO:

$13.08B

PM:

$15.11B

Returns By Period

In the year-to-date period, MO achieves a 40.61% return, which is significantly higher than PM's 37.50% return. Over the past 10 years, MO has underperformed PM with an annualized return of 7.08%, while PM has yielded a comparatively higher 9.63% annualized return.


MO

YTD

40.61%

1M

-5.48%

6M

21.20%

1Y

36.81%

5Y*

9.38%

10Y*

7.08%

PM

YTD

37.50%

1M

-5.44%

6M

26.02%

1Y

37.66%

5Y*

13.67%

10Y*

9.63%

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. PM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Altria Group, Inc. (MO) and Philip Morris International Inc. (PM). 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 2.09, compared to the broader market-4.00-2.000.002.002.091.92
The chart of Sortino ratio for MO, currently valued at 3.10, compared to the broader market-4.00-2.000.002.004.003.102.92
The chart of Omega ratio for MO, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.39
The chart of Calmar ratio for MO, currently valued at 2.01, compared to the broader market0.002.004.006.002.013.33
The chart of Martin ratio for MO, currently valued at 11.49, compared to the broader market0.0010.0020.0011.4911.20
MO
PM

The current MO Sharpe Ratio is 2.09, which is comparable to the PM Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of MO and PM, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.09
1.92
MO
PM

Dividends

MO vs. PM - Dividend Comparison

MO's dividend yield for the trailing twelve months is around 7.44%, more than PM's 4.22% yield.


TTM20232022202120202019201820172016201520142013
MO
Altria Group, Inc.
5.60%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%4.79%
PM
Philip Morris International Inc.
3.17%5.46%4.98%5.16%5.73%5.43%6.73%3.99%4.50%4.60%4.76%4.11%

Drawdowns

MO vs. PM - Drawdown Comparison

The maximum MO drawdown since its inception was -82.48%, which is greater than PM's maximum drawdown of -42.87%. Use the drawdown chart below to compare losses from any high point for MO and PM. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.78%
-6.40%
MO
PM

Volatility

MO vs. PM - Volatility Comparison

Altria Group, Inc. (MO) and Philip Morris International Inc. (PM) have volatilities of 4.52% and 4.67%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
4.52%
4.67%
MO
PM

Financials

MO vs. PM - Financials Comparison

This section allows you to compare key financial metrics between Altria Group, Inc. and Philip Morris International 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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