MO vs. USMV
MO (Altria Group, Inc.) is a stock, while USMV (iShares MSCI USA Min Vol Factor ETF) is Large Cap Blend Equities fund tracking the MSCI USA Minimum Volatility Index. Over the past 10 years, MO returned 7.79%/yr vs 9.75%/yr for USMV. At a 0.46 correlation, their price movements are largely independent.
Performance
MO vs. USMV - Performance Comparison
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Returns By Period
In the year-to-date period, MO achieves a 25.71% return, which is significantly higher than USMV's 1.55% return. Over the past 10 years, MO has underperformed USMV with an annualized return of 7.79%, while USMV has yielded a comparatively higher 9.75% annualized return.
MO
- 1D
- -1.25%
- 1M
- 4.65%
- YTD
- 25.71%
- 6M
- 27.02%
- 1Y
- 28.81%
- 3Y*
- 25.85%
- 5Y*
- 16.08%
- 10Y*
- 7.79%
USMV
- 1D
- -0.43%
- 1M
- 1.28%
- YTD
- 1.55%
- 6M
- 2.27%
- 1Y
- 3.18%
- 3Y*
- 11.35%
- 5Y*
- 7.21%
- 10Y*
- 9.75%
MO vs. USMV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MO Altria Group, Inc. | 25.71% | 18.17% | 40.76% | -3.70% | 4.37% | 24.18% | -10.21% | 7.87% | -27.14% | 9.45% |
USMV iShares MSCI USA Min Vol Factor ETF | 1.55% | 7.65% | 15.74% | 10.33% | -9.43% | 20.85% | 5.64% | 27.69% | 1.33% | 18.91% |
Correlation
The correlation between MO and USMV is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011 | 0.46 |
Over the past year, the correlation between MO and USMV has dropped to 0.12 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.
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Return for Risk
MO vs. USMV — Risk / Return Rank
MO
USMV
MO vs. USMV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Altria Group, Inc. (MO) and iShares MSCI USA Min Vol Factor ETF (USMV). 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.
| MO | USMV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.91 | ||
| Sortino ratioReturn per unit of downside risk | +1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.07 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.76 | 0.49 | +1.27 |
| Martin ratioReturn relative to average drawdown | 4.45 | 1.64 | +2.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MO | USMV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 0.37 | +0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.59 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.67 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.86 | -0.17 |
Drawdowns
MO vs. USMV - Drawdown Comparison
The maximum MO drawdown since its inception was -65.43%, which is greater than USMV's maximum drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for MO and USMV.
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Drawdown Indicators
| MO | USMV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.43% | -33.10% | -32.33% |
Max Drawdown (1Y)Largest decline over 1 year | -16.40% | -6.46% | -9.94% |
Max Drawdown (3Y)Largest decline over 3 years | -16.40% | -9.36% | -7.04% |
Max Drawdown (5Y)Largest decline over 5 years | -25.83% | -17.93% | -7.90% |
Max Drawdown (10Y)Largest decline over 10 years | -53.69% | -33.10% | -20.59% |
Current DrawdownCurrent decline from peak | -4.37% | -2.24% | -2.13% |
Average DrawdownAverage peak-to-trough decline | -11.93% | -2.88% | -9.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.49% | 1.94% | +4.55% |
Volatility
MO vs. USMV - Volatility Comparison
Altria Group, Inc. (MO) has a higher volatility of 6.69% compared to iShares MSCI USA Min Vol Factor ETF (USMV) at 2.65%. This indicates that MO's price experiences larger fluctuations and is considered to be riskier than USMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MO | USMV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.69% | 2.65% | +4.04% |
Volatility (6M)Calculated over the trailing 6-month period | 17.32% | 6.02% | +11.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.53% | 8.57% | +13.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.64% | 12.36% | +8.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.96% | 14.51% | +8.45% |
Dividends
MO vs. USMV - Dividend Comparison
MO's dividend yield for the trailing twelve months is around 5.89%, more than USMV's 1.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MO Altria Group, Inc. | 5.89% | 7.21% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% |
USMV iShares MSCI USA Min Vol Factor ETF | 1.54% | 1.49% | 1.67% | 1.82% | 1.62% | 1.26% | 1.81% | 1.88% | 2.12% | 1.77% | 2.22% | 2.02% |
Frequently Asked Questions
MO and USMV have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MO has higher volatility (6.69%) compared to USMV (2.65%). In terms of maximum drawdown, MO dropped -65.43% vs USMV's -33.10%.
MO currently has the higher Sharpe Ratio (1.29 vs 0.37), 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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