MO vs. UTG
MO (Altria Group, Inc.) and UTG (Reaves Utility Income Trust) are both stocks. MO operates in Tobacco (Consumer Defensive), while UTG operates in Asset Management (Financial Services). Over the past 10 years, MO returned 7.93%/yr vs 10.23%/yr for UTG. At a 0.29 correlation, their price movements are largely independent.
Performance
MO vs. UTG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MO achieves a 26.86% return, which is significantly higher than UTG's 13.63% return. Over the past 10 years, MO has underperformed UTG with an annualized return of 7.93%, while UTG has yielded a comparatively higher 10.23% annualized return.
MO
- 1D
- 0.74%
- 1M
- 0.56%
- YTD
- 26.86%
- 6M
- 26.78%
- 1Y
- 28.51%
- 3Y*
- 25.73%
- 5Y*
- 16.36%
- 10Y*
- 7.93%
UTG
- 1D
- 1.59%
- 1M
- -4.80%
- YTD
- 13.63%
- 6M
- 13.46%
- 1Y
- 23.56%
- 3Y*
- 22.50%
- 5Y*
- 10.71%
- 10Y*
- 10.23%
MO vs. UTG - 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% |
UTG Reaves Utility Income Trust | 13.63% | 23.24% | 28.10% | 2.84% | -13.38% | 14.26% | -5.25% | 33.65% | 1.84% | 6.74% |
Correlation
The correlation between MO and UTG is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2004 | 0.29 |
Over the past year, the correlation between MO and UTG has dropped to 0.07 - well below their long-term average of 0.29, suggesting their price drivers have been diverging.
Fundamentals
MO:
$120.36B
UTG:
$3.66B
MO:
$4.79
UTG:
$18.20
MO:
15.00
UTG:
2.24
MO:
0.32
UTG:
0.01
MO:
5.54
UTG:
6.97
MO:
$21.82B
UTG:
$525.39M
MO:
$14.80B
UTG:
$228.88M
MO:
$11.70B
UTG:
$1.71B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MO vs. UTG — Risk / Return Rank
MO
UTG
MO vs. UTG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Altria Group, Inc. (MO) and Reaves Utility Income Trust (UTG). 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 | UTG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.24 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 2.04 | -0.30 |
| Martin ratioReturn relative to average drawdown | 4.39 | 4.45 | -0.06 |
Loading charts...
Drawdowns
MO vs. UTG - Drawdown Comparison
The maximum MO drawdown since its inception was -65.43%, roughly equal to the maximum UTG drawdown of -67.77%. Use the drawdown chart below to compare losses from any high point for MO and UTG.
Loading charts...
Drawdown Indicators
| MO | UTG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.43% | -67.77% | +2.34% |
Max Drawdown (1Y)Largest decline over 1 year | -16.40% | -11.59% | -4.81% |
Max Drawdown (3Y)Largest decline over 3 years | -16.40% | -15.03% | -1.37% |
Max Drawdown (5Y)Largest decline over 5 years | -25.83% | -26.54% | +0.71% |
Max Drawdown (10Y)Largest decline over 10 years | -53.69% | -47.91% | -5.78% |
Current DrawdownCurrent decline from peak | -3.50% | -6.18% | +2.68% |
Average DrawdownAverage peak-to-trough decline | -11.92% | -8.74% | -3.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.50% | 5.31% | +1.19% |
Volatility
MO vs. UTG - Volatility Comparison
Altria Group, Inc. (MO) has a higher volatility of 6.71% compared to Reaves Utility Income Trust (UTG) at 6.31%. This indicates that MO's price experiences larger fluctuations and is considered to be riskier than UTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MO | UTG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.71% | 6.31% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 17.60% | 13.12% | +4.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.59% | 16.96% | +5.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.68% | 16.87% | +3.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.97% | 21.61% | +1.36% |
Dividends
MO vs. UTG - Dividend Comparison
MO's dividend yield for the trailing twelve months is around 5.84%, which matches UTG's 5.86% 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% |
UTG Reaves Utility Income Trust | 5.86% | 6.42% | 7.19% | 8.53% | 8.07% | 6.35% | 6.59% | 5.69% | 6.86% | 6.21% | 9.02% | 6.86% |
Financials
MO vs. UTG - Financials Comparison
This section allows you to compare key financial metrics between Altria Group, Inc. and Reaves Utility Income Trust. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
MO and UTG have a correlation of 0.07, 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 UTG (6.31%). In terms of maximum drawdown, MO dropped -65.43% vs UTG's -67.77%.
UTG currently has the higher Sharpe Ratio (1.40 vs 1.27), 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.
Find the right allocation for MO and UTG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer