MO vs. VNQ
MO (Altria Group, Inc.) is a stock, while VNQ (Vanguard Real Estate ETF) is REIT fund tracking the MSCI US Investable Market Real Estate 25/50 Index. Over the past 10 years, MO returned 7.93%/yr vs 5.65%/yr for VNQ. At a 0.38 correlation, their price movements are largely independent.
Performance
MO vs. VNQ - 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 VNQ's 12.51% return. Over the past 10 years, MO has outperformed VNQ with an annualized return of 7.93%, while VNQ has yielded a comparatively lower 5.65% 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%
VNQ
- 1D
- 0.92%
- 1M
- 3.35%
- YTD
- 12.51%
- 6M
- 12.32%
- 1Y
- 14.02%
- 3Y*
- 10.14%
- 5Y*
- 2.55%
- 10Y*
- 5.65%
MO vs. VNQ - 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% |
VNQ Vanguard Real Estate ETF | 12.51% | 3.24% | 4.81% | 11.85% | -26.25% | 40.54% | -4.61% | 28.91% | -6.03% | 4.90% |
Correlation
The correlation between MO and VNQ is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2004 | 0.38 |
Over the past year, the correlation between MO and VNQ has dropped to 0.15 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.
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Return for Risk
MO vs. VNQ — Risk / Return Rank
MO
VNQ
MO vs. VNQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Altria Group, Inc. (MO) and Vanguard Real Estate ETF (VNQ). 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 | VNQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.17 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 1.56 | +0.19 |
| Martin ratioReturn relative to average drawdown | 4.39 | 4.90 | -0.50 |
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Drawdowns
MO vs. VNQ - Drawdown Comparison
The maximum MO drawdown since its inception was -65.43%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for MO and VNQ.
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Drawdown Indicators
| MO | VNQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.43% | -73.07% | +7.64% |
Max Drawdown (1Y)Largest decline over 1 year | -16.40% | -8.34% | -8.06% |
Max Drawdown (3Y)Largest decline over 3 years | -16.40% | -17.46% | +1.06% |
Max Drawdown (5Y)Largest decline over 5 years | -25.83% | -34.48% | +8.65% |
Max Drawdown (10Y)Largest decline over 10 years | -53.69% | -42.40% | -11.29% |
Current DrawdownCurrent decline from peak | -3.50% | 0.00% | -3.50% |
Average DrawdownAverage peak-to-trough decline | -11.92% | -13.61% | +1.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.50% | 2.65% | +3.85% |
Volatility
MO vs. VNQ - Volatility Comparison
Altria Group, Inc. (MO) has a higher volatility of 6.71% compared to Vanguard Real Estate ETF (VNQ) at 4.72%. This indicates that MO's price experiences larger fluctuations and is considered to be riskier than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MO | VNQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.71% | 4.72% | +1.99% |
Volatility (6M)Calculated over the trailing 6-month period | 17.60% | 9.77% | +7.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.59% | 13.54% | +9.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.68% | 18.84% | +1.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.97% | 20.72% | +2.25% |
Dividends
MO vs. VNQ - Dividend Comparison
MO's dividend yield for the trailing twelve months is around 5.84%, more than VNQ's 3.54% 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% |
VNQ Vanguard Real Estate ETF | 3.54% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
Frequently Asked Questions
MO and VNQ have a correlation of 0.15, 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 VNQ (4.72%). In terms of maximum drawdown, MO dropped -65.43% vs VNQ's -73.07%.
MO currently has the higher Sharpe Ratio (1.27 vs 0.96), 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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