MO vs. VTI
MO (Altria Group, Inc.) is a stock, while VTI (Vanguard Total Stock Market ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, MO returned 7.84%/yr vs 15.04%/yr for VTI. At a 0.37 correlation, their price movements are largely independent.
Performance
MO vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, MO achieves a 24.49% return, which is significantly higher than VTI's 11.72% return. Over the past 10 years, MO has underperformed VTI with an annualized return of 7.84%, while VTI has yielded a comparatively higher 15.04% annualized return.
MO
- 1D
- 0.43%
- 1M
- -3.01%
- YTD
- 24.49%
- 6M
- 25.29%
- 1Y
- 27.41%
- 3Y*
- 25.98%
- 5Y*
- 15.92%
- 10Y*
- 7.84%
VTI
- 1D
- 0.47%
- 1M
- 4.59%
- YTD
- 11.72%
- 6M
- 11.43%
- 1Y
- 28.79%
- 3Y*
- 22.37%
- 5Y*
- 12.80%
- 10Y*
- 15.04%
MO vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MO Altria Group, Inc. | 24.49% | 18.17% | 40.76% | -3.70% | 4.37% | 24.18% | -10.21% | 7.87% | -27.14% | 9.45% |
VTI Vanguard Total Stock Market ETF | 11.72% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between MO and VTI is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2001 | 0.37 |
The correlation between MO and VTI shifts across timeframes, from -0.21 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MO vs. VTI — Risk / Return Rank
MO
VTI
MO vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Altria Group, Inc. (MO) and Vanguard Total Stock Market ETF (VTI). 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 | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.15 | ||
| Sortino ratioReturn per unit of downside risk | -1.51 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.43 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.68 | 3.24 | -1.56 |
| Martin ratioReturn relative to average drawdown | 4.24 | 14.94 | -10.70 |
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 | VTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 2.38 | -1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.74 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.82 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.51 | +0.19 |
Drawdowns
MO vs. VTI - Drawdown Comparison
The maximum MO drawdown since its inception was -65.43%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for MO and VTI.
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Drawdown Indicators
| MO | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.43% | -55.45% | -9.98% |
Max Drawdown (1Y)Largest decline over 1 year | -16.40% | -8.92% | -7.48% |
Max Drawdown (3Y)Largest decline over 3 years | -16.40% | -19.30% | +2.90% |
Max Drawdown (5Y)Largest decline over 5 years | -25.83% | -25.36% | -0.47% |
Max Drawdown (10Y)Largest decline over 10 years | -53.69% | -35.00% | -18.69% |
Current DrawdownCurrent decline from peak | -5.30% | -0.26% | -5.04% |
Average DrawdownAverage peak-to-trough decline | -11.93% | -8.03% | -3.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.48% | 1.93% | +4.55% |
Volatility
MO vs. VTI - Volatility Comparison
Altria Group, Inc. (MO) has a higher volatility of 7.40% compared to Vanguard Total Stock Market ETF (VTI) at 2.90%. This indicates that MO's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MO | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.40% | 2.90% | +4.50% |
Volatility (6M)Calculated over the trailing 6-month period | 17.16% | 9.13% | +8.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.42% | 12.17% | +10.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.63% | 17.40% | +3.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.94% | 18.30% | +4.64% |
Dividends
MO vs. VTI - Dividend Comparison
MO's dividend yield for the trailing twelve months is around 5.95%, more than VTI's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MO Altria Group, Inc. | 5.95% | 7.21% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% |
VTI Vanguard Total Stock Market ETF | 1.01% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
MO and VTI have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MO has higher volatility (7.40%) compared to VTI (2.90%). In terms of maximum drawdown, MO dropped -65.43% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (2.38 vs 1.23), 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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