MO vs. XLC
MO (Altria Group, Inc.) is a stock, while XLC (Communication Services Select Sector SPDR Fund) is Communications Equities fund tracking the S&P Communication Services Select Sector Index. Over the past 5 years, MO returned 16.36%/yr vs 8.03%/yr for XLC. At a 0.18 correlation, their price movements are largely independent.
Performance
MO vs. XLC - 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 XLC's -4.85% 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%
XLC
- 1D
- -0.42%
- 1M
- -4.66%
- YTD
- -4.85%
- 6M
- -3.59%
- 1Y
- 10.19%
- 3Y*
- 21.60%
- 5Y*
- 8.03%
- 10Y*
- —
MO vs. XLC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MO Altria Group, Inc. | 26.86% | 18.17% | 40.76% | -3.70% | 4.37% | 24.18% | -10.21% | 7.87% | -10.16% |
XLC Communication Services Select Sector SPDR Fund | -4.85% | 23.08% | 34.71% | 52.82% | -37.63% | 15.96% | 26.90% | 31.05% | -16.45% |
Correlation
The correlation between MO and XLC is -0.10, 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 | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jun 19, 2018 | 0.18 |
The correlation between MO and XLC shifts across timeframes, from -0.10 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MO vs. XLC — Risk / Return Rank
MO
XLC
MO vs. XLC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Altria Group, Inc. (MO) and Communication Services Select Sector SPDR Fund (XLC). 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 | XLC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.58 | ||
| Sortino ratioReturn per unit of downside risk | +0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.12 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 0.86 | +0.88 |
| Martin ratioReturn relative to average drawdown | 4.39 | 2.73 | +1.66 |
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Drawdowns
MO vs. XLC - Drawdown Comparison
The maximum MO drawdown since its inception was -65.43%, which is greater than XLC's maximum drawdown of -46.65%. Use the drawdown chart below to compare losses from any high point for MO and XLC.
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Drawdown Indicators
| MO | XLC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.43% | -46.65% | -18.78% |
Max Drawdown (1Y)Largest decline over 1 year | -16.40% | -10.57% | -5.83% |
Max Drawdown (3Y)Largest decline over 3 years | -16.40% | -17.97% | +1.57% |
Max Drawdown (5Y)Largest decline over 5 years | -25.83% | -46.65% | +20.82% |
Max Drawdown (10Y)Largest decline over 10 years | -53.69% | — | — |
Current DrawdownCurrent decline from peak | -3.50% | -6.72% | +3.22% |
Average DrawdownAverage peak-to-trough decline | -11.92% | -10.58% | -1.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.50% | 3.33% | +3.17% |
Volatility
MO vs. XLC - Volatility Comparison
Altria Group, Inc. (MO) has a higher volatility of 6.71% compared to Communication Services Select Sector SPDR Fund (XLC) at 3.57%. This indicates that MO's price experiences larger fluctuations and is considered to be riskier than XLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MO | XLC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.71% | 3.57% | +3.14% |
Volatility (6M)Calculated over the trailing 6-month period | 17.60% | 9.65% | +7.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.59% | 13.28% | +9.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.68% | 20.68% | 0.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.97% | 22.17% | +0.80% |
Dividends
MO vs. XLC - Dividend Comparison
MO's dividend yield for the trailing twelve months is around 5.84%, more than XLC's 1.25% 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% |
XLC Communication Services Select Sector SPDR Fund | 1.25% | 1.13% | 0.99% | 0.82% | 1.10% | 0.74% | 0.68% | 0.82% | 0.64% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MO and XLC have a correlation of -0.10, 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 XLC (3.57%). In terms of maximum drawdown, MO dropped -65.43% vs XLC's -46.65%.
MO currently has the higher Sharpe Ratio (1.27 vs 0.69), 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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