MO vs. XLF
MO (Altria Group, Inc.) is a stock, while XLF (State Street Financial Select Sector SPDR ETF) is Financials Equities fund tracking the Financial Select Sector Index. Over the past 10 years, MO returned 7.93%/yr vs 13.33%/yr for XLF. At a 0.32 correlation, their price movements are largely independent.
Performance
MO vs. XLF - 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 XLF's -2.11% return. Over the past 10 years, MO has underperformed XLF with an annualized return of 7.93%, while XLF has yielded a comparatively higher 13.33% 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%
XLF
- 1D
- 1.37%
- 1M
- 4.00%
- YTD
- -2.11%
- 6M
- -2.09%
- 1Y
- 8.41%
- 3Y*
- 18.86%
- 5Y*
- 9.15%
- 10Y*
- 13.33%
MO vs. XLF - 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% |
XLF State Street Financial Select Sector SPDR ETF | -2.11% | 14.90% | 30.56% | 12.03% | -10.59% | 34.80% | -1.74% | 31.88% | -13.06% | 22.00% |
Correlation
The correlation between MO and XLF is -0.06, 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 | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 1998 | 0.32 |
The correlation between MO and XLF shifts across timeframes, from -0.06 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MO vs. XLF — Risk / Return Rank
MO
XLF
MO vs. XLF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Altria Group, Inc. (MO) and State Street Financial Select Sector SPDR ETF (XLF). 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 | XLF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.84 | ||
| Sortino ratioReturn per unit of downside risk | +1.10 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.08 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 0.42 | +1.33 |
| Martin ratioReturn relative to average drawdown | 4.39 | 1.08 | +3.31 |
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Drawdowns
MO vs. XLF - Drawdown Comparison
The maximum MO drawdown since its inception was -65.43%, smaller than the maximum XLF drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for MO and XLF.
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Drawdown Indicators
| MO | XLF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.43% | -82.69% | +17.26% |
Max Drawdown (1Y)Largest decline over 1 year | -16.40% | -14.79% | -1.61% |
Max Drawdown (3Y)Largest decline over 3 years | -16.40% | -15.54% | -0.86% |
Max Drawdown (5Y)Largest decline over 5 years | -25.83% | -25.81% | -0.02% |
Max Drawdown (10Y)Largest decline over 10 years | -53.69% | -42.86% | -10.83% |
Current DrawdownCurrent decline from peak | -3.50% | -4.94% | +1.44% |
Average DrawdownAverage peak-to-trough decline | -11.92% | -20.01% | +8.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.50% | 5.76% | +0.74% |
Volatility
MO vs. XLF - Volatility Comparison
Altria Group, Inc. (MO) has a higher volatility of 6.71% compared to State Street Financial Select Sector SPDR ETF (XLF) at 4.23%. This indicates that MO's price experiences larger fluctuations and is considered to be riskier than XLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MO | XLF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.71% | 4.23% | +2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 17.60% | 11.26% | +6.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.59% | 14.69% | +7.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.68% | 18.66% | +2.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.97% | 22.17% | +0.80% |
Dividends
MO vs. XLF - Dividend Comparison
MO's dividend yield for the trailing twelve months is around 5.84%, more than XLF's 1.49% 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% |
XLF State Street Financial Select Sector SPDR ETF | 1.49% | 1.31% | 1.42% | 1.71% | 2.04% | 1.63% | 2.03% | 1.87% | 2.08% | 1.48% | 21.10% | 1.95% |
Frequently Asked Questions
MO and XLF have a correlation of -0.06, 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 XLF (4.23%). In terms of maximum drawdown, MO dropped -65.43% vs XLF's -82.69%.
MO currently has the higher Sharpe Ratio (1.27 vs 0.42), 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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