MO vs. XLRE
MO (Altria Group, Inc.) is a stock, while XLRE (Real Estate Select Sector SPDR Fund) is REIT fund tracking the Real Estate Select Sector Index. Over the past 10 years, MO returned 7.93%/yr vs 7.15%/yr for XLRE. At a 0.35 correlation, their price movements are largely independent.
Performance
MO vs. XLRE - 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 XLRE's 13.17% return. Over the past 10 years, MO has outperformed XLRE with an annualized return of 7.93%, while XLRE has yielded a comparatively lower 7.15% 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%
XLRE
- 1D
- 0.98%
- 1M
- 3.30%
- YTD
- 13.17%
- 6M
- 13.29%
- 1Y
- 12.05%
- 3Y*
- 10.41%
- 5Y*
- 3.32%
- 10Y*
- 7.15%
MO vs. XLRE - 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% |
XLRE Real Estate Select Sector SPDR Fund | 13.17% | 2.63% | 5.09% | 12.36% | -26.25% | 46.10% | -2.18% | 28.68% | -2.39% | 10.69% |
Correlation
The correlation between MO and XLRE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2015 | 0.35 |
The correlation between MO and XLRE shifts across timeframes, from 0.19 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MO vs. XLRE — Risk / Return Rank
MO
XLRE
MO vs. XLRE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Altria Group, Inc. (MO) and Real Estate Select Sector SPDR Fund (XLRE). 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 | XLRE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.15 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 1.34 | +0.40 |
| Martin ratioReturn relative to average drawdown | 4.39 | 3.69 | +0.70 |
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Drawdowns
MO vs. XLRE - Drawdown Comparison
The maximum MO drawdown since its inception was -65.43%, which is greater than XLRE's maximum drawdown of -38.83%. Use the drawdown chart below to compare losses from any high point for MO and XLRE.
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Drawdown Indicators
| MO | XLRE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.43% | -38.83% | -26.60% |
Max Drawdown (1Y)Largest decline over 1 year | -16.40% | -8.33% | -8.07% |
Max Drawdown (3Y)Largest decline over 3 years | -16.40% | -16.74% | +0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -25.83% | -34.12% | +8.29% |
Max Drawdown (10Y)Largest decline over 10 years | -53.69% | -38.83% | -14.86% |
Current DrawdownCurrent decline from peak | -3.50% | 0.00% | -3.50% |
Average DrawdownAverage peak-to-trough decline | -11.92% | -9.58% | -2.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.50% | 3.03% | +3.47% |
Volatility
MO vs. XLRE - Volatility Comparison
Altria Group, Inc. (MO) has a higher volatility of 6.71% compared to Real Estate Select Sector SPDR Fund (XLRE) at 4.81%. This indicates that MO's price experiences larger fluctuations and is considered to be riskier than XLRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MO | XLRE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.71% | 4.81% | +1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 17.60% | 10.20% | +7.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.59% | 13.83% | +8.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.68% | 19.10% | +1.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.97% | 20.42% | +2.55% |
Dividends
MO vs. XLRE - Dividend Comparison
MO's dividend yield for the trailing twelve months is around 5.84%, more than XLRE's 3.08% 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% |
XLRE Real Estate Select Sector SPDR Fund | 3.08% | 3.45% | 3.43% | 3.31% | 3.70% | 2.61% | 3.15% | 3.06% | 3.78% | 3.25% | 4.22% | 1.09% |
Frequently Asked Questions
MO and XLRE have a correlation of 0.19, 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 XLRE (4.81%). In terms of maximum drawdown, MO dropped -65.43% vs XLRE's -38.83%.
MO currently has the higher Sharpe Ratio (1.27 vs 0.81), 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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