MO vs. XLV
MO (Altria Group, Inc.) is a stock, while XLV (State Street Health Care Select Sector SPDR ETF) is Health & Biotech Equities fund tracking the Health Care Select Sector Index. Over the past 10 years, MO returned 7.93%/yr vs 9.81%/yr for XLV. At a 0.35 correlation, their price movements are largely independent.
Performance
MO vs. XLV - 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 XLV's -0.23% return. Over the past 10 years, MO has underperformed XLV with an annualized return of 7.93%, while XLV has yielded a comparatively higher 9.81% 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%
XLV
- 1D
- -0.18%
- 1M
- 4.90%
- YTD
- -0.23%
- 6M
- 0.67%
- 1Y
- 15.00%
- 3Y*
- 7.12%
- 5Y*
- 6.00%
- 10Y*
- 9.81%
MO vs. XLV - 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% |
XLV State Street Health Care Select Sector SPDR ETF | -0.23% | 14.50% | 2.47% | 2.07% | -2.08% | 26.04% | 13.30% | 20.45% | 6.28% | 21.77% |
Correlation
The correlation between MO and XLV is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 1998 | 0.35 |
Over the past year, the correlation between MO and XLV has dropped to 0.08 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.
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Return for Risk
MO vs. XLV — Risk / Return Rank
MO
XLV
MO vs. XLV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Altria Group, Inc. (MO) and State Street Health Care Select Sector SPDR ETF (XLV). 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 | XLV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.17 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 1.38 | +0.36 |
| Martin ratioReturn relative to average drawdown | 4.39 | 3.31 | +1.08 |
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Drawdowns
MO vs. XLV - Drawdown Comparison
The maximum MO drawdown since its inception was -65.43%, which is greater than XLV's maximum drawdown of -39.17%. Use the drawdown chart below to compare losses from any high point for MO and XLV.
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Drawdown Indicators
| MO | XLV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.43% | -39.17% | -26.26% |
Max Drawdown (1Y)Largest decline over 1 year | -16.40% | -10.47% | -5.93% |
Max Drawdown (3Y)Largest decline over 3 years | -16.40% | -17.11% | +0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -25.83% | -17.11% | -8.72% |
Max Drawdown (10Y)Largest decline over 10 years | -53.69% | -28.40% | -25.29% |
Current DrawdownCurrent decline from peak | -3.50% | -3.59% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -11.92% | -7.12% | -4.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.50% | 4.37% | +2.13% |
Volatility
MO vs. XLV - Volatility Comparison
Altria Group, Inc. (MO) has a higher volatility of 6.71% compared to State Street Health Care Select Sector SPDR ETF (XLV) at 4.90%. This indicates that MO's price experiences larger fluctuations and is considered to be riskier than XLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MO | XLV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.71% | 4.90% | +1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 17.60% | 10.60% | +7.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.59% | 15.03% | +7.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.68% | 14.75% | +5.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.97% | 16.58% | +6.39% |
Dividends
MO vs. XLV - Dividend Comparison
MO's dividend yield for the trailing twelve months is around 5.84%, more than XLV's 1.63% 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% |
XLV State Street Health Care Select Sector SPDR ETF | 1.63% | 1.60% | 1.67% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.57% | 1.47% | 1.60% | 1.43% |
Frequently Asked Questions
MO and XLV have a correlation of 0.08, 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 XLV (4.90%). In terms of maximum drawdown, MO dropped -65.43% vs XLV's -39.17%.
MO currently has the higher Sharpe Ratio (1.27 vs 0.97), 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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