MPAA vs. MO

Last updated Jun 4, 2026

MPAA (Motorcar Parts of America, Inc.) and MO (Altria Group, Inc.) are both stocks. MPAA operates in Auto Parts (Consumer Cyclical), while MO operates in Tobacco (Consumer Defensive). Over the past 10 years, MPAA returned -9.63%/yr vs 7.78%/yr for MO. At a 0.08 correlation, their price movements are largely independent.

Performance

MPAA vs. MO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motorcar Parts of America, Inc. (MPAA) and Altria Group, Inc. (MO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MPAA achieves a -14.51% return, which is significantly lower than MO's 23.96% return. Over the past 10 years, MPAA has underperformed MO with an annualized return of -9.63%, while MO has yielded a comparatively higher 7.78% annualized return.

MPAA

• 1D: -1.49%
• 1M: -5.25%
• YTD: -14.51%
• 6M: -19.59%
• 1Y: -11.34%
• 3Y*: 23.43%
• 5Y*: -15.27%
• 10Y*: -9.63%

MO

• 1D: 1.53%
• 1M: -4.24%
• YTD: 23.96%
• 6M: 24.61%
• 1Y: 24.64%
• 3Y*: 25.16%
• 5Y*: 15.82%
• 10Y*: 7.78%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MPAA vs. MO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MPAA Motorcar Parts of America, Inc.	-14.51%	62.37%	-18.63%	-21.25%	-30.52%	-13.00%	-10.94%	32.39%	-33.41%	-7.17%
MO Altria Group, Inc.	23.96%	18.17%	40.76%	-3.70%	4.37%	24.18%	-10.21%	7.87%	-27.14%	9.45%

Correlation

The correlation between MPAA and MO is -0.11, 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	-0.11
Correlation (3Y) Calculated over the trailing 3-year period	-0.01
Correlation (5Y) Calculated over the trailing 5-year period	0.07
Correlation (10Y) Calculated over the trailing 10-year period	0.13
Correlation (All Time) Calculated using the full available price history since Mar 24, 1994	0.08

The correlation between MPAA and MO shifts across timeframes, from -0.11 (1 year) to 0.13 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap MPAA : $212.54M MO : $117.61B
EPS MPAA : $0.10 MO : $4.79
PE Ratio MPAA : 107.29 MO : 14.66
PEG Ratio MPAA : 2.76 MO : 0.31
PS Ratio MPAA : 0.27 MO : 5.41
Total Revenue (TTM) MPAA : $770.64M MO : $21.82B
Gross Profit (TTM) MPAA : $148.02M MO : $14.80B
EBITDA (TTM) MPAA : $60.93M MO : $11.70B

Return for Risk

MPAA vs. MO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MPAA

MPAA Risk / Return Rank: 34
MPAA Sharpe Ratio Rank: 33
MPAA Sortino Ratio Rank: 34
MPAA Omega Ratio Rank: 34
MPAA Calmar Ratio Rank: 33
MPAA Martin Ratio Rank: 33

MO

MO Risk / Return Rank: 69
MO Sharpe Ratio Rank: 73
MO Sortino Ratio Rank: 66
MO Omega Ratio Rank: 68
MO Calmar Ratio Rank: 68
MO Martin Ratio Rank: 70

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MPAA vs. MO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motorcar Parts of America, Inc. (MPAA) and Altria Group, Inc. (MO). 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.

	MPAA	MO	Difference
Sharpe ratio Return per unit of total volatility	-0.19	1.10	-1.29
Sortino ratio Return per unit of downside risk	0.16	1.58	-1.42
Omega ratio Gain probability vs. loss probability	1.02	1.22	-0.19
Calmar ratio Return relative to maximum drawdown	-0.25	1.51	-1.76
Martin ratio Return relative to average drawdown	-0.43	3.82	-4.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MPAA vs. MO - Sharpe Ratio Comparison

The current MPAA Sharpe Ratio is -0.19, which is lower than the MO Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of MPAA and MO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MPAA	MO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.19	1.10	-1.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.25	0.77	-1.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.18	0.34	-0.52
Sharpe Ratio (All Time) Calculated using the full available price history	0.01	0.69	-0.68

Drawdowns

MPAA vs. MO - Drawdown Comparison

The maximum MPAA drawdown since its inception was -97.82%, which is greater than MO's maximum drawdown of -65.43%. Use the drawdown chart below to compare losses from any high point for MPAA and MO.

Drawdown Indicators

	MPAA	MO	Difference
Max Drawdown Largest peak-to-trough decline	-97.82%	-65.43%	-32.39%
Max Drawdown (1Y) Largest decline over 1 year	-46.31%	-16.40%	-29.91%
Max Drawdown (3Y) Largest decline over 3 years	-53.34%	-16.40%	-36.94%
Max Drawdown (5Y) Largest decline over 5 years	-82.71%	-25.83%	-56.88%
Max Drawdown (10Y) Largest decline over 10 years	-86.63%	-53.69%	-32.94%
Current Drawdown Current decline from peak	-73.79%	-5.70%	-68.09%
Average Drawdown Average peak-to-trough decline	-51.31%	-11.93%	-39.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	26.20%	6.48%	+19.72%

Volatility

MPAA vs. MO - Volatility Comparison

Motorcar Parts of America, Inc. (MPAA) has a higher volatility of 9.86% compared to Altria Group, Inc. (MO) at 7.41%. This indicates that MPAA's price experiences larger fluctuations and is considered to be riskier than MO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MPAA	MO	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.86%	7.41%	+2.45%
Volatility (6M) Calculated over the trailing 6-month period	33.37%	17.18%	+16.19%
Volatility (1Y) Calculated over the trailing 1-year period	61.52%	22.42%	+39.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	60.98%	20.63%	+40.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	54.45%	22.94%	+31.51%

Dividends

MPAA vs. MO - Dividend Comparison

MPAA has not paid dividends to shareholders, while MO's dividend yield for the trailing twelve months is around 5.97%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MO Altria Group, Inc.	5.97%	7.21%	7.65%	9.52%	8.05%	7.43%	8.29%	6.57%	6.07%	3.56%	3.48%	3.73%
MPAA Motorcar Parts of America, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

MPAA vs. MO - Profitability Comparison

The chart below illustrates the profitability comparison between Motorcar Parts of America, Inc. and Altria Group, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

MPAA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Motorcar Parts of America, Inc. reported a gross profit of 32.88M and revenue of 167.70M. Therefore, the gross margin over that period was 19.6%.

MO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Altria Group, Inc. reported a gross profit of 3.51B and revenue of 5.43B. Therefore, the gross margin over that period was 64.6%.

MPAA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Motorcar Parts of America, Inc. reported an operating income of 8.33M and revenue of 167.70M, resulting in an operating margin of 5.0%.

MO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Altria Group, Inc. reported an operating income of 2.96B and revenue of 5.43B, resulting in an operating margin of 54.5%.

MPAA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Motorcar Parts of America, Inc. reported a net income of 1.78M and revenue of 167.70M, resulting in a net margin of 1.1%.

MO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Altria Group, Inc. reported a net income of 2.18B and revenue of 5.43B, resulting in a net margin of 40.2%.

Frequently Asked Questions

Can I hold both MPAA and MO in my portfolio?

MPAA and MO have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MPAA or MO?

MPAA has higher volatility (9.86%) compared to MO (7.41%). In terms of maximum drawdown, MPAA dropped -97.82% vs MO's -65.43%.

Which has better risk-adjusted returns?

MO currently has the higher Sharpe Ratio (1.10 vs -0.19), 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.