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MSA vs. MO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MSA and MO is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

MSA vs. MO - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025
-8.81%
6.31%
MSA
MO

Key characteristics

Sharpe Ratio

MSA:

-0.03

MO:

2.21

Sortino Ratio

MSA:

0.10

MO:

3.25

Omega Ratio

MSA:

1.01

MO:

1.42

Calmar Ratio

MSA:

-0.03

MO:

2.15

Martin Ratio

MSA:

-0.06

MO:

9.66

Ulcer Index

MSA:

10.23%

MO:

4.16%

Daily Std Dev

MSA:

20.26%

MO:

18.18%

Max Drawdown

MSA:

-70.32%

MO:

-81.02%

Current Drawdown

MSA:

-17.11%

MO:

-7.78%

Fundamentals

Market Cap

MSA:

$6.48B

MO:

$88.30B

EPS

MSA:

$6.91

MO:

$6.63

PE Ratio

MSA:

23.84

MO:

7.88

PEG Ratio

MSA:

1.70

MO:

3.65

Total Revenue (TTM)

MSA:

$1.31B

MO:

$15.34B

Gross Profit (TTM)

MSA:

$626.02M

MO:

$10.76B

EBITDA (TTM)

MSA:

$335.31M

MO:

$9.32B

Returns By Period

In the year-to-date period, MSA achieves a -0.63% return, which is significantly lower than MO's -0.11% return. Over the past 10 years, MSA has outperformed MO with an annualized return of 15.29%, while MO has yielded a comparatively lower 6.21% annualized return.


MSA

YTD

-0.63%

1M

-0.63%

6M

-8.81%

1Y

-0.58%

5Y*

5.26%

10Y*

15.29%

MO

YTD

-0.11%

1M

-0.11%

6M

6.31%

1Y

35.95%

5Y*

10.62%

10Y*

6.21%

*Annualized

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Risk-Adjusted Performance

MSA vs. MO — Risk-Adjusted Performance Rank

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

MSA
The Risk-Adjusted Performance Rank of MSA is 4141
Overall Rank
The Sharpe Ratio Rank of MSA is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of MSA is 3535
Sortino Ratio Rank
The Omega Ratio Rank of MSA is 3434
Omega Ratio Rank
The Calmar Ratio Rank of MSA is 4545
Calmar Ratio Rank
The Martin Ratio Rank of MSA is 4545
Martin Ratio Rank

MO
The Risk-Adjusted Performance Rank of MO is 9393
Overall Rank
The Sharpe Ratio Rank of MO is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of MO is 9393
Sortino Ratio Rank
The Omega Ratio Rank of MO is 9292
Omega Ratio Rank
The Calmar Ratio Rank of MO is 9191
Calmar Ratio Rank
The Martin Ratio Rank of MO is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MSA vs. MO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MSA Safety Incorporated (MSA) 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.


Sharpe ratio
The chart of Sharpe ratio for MSA, currently valued at -0.03, compared to the broader market-2.000.002.00-0.032.21
The chart of Sortino ratio for MSA, currently valued at 0.10, compared to the broader market-4.00-2.000.002.004.000.103.25
The chart of Omega ratio for MSA, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.42
The chart of Calmar ratio for MSA, currently valued at -0.03, compared to the broader market0.002.004.006.00-0.032.15
The chart of Martin ratio for MSA, currently valued at -0.06, compared to the broader market0.0010.0020.00-0.069.66
MSA
MO

The current MSA Sharpe Ratio is -0.03, which is lower than the MO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of MSA and MO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025
-0.03
2.21
MSA
MO

Dividends

MSA vs. MO - Dividend Comparison

MSA's dividend yield for the trailing twelve months is around 1.21%, less than MO's 7.66% yield.


TTM20242023202220212020201920182017201620152014
MSA
MSA Safety Incorporated
1.21%1.21%1.11%1.26%1.16%1.14%1.30%1.58%1.78%1.89%2.92%2.32%
MO
Altria Group, Inc.
7.66%7.65%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%

Drawdowns

MSA vs. MO - Drawdown Comparison

The maximum MSA drawdown since its inception was -70.32%, smaller than the maximum MO drawdown of -81.02%. Use the drawdown chart below to compare losses from any high point for MSA and MO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025
-17.11%
-7.78%
MSA
MO

Volatility

MSA vs. MO - Volatility Comparison

The current volatility for MSA Safety Incorporated (MSA) is 5.48%, while Altria Group, Inc. (MO) has a volatility of 5.93%. This indicates that MSA experiences smaller price fluctuations and is considered to be less risky than MO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%SeptemberOctoberNovemberDecember2025
5.48%
5.93%
MSA
MO

Financials

MSA vs. MO - Financials Comparison

This section allows you to compare key financial metrics between MSA Safety Incorporated and Altria Group, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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