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

Correlation

The correlation between NOK and MO is 0.37, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

NOK vs. MO - Performance Comparison

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

0.00%20,000.00%40,000.00%60,000.00%80,000.00%NovemberDecember2025FebruaryMarchApril
730.01%
75,366.32%
NOK
MO

Key characteristics

Sharpe Ratio

NOK:

1.21

MO:

2.53

Sortino Ratio

NOK:

1.77

MO:

3.58

Omega Ratio

NOK:

1.25

MO:

1.47

Calmar Ratio

NOK:

0.44

MO:

4.56

Martin Ratio

NOK:

6.12

MO:

10.92

Ulcer Index

NOK:

6.31%

MO:

4.30%

Daily Std Dev

NOK:

32.04%

MO:

18.57%

Max Drawdown

NOK:

-95.97%

MO:

-57.39%

Current Drawdown

NOK:

-83.41%

MO:

-2.93%

Fundamentals

Market Cap

NOK:

$26.89B

MO:

$98.25B

EPS

NOK:

$0.25

MO:

$6.54

PE Ratio

NOK:

19.96

MO:

8.91

PEG Ratio

NOK:

1.60

MO:

4.01

PS Ratio

NOK:

1.40

MO:

4.81

PB Ratio

NOK:

1.15

MO:

27.30

Total Revenue (TTM)

NOK:

$19.17B

MO:

$15.73B

Gross Profit (TTM)

NOK:

$14.06B

MO:

$11.09B

EBITDA (TTM)

NOK:

$2.23B

MO:

$12.01B

Returns By Period

The year-to-date returns for both investments are quite close, with NOK having a 13.41% return and MO slightly higher at 13.42%. Over the past 10 years, NOK has underperformed MO with an annualized return of -1.35%, while MO has yielded a comparatively higher 8.32% annualized return.


NOK

YTD

13.41%

1M

-4.04%

6M

5.32%

1Y

39.80%

5Y*

9.86%

10Y*

-1.35%

MO

YTD

13.42%

1M

-0.07%

6M

21.63%

1Y

45.23%

5Y*

17.01%

10Y*

8.32%

*Annualized

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Risk-Adjusted Performance

NOK vs. MO — Risk-Adjusted Performance Rank

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

NOK
The Risk-Adjusted Performance Rank of NOK is 8383
Overall Rank
The Sharpe Ratio Rank of NOK is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of NOK is 8383
Sortino Ratio Rank
The Omega Ratio Rank of NOK is 8383
Omega Ratio Rank
The Calmar Ratio Rank of NOK is 7272
Calmar Ratio Rank
The Martin Ratio Rank of NOK is 9090
Martin Ratio Rank

MO
The Risk-Adjusted Performance Rank of MO is 9797
Overall Rank
The Sharpe Ratio Rank of MO is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of MO is 9797
Sortino Ratio Rank
The Omega Ratio Rank of MO is 9696
Omega Ratio Rank
The Calmar Ratio Rank of MO is 9999
Calmar Ratio Rank
The Martin Ratio Rank of MO is 9696
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.

NOK vs. MO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nokia Corporation (NOK) 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.


The chart of Sharpe ratio for NOK, currently valued at 1.21, compared to the broader market-2.00-1.000.001.002.003.00
NOK: 1.21
MO: 2.53
The chart of Sortino ratio for NOK, currently valued at 1.77, compared to the broader market-6.00-4.00-2.000.002.004.00
NOK: 1.77
MO: 3.58
The chart of Omega ratio for NOK, currently valued at 1.25, compared to the broader market0.501.001.502.00
NOK: 1.25
MO: 1.47
The chart of Calmar ratio for NOK, currently valued at 0.44, compared to the broader market0.001.002.003.004.005.00
NOK: 0.44
MO: 4.56
The chart of Martin ratio for NOK, currently valued at 6.12, compared to the broader market-5.000.005.0010.0015.0020.00
NOK: 6.12
MO: 10.92

The current NOK Sharpe Ratio is 1.21, which is lower than the MO Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of NOK 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 Ratio1.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
1.21
2.53
NOK
MO

Dividends

NOK vs. MO - Dividend Comparison

NOK's dividend yield for the trailing twelve months is around 1.93%, less than MO's 6.93% yield.


TTM20242023202220212020201920182017201620152014
NOK
Nokia Corporation
1.93%3.17%5.42%1.31%0.00%0.00%3.02%4.05%4.07%6.02%2.22%6.43%
MO
Altria Group, Inc.
6.93%7.65%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%

Drawdowns

NOK vs. MO - Drawdown Comparison

The maximum NOK drawdown since its inception was -95.97%, which is greater than MO's maximum drawdown of -57.39%. Use the drawdown chart below to compare losses from any high point for NOK and MO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-83.41%
-2.93%
NOK
MO

Volatility

NOK vs. MO - Volatility Comparison

Nokia Corporation (NOK) has a higher volatility of 15.82% compared to Altria Group, Inc. (MO) at 7.10%. This indicates that NOK'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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.82%
7.10%
NOK
MO

Financials

NOK vs. MO - Financials Comparison

This section allows you to compare key financial metrics between Nokia Corporation 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