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

Key characteristics


NOKMO
YTD Return43.42%42.24%
1Y Return41.76%44.42%
3Y Return (Ann)-3.06%15.77%
5Y Return (Ann)8.05%11.87%
10Y Return (Ann)-2.75%7.42%
Sharpe Ratio1.562.65
Sortino Ratio2.253.86
Omega Ratio1.311.53
Calmar Ratio0.572.36
Martin Ratio9.0314.90
Ulcer Index5.69%3.17%
Daily Std Dev32.97%17.79%
Max Drawdown-96.01%-82.48%
Current Drawdown-84.51%-1.08%

Fundamentals


NOKMO
Market Cap$25.85B$91.30B
EPS$0.17$5.92
PE Ratio27.829.10
PEG Ratio0.534.35
Total Revenue (TTM)$19.17B$21.28B
Gross Profit (TTM)$10.82B$14.22B
EBITDA (TTM)$2.56B$12.67B

Correlation

-0.50.00.51.00.2

The correlation between NOK and MO is 0.21, 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.

Performance

NOK vs. MO - Performance Comparison

The year-to-date returns for both stocks are quite close, with NOK having a 43.42% return and MO slightly lower at 42.24%. Over the past 10 years, NOK has underperformed MO with an annualized return of -2.75%, while MO has yielded a comparatively higher 7.42% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
29.11%
29.06%
NOK
MO

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Risk-Adjusted Performance

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.


NOK
Sharpe ratio
The chart of Sharpe ratio for NOK, currently valued at 1.56, compared to the broader market-4.00-2.000.002.004.001.56
Sortino ratio
The chart of Sortino ratio for NOK, currently valued at 2.25, compared to the broader market-4.00-2.000.002.004.002.25
Omega ratio
The chart of Omega ratio for NOK, currently valued at 1.31, compared to the broader market0.501.001.502.001.31
Calmar ratio
The chart of Calmar ratio for NOK, currently valued at 0.57, compared to the broader market0.002.004.006.000.57
Martin ratio
The chart of Martin ratio for NOK, currently valued at 9.03, compared to the broader market0.0010.0020.0030.009.03
MO
Sharpe ratio
The chart of Sharpe ratio for MO, currently valued at 2.65, compared to the broader market-4.00-2.000.002.004.002.65
Sortino ratio
The chart of Sortino ratio for MO, currently valued at 3.86, compared to the broader market-4.00-2.000.002.004.003.86
Omega ratio
The chart of Omega ratio for MO, currently valued at 1.53, compared to the broader market0.501.001.502.001.53
Calmar ratio
The chart of Calmar ratio for MO, currently valued at 2.36, compared to the broader market0.002.004.006.002.36
Martin ratio
The chart of Martin ratio for MO, currently valued at 14.90, compared to the broader market0.0010.0020.0030.0014.90

NOK vs. MO - Sharpe Ratio Comparison

The current NOK Sharpe Ratio is 1.56, which is lower than the MO Sharpe Ratio of 2.65. 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 Ratio-0.500.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.56
2.65
NOK
MO

Dividends

NOK vs. MO - Dividend Comparison

NOK's dividend yield for the trailing twelve months is around 2.97%, less than MO's 7.35% yield.


TTM20232022202120202019201820172016201520142013
NOK
Nokia Corporation
2.97%5.42%1.31%0.00%0.00%3.02%4.05%4.07%6.02%2.22%6.43%0.00%
MO
Altria Group, Inc.
7.35%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%4.79%

Drawdowns

NOK vs. MO - Drawdown Comparison

The maximum NOK drawdown since its inception was -96.01%, which is greater than MO's maximum drawdown of -82.48%. 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%JuneJulyAugustSeptemberOctoberNovember
-84.51%
-1.08%
NOK
MO

Volatility

NOK vs. MO - Volatility Comparison

Nokia Corporation (NOK) has a higher volatility of 11.54% compared to Altria Group, Inc. (MO) at 8.52%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
11.54%
8.52%
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