PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
NWBI vs. MO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NWBI and MO is 0.22, 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

NWBI vs. MO - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
1.66%
9.12%
NWBI
MO

Key characteristics

Sharpe Ratio

NWBI:

0.64

MO:

2.16

Sortino Ratio

NWBI:

1.22

MO:

3.21

Omega Ratio

NWBI:

1.14

MO:

1.42

Calmar Ratio

NWBI:

0.74

MO:

2.04

Martin Ratio

NWBI:

1.97

MO:

9.91

Ulcer Index

NWBI:

9.22%

MO:

3.86%

Daily Std Dev

NWBI:

28.60%

MO:

17.68%

Max Drawdown

NWBI:

-64.95%

MO:

-81.02%

Current Drawdown

NWBI:

-12.68%

MO:

-8.44%

Fundamentals

Market Cap

NWBI:

$1.68B

MO:

$87.89B

EPS

NWBI:

$0.76

MO:

$5.92

PE Ratio

NWBI:

17.32

MO:

8.76

PEG Ratio

NWBI:

1.87

MO:

3.58

Total Revenue (TTM)

NWBI:

$484.57M

MO:

$15.34B

Gross Profit (TTM)

NWBI:

$465.83M

MO:

$10.76B

EBITDA (TTM)

NWBI:

$42.59M

MO:

$9.32B

Returns By Period

In the year-to-date period, NWBI achieves a -0.23% return, which is significantly higher than MO's -0.82% return. Both investments have delivered pretty close results over the past 10 years, with NWBI having a 6.45% annualized return and MO not far behind at 6.22%.


NWBI

YTD

-0.23%

1M

-1.20%

6M

3.13%

1Y

18.08%

5Y*

1.95%

10Y*

6.45%

MO

YTD

-0.82%

1M

-0.72%

6M

9.01%

1Y

39.25%

5Y*

8.91%

10Y*

6.22%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

NWBI vs. MO — Risk-Adjusted Performance Rank

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

NWBI
The Risk-Adjusted Performance Rank of NWBI is 6767
Overall Rank
The Sharpe Ratio Rank of NWBI is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of NWBI is 6565
Sortino Ratio Rank
The Omega Ratio Rank of NWBI is 6161
Omega Ratio Rank
The Calmar Ratio Rank of NWBI is 7474
Calmar Ratio Rank
The Martin Ratio Rank of NWBI is 6666
Martin Ratio Rank

MO
The Risk-Adjusted Performance Rank of MO is 9292
Overall Rank
The Sharpe Ratio Rank of MO is 9494
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 9090
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.

NWBI vs. MO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Northwest Bancshares, Inc. (NWBI) 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 NWBI, currently valued at 0.64, compared to the broader market-2.000.002.004.000.642.16
The chart of Sortino ratio for NWBI, currently valued at 1.22, compared to the broader market-4.00-2.000.002.004.001.223.21
The chart of Omega ratio for NWBI, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.42
The chart of Calmar ratio for NWBI, currently valued at 0.74, compared to the broader market0.002.004.006.000.742.04
The chart of Martin ratio for NWBI, currently valued at 1.97, compared to the broader market-10.000.0010.0020.0030.001.979.91
NWBI
MO

The current NWBI Sharpe Ratio is 0.64, which is lower than the MO Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of NWBI 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 Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.64
2.16
NWBI
MO

Dividends

NWBI vs. MO - Dividend Comparison

NWBI's dividend yield for the trailing twelve months is around 6.08%, less than MO's 7.71% yield.


TTM20242023202220212020201920182017201620152014
NWBI
Northwest Bancshares, Inc.
6.08%6.07%6.41%5.72%5.58%5.97%4.33%4.01%3.83%3.33%4.18%12.93%
MO
Altria Group, Inc.
7.71%7.65%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%

Drawdowns

NWBI vs. MO - Drawdown Comparison

The maximum NWBI drawdown since its inception was -64.95%, smaller than the maximum MO drawdown of -81.02%. Use the drawdown chart below to compare losses from any high point for NWBI and MO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-12.68%
-8.44%
NWBI
MO

Volatility

NWBI vs. MO - Volatility Comparison

Northwest Bancshares, Inc. (NWBI) has a higher volatility of 8.21% compared to Altria Group, Inc. (MO) at 4.45%. This indicates that NWBI'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%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
8.21%
4.45%
NWBI
MO

Financials

NWBI vs. MO - Financials Comparison

This section allows you to compare key financial metrics between Northwest Bancshares, Inc. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab