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

Correlation

The correlation between NWBI 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.


-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.

1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%2,200.00%2,400.00%JulyAugustSeptemberOctoberNovemberDecember
2,071.44%
1,325.70%
NWBI
MO

Key characteristics

Sharpe Ratio

NWBI:

0.53

MO:

2.38

Sortino Ratio

NWBI:

1.06

MO:

3.53

Omega Ratio

NWBI:

1.12

MO:

1.46

Calmar Ratio

NWBI:

0.62

MO:

2.26

Martin Ratio

NWBI:

1.76

MO:

12.80

Ulcer Index

NWBI:

8.64%

MO:

3.31%

Daily Std Dev

NWBI:

28.60%

MO:

17.80%

Max Drawdown

NWBI:

-64.95%

MO:

-82.48%

Current Drawdown

NWBI:

-11.42%

MO:

-6.75%

Fundamentals

Market Cap

NWBI:

$1.80B

MO:

$91.74B

EPS

NWBI:

$0.76

MO:

$5.92

PE Ratio

NWBI:

18.59

MO:

9.14

PEG Ratio

NWBI:

1.87

MO:

3.79

Total Revenue (TTM)

NWBI:

$671.08M

MO:

$20.36B

Gross Profit (TTM)

NWBI:

$652.34M

MO:

$14.22B

EBITDA (TTM)

NWBI:

$43.32M

MO:

$13.08B

Returns By Period

In the year-to-date period, NWBI achieves a 14.03% return, which is significantly lower than MO's 42.16% return. Over the past 10 years, NWBI has underperformed MO with an annualized return of 6.12%, while MO has yielded a comparatively higher 7.09% annualized return.


NWBI

YTD

14.03%

1M

-7.68%

6M

26.14%

1Y

13.30%

5Y*

1.78%

10Y*

6.12%

MO

YTD

42.16%

1M

-3.82%

6M

20.02%

1Y

42.27%

5Y*

9.61%

10Y*

7.09%

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Risk-Adjusted Performance

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 0.53, compared to the broader market-4.00-2.000.002.000.532.38
The chart of Sortino ratio for NWBI, currently valued at 1.06, compared to the broader market-4.00-2.000.002.004.001.063.53
The chart of Omega ratio for NWBI, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.46
The chart of Calmar ratio for NWBI, currently valued at 0.62, compared to the broader market0.002.004.006.000.622.26
The chart of Martin ratio for NWBI, currently valued at 1.76, compared to the broader market-5.000.005.0010.0015.0020.0025.001.7612.80
NWBI
MO

The current NWBI Sharpe Ratio is 0.53, which is lower than the MO Sharpe Ratio of 2.38. 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.53
2.38
NWBI
MO

Dividends

NWBI vs. MO - Dividend Comparison

NWBI's dividend yield for the trailing twelve months is around 5.99%, more than MO's 5.53% yield.


TTM20232022202120202019201820172016201520142013
NWBI
Northwest Bancshares, Inc.
5.99%6.41%5.72%5.58%5.97%4.33%4.01%3.83%3.33%4.18%12.93%3.38%
MO
Altria Group, Inc.
5.53%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%4.79%

Drawdowns

NWBI vs. MO - Drawdown Comparison

The maximum NWBI drawdown since its inception was -64.95%, smaller than the maximum MO drawdown of -82.48%. Use the drawdown chart below to compare losses from any high point for NWBI and MO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.42%
-6.75%
NWBI
MO

Volatility

NWBI vs. MO - Volatility Comparison

Northwest Bancshares, Inc. (NWBI) has a higher volatility of 7.46% compared to Altria Group, Inc. (MO) at 4.83%. 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%JulyAugustSeptemberOctoberNovemberDecember
7.46%
4.83%
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
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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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