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

Correlation

The correlation between NWN 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

NWN vs. MO - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
1.51%
8.16%
NWN
MO

Key characteristics

Sharpe Ratio

NWN:

0.35

MO:

2.34

Sortino Ratio

NWN:

0.65

MO:

3.44

Omega Ratio

NWN:

1.09

MO:

1.45

Calmar Ratio

NWN:

0.19

MO:

2.25

Martin Ratio

NWN:

1.45

MO:

10.33

Ulcer Index

NWN:

6.05%

MO:

4.07%

Daily Std Dev

NWN:

24.92%

MO:

18.04%

Max Drawdown

NWN:

-46.27%

MO:

-57.38%

Current Drawdown

NWN:

-35.93%

MO:

-7.13%

Fundamentals

Market Cap

NWN:

$1.64B

MO:

$90.59B

EPS

NWN:

$2.10

MO:

$5.92

PE Ratio

NWN:

19.41

MO:

9.03

PEG Ratio

NWN:

2.12

MO:

3.64

Total Revenue (TTM)

NWN:

$782.12M

MO:

$15.34B

Gross Profit (TTM)

NWN:

$349.28M

MO:

$10.76B

EBITDA (TTM)

NWN:

$232.25M

MO:

$9.32B

Returns By Period

In the year-to-date period, NWN achieves a 2.02% return, which is significantly higher than MO's 0.59% return. Over the past 10 years, NWN has underperformed MO with an annualized return of 1.48%, while MO has yielded a comparatively higher 6.53% annualized return.


NWN

YTD

2.02%

1M

2.23%

6M

1.51%

1Y

8.83%

5Y*

-7.86%

10Y*

1.48%

MO

YTD

0.59%

1M

0.42%

6M

8.16%

1Y

40.93%

5Y*

10.59%

10Y*

6.53%

*Annualized

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Risk-Adjusted Performance

NWN vs. MO — Risk-Adjusted Performance Rank

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

NWN
The Risk-Adjusted Performance Rank of NWN is 5656
Overall Rank
The Sharpe Ratio Rank of NWN is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of NWN is 5050
Sortino Ratio Rank
The Omega Ratio Rank of NWN is 5050
Omega Ratio Rank
The Calmar Ratio Rank of NWN is 5656
Calmar Ratio Rank
The Martin Ratio Rank of NWN is 6262
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 9494
Sortino Ratio Rank
The Omega Ratio Rank of MO is 9393
Omega Ratio Rank
The Calmar Ratio Rank of MO is 9292
Calmar Ratio Rank
The Martin Ratio Rank of MO is 9292
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.

NWN vs. MO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Northwest Natural Holding Company (NWN) 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 NWN, currently valued at 0.35, compared to the broader market-2.000.002.000.352.34
The chart of Sortino ratio for NWN, currently valued at 0.65, compared to the broader market-4.00-2.000.002.004.000.653.44
The chart of Omega ratio for NWN, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.45
The chart of Calmar ratio for NWN, currently valued at 0.19, compared to the broader market0.002.004.006.000.192.25
The chart of Martin ratio for NWN, currently valued at 1.45, compared to the broader market-20.00-10.000.0010.0020.001.4510.33
NWN
MO

The current NWN Sharpe Ratio is 0.35, which is lower than the MO Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of NWN 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-0.500.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.35
2.34
NWN
MO

Dividends

NWN vs. MO - Dividend Comparison

NWN's dividend yield for the trailing twelve months is around 4.84%, less than MO's 7.60% yield.


TTM20242023202220212020201920182017201620152014
NWN
Northwest Natural Holding Company
4.84%4.94%4.99%4.06%3.94%4.16%2.58%3.13%3.16%3.13%3.68%3.70%
MO
Altria Group, Inc.
7.60%7.65%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%

Drawdowns

NWN vs. MO - Drawdown Comparison

The maximum NWN drawdown since its inception was -46.27%, smaller than the maximum MO drawdown of -57.38%. Use the drawdown chart below to compare losses from any high point for NWN and MO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-35.93%
-7.13%
NWN
MO

Volatility

NWN vs. MO - Volatility Comparison

Northwest Natural Holding Company (NWN) has a higher volatility of 6.86% compared to Altria Group, Inc. (MO) at 5.39%. This indicates that NWN'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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
6.86%
5.39%
NWN
MO

Financials

NWN vs. MO - Financials Comparison

This section allows you to compare key financial metrics between Northwest Natural Holding Company 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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