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PHM7.DE vs. MO
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

PHM7.DE vs. MO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Altria Group Inc (PHM7.DE) and Altria Group, Inc. (MO). The values are adjusted to include any dividend payments, if applicable.

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PHM7.DE vs. MO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PHM7.DE
Altria Group Inc
18.67%4.03%47.83%-8.48%9.72%33.45%-19.94%11.09%-24.82%-4.94%
MO
Altria Group, Inc.
18.06%4.15%50.05%-6.58%10.84%33.47%-17.61%10.31%-23.72%-4.00%
Different Trading Currencies

PHM7.DE is traded in EUR, while MO is traded in USD. To make them comparable, the MO values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with PHM7.DE having a 18.67% return and MO slightly lower at 18.06%. Over the past 10 years, PHM7.DE has underperformed MO with an annualized return of 6.40%, while MO has yielded a comparatively higher 7.27% annualized return.


PHM7.DE

1D
2.50%
1M
-0.97%
YTD
18.67%
6M
5.12%
1Y
15.60%
3Y*
19.16%
5Y*
13.18%
10Y*
6.40%

MO

1D
0.88%
1M
-2.31%
YTD
18.06%
6M
5.19%
1Y
15.66%
3Y*
20.42%
5Y*
14.20%
10Y*
7.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PHM7.DE vs. MO — Risk / Return Rank

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

PHM7.DE
PHM7.DE Risk / Return Rank: 5959
Overall Rank
PHM7.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
PHM7.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
PHM7.DE Omega Ratio Rank: 5656
Omega Ratio Rank
PHM7.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
PHM7.DE Martin Ratio Rank: 6060
Martin Ratio Rank

MO
MO Risk / Return Rank: 6868
Overall Rank
MO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
MO Sortino Ratio Rank: 6767
Sortino Ratio Rank
MO Omega Ratio Rank: 6969
Omega Ratio Rank
MO Calmar Ratio Rank: 6464
Calmar Ratio Rank
MO Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PHM7.DE vs. MO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Altria Group Inc (PHM7.DE) 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.


PHM7.DEMODifference

Sharpe ratio

Return per unit of total volatility

0.76

0.71

+0.05

Sortino ratio

Return per unit of downside risk

1.11

1.10

+0.01

Omega ratio

Gain probability vs. loss probability

1.15

1.14

+0.01

Calmar ratio

Return relative to maximum drawdown

0.84

0.71

+0.12

Martin ratio

Return relative to average drawdown

2.14

1.81

+0.33

PHM7.DE vs. MO - Sharpe Ratio Comparison

The current PHM7.DE Sharpe Ratio is 0.76, which is comparable to the MO Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of PHM7.DE 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.


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Sharpe Ratios by Period


PHM7.DEMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

0.71

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.68

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.31

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

Correlation

The correlation between PHM7.DE and MO is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PHM7.DE vs. MO - Dividend Comparison

PHM7.DE's dividend yield for the trailing twelve months is around 5.44%, less than MO's 6.39% yield.


TTM20252024202320222021202020192018201720162015
PHM7.DE
Altria Group Inc
5.44%6.42%6.44%8.47%7.11%6.21%7.70%5.66%5.20%3.24%2.87%3.14%
MO
Altria Group, Inc.
6.39%7.21%7.65%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%

Drawdowns

PHM7.DE vs. MO - Drawdown Comparison

The maximum PHM7.DE drawdown since its inception was -1,241.25%, which is greater than MO's maximum drawdown of -80.39%. Use the drawdown chart below to compare losses from any high point for PHM7.DE and MO.


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Drawdown Indicators


PHM7.DEMODifference

Max Drawdown

Largest peak-to-trough decline

-1,241.25%

-81.02%

-1,160.23%

Max Drawdown (1Y)

Largest decline over 1 year

-17.00%

-16.40%

-0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-25.18%

-25.83%

+0.65%

Max Drawdown (10Y)

Largest decline over 10 years

-52.75%

-53.69%

+0.94%

Current Drawdown

Current decline from peak

-1,216.71%

-4.07%

-1,212.64%

Average Drawdown

Average peak-to-trough decline

-468.19%

-17.45%

-450.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.65%

6.33%

+0.32%

Volatility

PHM7.DE vs. MO - Volatility Comparison

Altria Group Inc (PHM7.DE) has a higher volatility of 7.20% compared to Altria Group, Inc. (MO) at 6.75%. This indicates that PHM7.DE'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.


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Volatility by Period


PHM7.DEMODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.20%

6.75%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

16.53%

17.25%

-0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

20.99%

22.37%

-1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.18%

20.98%

+0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.12%

23.36%

-0.24%

Financials

PHM7.DE vs. MO - Financials Comparison

This section allows you to compare key financial metrics between Altria Group 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


Please note, different currencies. PHM7.DE values in EUR, MO values in USD