RSP vs. MO
RSP (Invesco S&P 500 Equal Weight ETF) is S&P 500 fund tracking the S&P 500 Equal Weight Index, while MO (Altria Group, Inc.) is a stock. Over the past 10 years, RSP returned 12.15%/yr vs 7.93%/yr for MO. At a 0.41 correlation, their price movements are largely independent.
Performance
RSP vs. MO - Performance Comparison
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Returns By Period
In the year-to-date period, RSP achieves a 10.96% return, which is significantly lower than MO's 26.86% return. Over the past 10 years, RSP has outperformed MO with an annualized return of 12.15%, while MO has yielded a comparatively lower 7.93% annualized return.
RSP
- 1D
- 0.91%
- 1M
- 4.30%
- YTD
- 10.96%
- 6M
- 10.34%
- 1Y
- 19.88%
- 3Y*
- 14.66%
- 5Y*
- 8.59%
- 10Y*
- 12.15%
MO
- 1D
- 0.74%
- 1M
- 0.56%
- YTD
- 26.86%
- 6M
- 26.78%
- 1Y
- 28.51%
- 3Y*
- 25.73%
- 5Y*
- 16.36%
- 10Y*
- 7.93%
RSP vs. MO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RSP Invesco S&P 500 Equal Weight ETF | 10.96% | 11.21% | 12.79% | 13.70% | -11.62% | 29.41% | 12.66% | 28.91% | -7.84% | 18.52% |
MO Altria Group, Inc. | 26.86% | 18.17% | 40.76% | -3.70% | 4.37% | 24.18% | -10.21% | 7.87% | -27.14% | 9.45% |
Correlation
The correlation between RSP and MO is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Apr 30, 2003 | 0.41 |
The correlation between RSP and MO shifts across timeframes, from -0.08 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RSP vs. MO — Risk / Return Rank
RSP
MO
RSP vs. MO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Equal Weight ETF (RSP) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RSP | MO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.42 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.24 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 1.75 | +0.80 |
| Martin ratioReturn relative to average drawdown | 9.63 | 4.39 | +5.24 |
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Drawdowns
RSP vs. MO - Drawdown Comparison
The maximum RSP drawdown since its inception was -59.92%, smaller than the maximum MO drawdown of -65.43%. Use the drawdown chart below to compare losses from any high point for RSP and MO.
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Drawdown Indicators
| RSP | MO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.92% | -65.43% | +5.51% |
Max Drawdown (1Y)Largest decline over 1 year | -7.85% | -16.40% | +8.55% |
Max Drawdown (3Y)Largest decline over 3 years | -17.81% | -16.40% | -1.41% |
Max Drawdown (5Y)Largest decline over 5 years | -21.38% | -25.83% | +4.45% |
Max Drawdown (10Y)Largest decline over 10 years | -39.04% | -53.69% | +14.65% |
Current DrawdownCurrent decline from peak | 0.00% | -3.50% | +3.50% |
Average DrawdownAverage peak-to-trough decline | -6.64% | -11.92% | +5.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 6.50% | -4.43% |
Volatility
RSP vs. MO - Volatility Comparison
The current volatility for Invesco S&P 500 Equal Weight ETF (RSP) is 3.57%, while Altria Group, Inc. (MO) has a volatility of 6.71%. This indicates that RSP experiences smaller price fluctuations and is considered to be less risky 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
| RSP | MO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.57% | 6.71% | -3.14% |
Volatility (6M)Calculated over the trailing 6-month period | 8.59% | 17.60% | -9.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.83% | 22.59% | -10.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.22% | 20.68% | -4.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.36% | 22.97% | -4.61% |
Dividends
RSP vs. MO - Dividend Comparison
RSP's dividend yield for the trailing twelve months is around 1.47%, less than MO's 5.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MO Altria Group, Inc. | 5.84% | 7.21% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% |
RSP Invesco S&P 500 Equal Weight ETF | 1.47% | 1.64% | 1.52% | 1.64% | 1.82% | 1.28% | 1.64% | 1.69% | 2.02% | 1.52% | 1.20% | 1.70% |
Frequently Asked Questions
RSP and MO have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MO has higher volatility (6.71%) compared to RSP (3.57%). In terms of maximum drawdown, RSP dropped -59.92% vs MO's -65.43%.
RSP currently has the higher Sharpe Ratio (1.69 vs 1.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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