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

Correlation

The correlation between SJW and MO is 0.27, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

SJW vs. MO - Performance Comparison

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

0.00%2,000,000.00%4,000,000.00%6,000,000.00%8,000,000.00%10,000,000.00%12,000,000.00%NovemberDecember2025FebruaryMarchApril
22,248.30%
11,651,900.00%
SJW
MO

Key characteristics

Sharpe Ratio

SJW:

0.02

MO:

2.53

Sortino Ratio

SJW:

0.21

MO:

3.58

Omega Ratio

SJW:

1.02

MO:

1.47

Calmar Ratio

SJW:

0.01

MO:

4.56

Martin Ratio

SJW:

0.05

MO:

10.92

Ulcer Index

SJW:

10.89%

MO:

4.30%

Daily Std Dev

SJW:

25.28%

MO:

18.57%

Max Drawdown

SJW:

-54.53%

MO:

-57.39%

Current Drawdown

SJW:

-31.85%

MO:

-2.93%

Fundamentals

Market Cap

SJW:

$1.86B

MO:

$99.01B

EPS

SJW:

$2.87

MO:

$6.54

PE Ratio

SJW:

18.94

MO:

8.98

PEG Ratio

SJW:

3.83

MO:

4.01

PS Ratio

SJW:

2.48

MO:

4.84

PB Ratio

SJW:

1.37

MO:

27.30

Total Revenue (TTM)

SJW:

$599.06M

MO:

$15.73B

Gross Profit (TTM)

SJW:

$396.00M

MO:

$11.09B

EBITDA (TTM)

SJW:

$227.84M

MO:

$12.01B

Returns By Period

In the year-to-date period, SJW achieves a 10.15% return, which is significantly lower than MO's 13.42% return. Both investments have delivered pretty close results over the past 10 years, with SJW having a 8.18% annualized return and MO not far behind at 7.99%.


SJW

YTD

10.15%

1M

3.52%

6M

-3.20%

1Y

1.03%

5Y*

0.24%

10Y*

8.18%

MO

YTD

13.42%

1M

0.88%

6M

21.63%

1Y

44.69%

5Y*

17.19%

10Y*

7.99%

*Annualized

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Risk-Adjusted Performance

SJW vs. MO — Risk-Adjusted Performance Rank

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

SJW
The Risk-Adjusted Performance Rank of SJW is 4949
Overall Rank
The Sharpe Ratio Rank of SJW is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of SJW is 4343
Sortino Ratio Rank
The Omega Ratio Rank of SJW is 4343
Omega Ratio Rank
The Calmar Ratio Rank of SJW is 5252
Calmar Ratio Rank
The Martin Ratio Rank of SJW is 5252
Martin Ratio Rank

MO
The Risk-Adjusted Performance Rank of MO is 9797
Overall Rank
The Sharpe Ratio Rank of MO is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of MO is 9797
Sortino Ratio Rank
The Omega Ratio Rank of MO is 9696
Omega Ratio Rank
The Calmar Ratio Rank of MO is 9999
Calmar Ratio Rank
The Martin Ratio Rank of MO is 9595
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.

SJW vs. MO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SJW Group (SJW) 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.


The chart of Sharpe ratio for SJW, currently valued at 0.02, compared to the broader market-2.00-1.000.001.002.003.00
SJW: 0.02
MO: 2.53
The chart of Sortino ratio for SJW, currently valued at 0.21, compared to the broader market-6.00-4.00-2.000.002.004.00
SJW: 0.21
MO: 3.58
The chart of Omega ratio for SJW, currently valued at 1.02, compared to the broader market0.501.001.502.00
SJW: 1.02
MO: 1.47
The chart of Calmar ratio for SJW, currently valued at 0.01, compared to the broader market0.001.002.003.004.005.00
SJW: 0.01
MO: 4.56
The chart of Martin ratio for SJW, currently valued at 0.05, compared to the broader market-5.000.005.0010.0015.0020.00
SJW: 0.05
MO: 10.92

The current SJW Sharpe Ratio is 0.02, which is lower than the MO Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of SJW 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.02
2.53
SJW
MO

Dividends

SJW vs. MO - Dividend Comparison

SJW's dividend yield for the trailing twelve months is around 3.01%, less than MO's 6.93% yield.


TTM20242023202220212020201920182017201620152014
SJW
SJW Group
3.01%3.25%2.33%1.77%1.86%1.85%1.69%2.01%1.63%1.45%2.63%2.33%
MO
Altria Group, Inc.
6.93%7.65%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%

Drawdowns

SJW vs. MO - Drawdown Comparison

The maximum SJW drawdown since its inception was -54.53%, roughly equal to the maximum MO drawdown of -57.39%. Use the drawdown chart below to compare losses from any high point for SJW and MO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-31.85%
-2.93%
SJW
MO

Volatility

SJW vs. MO - Volatility Comparison

SJW Group (SJW) has a higher volatility of 8.77% compared to Altria Group, Inc. (MO) at 7.10%. This indicates that SJW'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.


4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
8.77%
7.10%
SJW
MO

Financials

SJW vs. MO - Financials Comparison

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