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

Correlation

The correlation between TDS and MO is 0.20, 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

TDS vs. MO - Performance Comparison

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

200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%JulyAugustSeptemberOctoberNovemberDecember
310.08%
1,222.72%
TDS
MO

Key characteristics

Sharpe Ratio

TDS:

1.51

MO:

2.38

Sortino Ratio

TDS:

2.23

MO:

3.53

Omega Ratio

TDS:

1.34

MO:

1.46

Calmar Ratio

TDS:

1.33

MO:

2.26

Martin Ratio

TDS:

7.35

MO:

12.80

Ulcer Index

TDS:

12.38%

MO:

3.31%

Daily Std Dev

TDS:

60.27%

MO:

17.80%

Max Drawdown

TDS:

-85.84%

MO:

-82.48%

Current Drawdown

TDS:

-22.36%

MO:

-6.75%

Fundamentals

Market Cap

TDS:

$3.83B

MO:

$91.74B

EPS

TDS:

-$5.40

MO:

$5.92

PEG Ratio

TDS:

4.56

MO:

3.79

Total Revenue (TTM)

TDS:

$5.04B

MO:

$20.36B

Gross Profit (TTM)

TDS:

$2.39B

MO:

$14.22B

EBITDA (TTM)

TDS:

$630.00M

MO:

$13.08B

Returns By Period

In the year-to-date period, TDS achieves a 88.46% return, which is significantly higher than MO's 42.16% return. Over the past 10 years, TDS has underperformed MO with an annualized return of 6.60%, while MO has yielded a comparatively higher 7.09% annualized return.


TDS

YTD

88.46%

1M

3.18%

6M

80.17%

1Y

92.45%

5Y*

10.83%

10Y*

6.60%

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

TDS vs. MO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Telephone and Data Systems, Inc. (TDS) 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 TDS, currently valued at 1.51, compared to the broader market-4.00-2.000.002.001.512.38
The chart of Sortino ratio for TDS, currently valued at 2.23, compared to the broader market-4.00-2.000.002.004.002.233.53
The chart of Omega ratio for TDS, currently valued at 1.34, compared to the broader market0.501.001.502.001.341.46
The chart of Calmar ratio for TDS, currently valued at 1.33, compared to the broader market0.002.004.006.001.332.26
The chart of Martin ratio for TDS, currently valued at 7.35, compared to the broader market-5.000.005.0010.0015.0020.0025.007.3512.80
TDS
MO

The current TDS Sharpe Ratio is 1.51, which is lower than the MO Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of TDS 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
1.51
2.38
TDS
MO

Dividends

TDS vs. MO - Dividend Comparison

TDS's dividend yield for the trailing twelve months is around 0.91%, less than MO's 5.53% yield.


TTM20232022202120202019201820172016201520142013
TDS
Telephone and Data Systems, Inc.
0.91%4.03%6.86%3.47%3.66%2.60%1.97%2.23%2.05%2.18%2.12%1.99%
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

TDS vs. MO - Drawdown Comparison

The maximum TDS drawdown since its inception was -85.84%, roughly equal to the maximum MO drawdown of -82.48%. Use the drawdown chart below to compare losses from any high point for TDS and MO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-22.36%
-6.75%
TDS
MO

Volatility

TDS vs. MO - Volatility Comparison

Telephone and Data Systems, Inc. (TDS) has a higher volatility of 9.72% compared to Altria Group, Inc. (MO) at 4.83%. This indicates that TDS'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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.72%
4.83%
TDS
MO

Financials

TDS vs. MO - Financials Comparison

This section allows you to compare key financial metrics between Telephone and Data Systems, 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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