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VFC vs. MO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

VFC vs. MO - Performance Comparison

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

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Returns By Period

In the year-to-date period, VFC achieves a -7.59% return, which is significantly lower than MO's 25.71% return. Over the past 10 years, VFC has underperformed MO with an annualized return of -9.33%, while MO has yielded a comparatively higher 7.79% annualized return.


VFC

1D
0.18%
1M
-12.43%
YTD
-7.59%
6M
-6.88%
1Y
33.81%
3Y*
-2.29%
5Y*
-24.29%
10Y*
-9.33%

MO

1D
-1.25%
1M
4.65%
YTD
25.71%
6M
27.02%
1Y
28.81%
3Y*
25.85%
5Y*
16.08%
10Y*
7.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VFC vs. MO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VFC
V.F. Corporation
-7.59%-13.83%16.64%-28.51%-60.38%-12.05%-12.00%51.70%-1.33%42.78%
MO
Altria Group, Inc.
25.71%18.17%40.76%-3.70%4.37%24.18%-10.21%7.87%-27.14%9.45%

Correlation

The correlation between VFC and MO is -0.06, 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

-0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Jul 2, 1985

0.23

The correlation between VFC and MO shifts across timeframes, from -0.06 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

VFC:

$0.57

MO:

$4.79

PE Ratio

VFC:

29.29

MO:

14.87

PEG Ratio

VFC:

0.55

MO:

0.32

PS Ratio

VFC:

0.68

MO:

5.49

Total Revenue (TTM)

VFC:

$9.58B

MO:

$21.82B

Gross Profit (TTM)

VFC:

$5.16B

MO:

$14.80B

EBITDA (TTM)

VFC:

$961.05M

MO:

$11.70B

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Return for Risk

VFC vs. MO — Risk / Return Rank

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

VFC
VFC Risk / Return Rank: 6464
Overall Rank
VFC Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VFC Sortino Ratio Rank: 6161
Sortino Ratio Rank
VFC Omega Ratio Rank: 5959
Omega Ratio Rank
VFC Calmar Ratio Rank: 6868
Calmar Ratio Rank
VFC Martin Ratio Rank: 6868
Martin Ratio Rank

MO
MO Risk / Return Rank: 7474
Overall Rank
MO Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
MO Sortino Ratio Rank: 7272
Sortino Ratio Rank
MO Omega Ratio Rank: 7474
Omega Ratio Rank
MO Calmar Ratio Rank: 7373
Calmar Ratio Rank
MO Martin Ratio Rank: 7474
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.

VFC vs. MO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for V.F. Corporation (VFC) 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.


VFCMODifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-0.54

Omega ratioGain probability vs. loss probability

1.15

1.25

-0.09

Calmar ratioReturn relative to maximum drawdown

1.33

1.76

-0.44

Martin ratioReturn relative to average drawdown

3.07

4.45

-1.38

VFC vs. MO - Sharpe Ratio Comparison

The current VFC Sharpe Ratio is 0.70, which is lower than the MO Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of VFC and MO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VFCMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

1.29

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.46

0.78

-1.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.21

0.34

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.69

-0.47

Drawdowns

VFC vs. MO - Drawdown Comparison

The maximum VFC drawdown since its inception was -88.41%, which is greater than MO's maximum drawdown of -65.43%. Use the drawdown chart below to compare losses from any high point for VFC and MO.


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Drawdown Indicators


VFCMODifference

Max Drawdown

Largest peak-to-trough decline

-88.41%

-65.43%

-22.98%

Max Drawdown (1Y)

Largest decline over 1 year

-25.57%

-16.40%

-9.17%

Max Drawdown (3Y)

Largest decline over 3 years

-63.66%

-16.40%

-47.26%

Max Drawdown (5Y)

Largest decline over 5 years

-86.78%

-25.83%

-60.95%

Max Drawdown (10Y)

Largest decline over 10 years

-88.41%

-53.69%

-34.72%

Current Drawdown

Current decline from peak

-79.75%

-4.37%

-75.38%

Average Drawdown

Average peak-to-trough decline

-21.64%

-11.93%

-9.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.05%

6.49%

+4.56%

Volatility

VFC vs. MO - Volatility Comparison

V.F. Corporation (VFC) has a higher volatility of 11.48% compared to Altria Group, Inc. (MO) at 6.69%. This indicates that VFC'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


VFCMODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.48%

6.69%

+4.79%

Volatility (6M)

Calculated over the trailing 6-month period

30.81%

17.32%

+13.49%

Volatility (1Y)

Calculated over the trailing 1-year period

48.84%

22.53%

+26.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.49%

20.64%

+32.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.90%

22.96%

+21.94%

Dividends

VFC vs. MO - Dividend Comparison

VFC's dividend yield for the trailing twelve months is around 2.17%, less than MO's 5.89% yield.


PositionTTM20252024202320222021202020192018201720162015
MO
Altria Group, Inc.
5.89%7.21%7.65%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%
VFC
V.F. Corporation
2.17%1.99%1.68%5.27%7.28%2.69%2.26%1.91%2.65%2.32%2.87%2.14%

Financials

VFC vs. MO - Financials Comparison

This section allows you to compare key financial metrics between V.F. Corporation 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


2.00B3.00B4.00B5.00B6.00B20222023202420252026
2.88B
5.43B
(VFC) Total Revenue
(MO) Total Revenue
Values in USD except per share items

VFC vs. MO - Profitability Comparison

The chart below illustrates the profitability comparison between V.F. Corporation and Altria Group, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%55.0%60.0%65.0%70.0%20222023202420252026
55.6%
64.6%
Portfolio components
VFC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, V.F. Corporation reported a gross profit of 1.60B and revenue of 2.88B. Therefore, the gross margin over that period was 55.6%.

MO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Altria Group, Inc. reported a gross profit of 3.51B and revenue of 5.43B. Therefore, the gross margin over that period was 64.6%.

VFC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, V.F. Corporation reported an operating income of 289.05M and revenue of 2.88B, resulting in an operating margin of 10.1%.

MO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Altria Group, Inc. reported an operating income of 2.96B and revenue of 5.43B, resulting in an operating margin of 54.5%.

VFC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, V.F. Corporation reported a net income of 300.85M and revenue of 2.88B, resulting in a net margin of 10.5%.

MO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Altria Group, Inc. reported a net income of 2.18B and revenue of 5.43B, resulting in a net margin of 40.2%.


Frequently Asked Questions


VFC and MO have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VFC has higher volatility (11.48%) compared to MO (6.69%). In terms of maximum drawdown, VFC dropped -88.41% vs MO's -65.43%.

MO currently has the higher Sharpe Ratio (1.29 vs 0.70), 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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