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

Key characteristics


VGRMO

Fundamentals


VGRMO
Market Cap$2.36B$91.60B
EPS$1.26$5.92
PE Ratio11.909.13
PEG Ratio2.964.27
Total Revenue (TTM)$1.06B$21.28B
Gross Profit (TTM)$355.94M$14.22B
EBITDA (TTM)$260.21M$12.67B

Correlation

-0.50.00.51.00.4

The correlation between VGR and MO is 0.40, 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.

Performance

VGR vs. MO - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
42.70%
25.43%
VGR
MO

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Risk-Adjusted Performance

VGR vs. MO - Risk-Adjusted Performance Comparison

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


VGR
Sharpe ratio
The chart of Sharpe ratio for VGR, currently valued at 1.66, compared to the broader market-4.00-2.000.002.004.001.66
Sortino ratio
The chart of Sortino ratio for VGR, currently valued at 2.54, compared to the broader market-4.00-2.000.002.004.006.002.54
Omega ratio
The chart of Omega ratio for VGR, currently valued at 1.39, compared to the broader market0.501.001.502.001.39
Calmar ratio
The chart of Calmar ratio for VGR, currently valued at 1.79, compared to the broader market0.002.004.006.001.79
Martin ratio
The chart of Martin ratio for VGR, currently valued at 8.76, compared to the broader market0.0010.0020.0030.008.76
MO
Sharpe ratio
The chart of Sharpe ratio for MO, currently valued at 2.62, compared to the broader market-4.00-2.000.002.004.002.62
Sortino ratio
The chart of Sortino ratio for MO, currently valued at 3.79, compared to the broader market-4.00-2.000.002.004.006.003.79
Omega ratio
The chart of Omega ratio for MO, currently valued at 1.53, compared to the broader market0.501.001.502.001.53
Calmar ratio
The chart of Calmar ratio for MO, currently valued at 2.33, compared to the broader market0.002.004.006.002.33
Martin ratio
The chart of Martin ratio for MO, currently valued at 14.72, compared to the broader market0.0010.0020.0030.0014.72

VGR vs. MO - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.66
2.62
VGR
MO

Dividends

VGR vs. MO - Dividend Comparison

VGR has not paid dividends to shareholders, while MO's dividend yield for the trailing twelve months is around 7.33%.


TTM20232022202120202019201820172016201520142013
VGR
Vector Group Ltd.
5.34%7.09%6.75%4.94%6.87%11.66%16.05%6.98%6.87%6.62%7.33%9.54%
MO
Altria Group, Inc.
7.33%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%4.79%

Drawdowns

VGR vs. MO - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.13%
-0.75%
VGR
MO

Volatility

VGR vs. MO - Volatility Comparison

The current volatility for Vector Group Ltd. (VGR) is 0.00%, while Altria Group, Inc. (MO) has a volatility of 8.43%. This indicates that VGR 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.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember0
8.43%
VGR
MO

Financials

VGR vs. MO - Financials Comparison

This section allows you to compare key financial metrics between Vector Group Ltd. 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