VGR vs. WMG

Last updated Apr 2, 2026

Compare and contrast key facts about Vector Group Ltd. (VGR) and Warner Music Group Corp. (WMG).

Performance

VGR vs. WMG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vector Group Ltd. (VGR) and Warner Music Group Corp. (WMG). The values are adjusted to include any dividend payments, if applicable.

VGR vs. WMG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
VGR Vector Group Ltd.	0.00%	0.00%	39.63%	1.92%	11.51%	127.30%	5.95%
WMG Warner Music Group Corp.	-15.46%	1.36%	-11.48%	4.44%	-17.21%	15.31%	27.16%

Fundamentals

Total Revenue (TTM) VGR : $1.42B WMG : $6.88B
Gross Profit (TTM) VGR : $474.37M WMG : $3.16B
EBITDA (TTM) VGR : $364.11M WMG : $949.00M

Returns By Period

VGR

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

WMG

• 1D: 0.86%
• 1M: -9.52%
• YTD: -15.46%
• 6M: -23.80%
• 1Y: -15.62%
• 3Y*: -6.12%
• 5Y*: -3.39%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

VGR vs. WMG — Risk / Return Rank

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

WMG

WMG Risk / Return Rank: 19
WMG Sharpe Ratio Rank: 18
WMG Sortino Ratio Rank: 18
WMG Omega Ratio Rank: 18
WMG Calmar Ratio Rank: 24
WMG Martin Ratio Rank: 15

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.

VGR vs. WMG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vector Group Ltd. (VGR) and Warner Music Group Corp. (WMG). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	VGR	WMG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.51	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.10	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	-0.02	—

Correlation

The correlation between VGR and WMG is 0.21, 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.

Dividends

VGR vs. WMG - Dividend Comparison

VGR has not paid dividends to shareholders, while WMG's dividend yield for the trailing twelve months is around 2.91%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VGR Vector Group Ltd.	0.00%	0.00%	4.00%	7.09%	6.75%	57.77%	6.87%	11.66%	16.05%	6.98%	6.87%	6.62%
WMG Warner Music Group Corp.	2.91%	2.41%	2.26%	1.84%	1.77%	1.25%	0.63%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	VGR	WMG	Difference
Max Drawdown Largest peak-to-trough decline	—	-54.04%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-30.04%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-54.04%	—
Current Drawdown Current decline from peak	—	-42.62%	—
Average Drawdown Average peak-to-trough decline	—	-26.86%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	12.25%	—

Volatility

Volatility by Period

	VGR	WMG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	12.85%	—
Volatility (6M) Calculated over the trailing 6-month period	—	23.23%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	30.70%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	34.68%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	34.84%	—

Financials