PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VNO vs. MO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between VNO and MO is 0.23, 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

VNO vs. MO - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
65.69%
18.13%
VNO
MO

Key characteristics

Sharpe Ratio

VNO:

1.06

MO:

2.01

Sortino Ratio

VNO:

1.61

MO:

3.00

Omega Ratio

VNO:

1.20

MO:

1.40

Calmar Ratio

VNO:

0.68

MO:

1.93

Martin Ratio

VNO:

4.13

MO:

11.02

Ulcer Index

VNO:

10.54%

MO:

3.28%

Daily Std Dev

VNO:

41.10%

MO:

17.98%

Max Drawdown

VNO:

-80.88%

MO:

-82.48%

Current Drawdown

VNO:

-33.28%

MO:

-8.23%

Fundamentals

Market Cap

VNO:

$9.30B

MO:

$91.74B

EPS

VNO:

-$0.28

MO:

$5.92

PEG Ratio

VNO:

2.58

MO:

3.79

Total Revenue (TTM)

VNO:

$1.77B

MO:

$20.36B

Gross Profit (TTM)

VNO:

$750.33M

MO:

$14.22B

EBITDA (TTM)

VNO:

$633.38M

MO:

$13.08B

Returns By Period

In the year-to-date period, VNO achieves a 51.38% return, which is significantly higher than MO's 39.92% return. Over the past 10 years, VNO has underperformed MO with an annualized return of -3.05%, while MO has yielded a comparatively higher 6.99% annualized return.


VNO

YTD

51.38%

1M

4.15%

6M

66.27%

1Y

43.55%

5Y*

-4.17%

10Y*

-3.05%

MO

YTD

39.92%

1M

-5.14%

6M

18.93%

1Y

40.06%

5Y*

9.27%

10Y*

6.99%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

VNO vs. MO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vornado Realty Trust (VNO) 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 VNO, currently valued at 1.06, compared to the broader market-4.00-2.000.002.001.062.26
The chart of Sortino ratio for VNO, currently valued at 1.61, compared to the broader market-4.00-2.000.002.004.001.613.38
The chart of Omega ratio for VNO, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.44
The chart of Calmar ratio for VNO, currently valued at 0.68, compared to the broader market0.002.004.006.000.682.14
The chart of Martin ratio for VNO, currently valued at 4.13, compared to the broader market0.0010.0020.004.1312.07
VNO
MO

The current VNO Sharpe Ratio is 1.06, which is lower than the MO Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of VNO 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
1.06
2.26
VNO
MO

Dividends

VNO vs. MO - Dividend Comparison

VNO's dividend yield for the trailing twelve months is around 1.76%, less than MO's 5.62% yield.


TTM20232022202120202019201820172016201520142013
VNO
Vornado Realty Trust
1.76%2.39%10.19%5.06%6.37%6.90%4.06%3.00%2.42%2.52%2.48%3.29%
MO
Altria Group, Inc.
5.62%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%4.79%

Drawdowns

VNO vs. MO - Drawdown Comparison

The maximum VNO drawdown since its inception was -80.88%, roughly equal to the maximum MO drawdown of -82.48%. Use the drawdown chart below to compare losses from any high point for VNO and MO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-33.28%
-8.23%
VNO
MO

Volatility

VNO vs. MO - Volatility Comparison

Vornado Realty Trust (VNO) has a higher volatility of 12.84% compared to Altria Group, Inc. (MO) at 4.47%. This indicates that VNO'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%JulyAugustSeptemberOctoberNovemberDecember
12.84%
4.47%
VNO
MO

Financials

VNO vs. MO - Financials Comparison

This section allows you to compare key financial metrics between Vornado Realty Trust 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab