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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.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%60.00%AugustSeptemberOctoberNovemberDecember2025
46.49%
9.01%
VNO
MO

Key characteristics

Sharpe Ratio

VNO:

1.54

MO:

2.16

Sortino Ratio

VNO:

2.11

MO:

3.21

Omega Ratio

VNO:

1.27

MO:

1.42

Calmar Ratio

VNO:

0.97

MO:

2.04

Martin Ratio

VNO:

6.39

MO:

9.91

Ulcer Index

VNO:

9.77%

MO:

3.86%

Daily Std Dev

VNO:

40.55%

MO:

17.68%

Max Drawdown

VNO:

-80.88%

MO:

-81.02%

Current Drawdown

VNO:

-34.38%

MO:

-8.44%

Fundamentals

Market Cap

VNO:

$8.51B

MO:

$87.89B

EPS

VNO:

-$0.28

MO:

$5.92

PEG Ratio

VNO:

2.58

MO:

3.58

Total Revenue (TTM)

VNO:

$1.33B

MO:

$15.34B

Gross Profit (TTM)

VNO:

$528.37M

MO:

$10.76B

EBITDA (TTM)

VNO:

$511.27M

MO:

$9.32B

Returns By Period

In the year-to-date period, VNO achieves a -1.62% return, which is significantly lower than MO's -0.82% return. Over the past 10 years, VNO has underperformed MO with an annualized return of -3.79%, while MO has yielded a comparatively higher 6.22% annualized return.


VNO

YTD

-1.62%

1M

1.40%

6M

46.49%

1Y

63.20%

5Y*

-5.13%

10Y*

-3.79%

MO

YTD

-0.82%

1M

-0.72%

6M

9.01%

1Y

39.25%

5Y*

8.91%

10Y*

6.22%

*Annualized

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 Rank

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

VNO
The Risk-Adjusted Performance Rank of VNO is 8383
Overall Rank
The Sharpe Ratio Rank of VNO is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of VNO is 8282
Sortino Ratio Rank
The Omega Ratio Rank of VNO is 8080
Omega Ratio Rank
The Calmar Ratio Rank of VNO is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VNO is 8585
Martin Ratio Rank

MO
The Risk-Adjusted Performance Rank of MO is 9292
Overall Rank
The Sharpe Ratio Rank of MO is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of MO is 9393
Sortino Ratio Rank
The Omega Ratio Rank of MO is 9292
Omega Ratio Rank
The Calmar Ratio Rank of MO is 9090
Calmar Ratio Rank
The Martin Ratio Rank of MO is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 1.54, compared to the broader market-2.000.002.004.001.542.16
The chart of Sortino ratio for VNO, currently valued at 2.11, compared to the broader market-4.00-2.000.002.004.002.113.21
The chart of Omega ratio for VNO, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.42
The chart of Calmar ratio for VNO, currently valued at 0.97, compared to the broader market0.002.004.006.000.972.04
The chart of Martin ratio for VNO, currently valued at 6.39, compared to the broader market-10.000.0010.0020.0030.006.399.91
VNO
MO

The current VNO Sharpe Ratio is 1.54, which is comparable to the MO Sharpe Ratio of 2.16. 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 Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.54
2.16
VNO
MO

Dividends

VNO vs. MO - Dividend Comparison

VNO's dividend yield for the trailing twelve months is around 1.79%, less than MO's 7.71% yield.


TTM20242023202220212020201920182017201620152014
VNO
Vornado Realty Trust
1.79%1.76%2.39%10.19%5.06%6.37%6.90%4.06%3.00%2.42%2.52%2.48%
MO
Altria Group, Inc.
7.71%7.65%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%

Drawdowns

VNO vs. MO - Drawdown Comparison

The maximum VNO drawdown since its inception was -80.88%, roughly equal to the maximum MO drawdown of -81.02%. 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%AugustSeptemberOctoberNovemberDecember2025
-34.38%
-8.44%
VNO
MO

Volatility

VNO vs. MO - Volatility Comparison

Vornado Realty Trust (VNO) has a higher volatility of 13.86% compared to Altria Group, Inc. (MO) at 4.45%. 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%AugustSeptemberOctoberNovemberDecember2025
13.86%
4.45%
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
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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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