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VOD vs. BTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

VOD vs. BTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vodafone Group Plc (VOD) and British American Tobacco p.l.c. (BTI). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
-0.71%
25.70%
VOD
BTI

Returns By Period

In the year-to-date period, VOD achieves a 6.82% return, which is significantly lower than BTI's 35.09% return. Over the past 10 years, VOD has underperformed BTI with an annualized return of -7.01%, while BTI has yielded a comparatively higher 1.87% annualized return.


VOD

YTD

6.82%

1M

-7.43%

6M

-0.71%

1Y

4.30%

5Y (annualized)

-8.52%

10Y (annualized)

-7.01%

BTI

YTD

35.09%

1M

5.99%

6M

25.70%

1Y

26.46%

5Y (annualized)

7.66%

10Y (annualized)

1.87%

Fundamentals


VODBTI
Market Cap$23.23B$78.26B
EPS$0.93-$7.93
PEG Ratio0.613.15
Total Revenue (TTM)$14.90B$20.01B
Gross Profit (TTM)$5.64B$14.85B
EBITDA (TTM)$6.09B$6.37B

Key characteristics


VODBTI
Sharpe Ratio0.201.43
Sortino Ratio0.451.92
Omega Ratio1.061.29
Calmar Ratio0.080.71
Martin Ratio0.825.35
Ulcer Index6.28%5.14%
Daily Std Dev26.13%19.25%
Max Drawdown-79.25%-60.73%
Current Drawdown-56.68%-13.66%

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Correlation

-0.50.00.51.00.3

The correlation between VOD and BTI is 0.32, 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.

Risk-Adjusted Performance

VOD vs. BTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vodafone Group Plc (VOD) and British American Tobacco p.l.c. (BTI). 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 VOD, currently valued at 0.20, compared to the broader market-4.00-2.000.002.004.000.201.43
The chart of Sortino ratio for VOD, currently valued at 0.45, compared to the broader market-4.00-2.000.002.004.000.451.92
The chart of Omega ratio for VOD, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.29
The chart of Calmar ratio for VOD, currently valued at 0.08, compared to the broader market0.002.004.006.000.080.71
The chart of Martin ratio for VOD, currently valued at 0.82, compared to the broader market0.0010.0020.0030.000.825.35
VOD
BTI

The current VOD Sharpe Ratio is 0.20, which is lower than the BTI Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of VOD and BTI, 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 Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.20
1.43
VOD
BTI

Dividends

VOD vs. BTI - Dividend Comparison

VOD's dividend yield for the trailing twelve months is around 5.31%, less than BTI's 7.92% yield.


TTM20232022202120202019201820172016201520142013
VOD
Vodafone Group Plc
5.31%11.14%9.27%7.12%6.18%4.97%9.18%5.29%9.16%5.40%19.75%4.11%
BTI
British American Tobacco p.l.c.
7.92%9.57%7.40%7.98%7.22%6.35%8.52%4.18%3.79%4.21%4.55%4.04%

Drawdowns

VOD vs. BTI - Drawdown Comparison

The maximum VOD drawdown since its inception was -79.25%, which is greater than BTI's maximum drawdown of -60.73%. Use the drawdown chart below to compare losses from any high point for VOD and BTI. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-56.68%
-13.66%
VOD
BTI

Volatility

VOD vs. BTI - Volatility Comparison

Vodafone Group Plc (VOD) has a higher volatility of 11.23% compared to British American Tobacco p.l.c. (BTI) at 3.99%. This indicates that VOD's price experiences larger fluctuations and is considered to be riskier than BTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
11.23%
3.99%
VOD
BTI

Financials

VOD vs. BTI - Financials Comparison

This section allows you to compare key financial metrics between Vodafone Group Plc and British American Tobacco p.l.c.. 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