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

Correlation

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.


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.

Loading data...

Key characteristics

Sharpe Ratio

VOD:

0.76

BTI:

2.96

Sortino Ratio

VOD:

1.06

BTI:

3.26

Omega Ratio

VOD:

1.15

BTI:

1.51

Calmar Ratio

VOD:

0.30

BTI:

1.70

Martin Ratio

VOD:

1.92

BTI:

11.94

Ulcer Index

VOD:

9.71%

BTI:

4.69%

Daily Std Dev

VOD:

27.77%

BTI:

20.47%

Max Drawdown

VOD:

-79.34%

BTI:

-63.57%

Current Drawdown

VOD:

-50.31%

BTI:

0.00%

Fundamentals

Market Cap

VOD:

$26.25B

BTI:

$99.08B

EPS

VOD:

-$1.80

BTI:

$1.83

PEG Ratio

VOD:

0.61

BTI:

0.37

PS Ratio

VOD:

0.70

BTI:

3.83

PB Ratio

VOD:

0.43

BTI:

1.49

Total Revenue (TTM)

VOD:

$40.42B

BTI:

$12.34B

Gross Profit (TTM)

VOD:

$14.35B

BTI:

$10.18B

EBITDA (TTM)

VOD:

$12.94B

BTI:

$5.88B

Returns By Period

In the year-to-date period, VOD achieves a 23.32% return, which is significantly lower than BTI's 26.81% return. Over the past 10 years, VOD has underperformed BTI with an annualized return of -6.01%, while BTI has yielded a comparatively higher 4.51% annualized return.


VOD

YTD

23.32%

1M

11.98%

6M

17.51%

1Y

21.30%

3Y*

-6.62%

5Y*

-0.86%

10Y*

-6.01%

BTI

YTD

26.81%

1M

7.54%

6M

25.92%

1Y

60.35%

3Y*

9.47%

5Y*

11.68%

10Y*

4.51%

*Annualized

Compare stocks, funds, or ETFs

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


Vodafone Group Plc

British American Tobacco p.l.c.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

VOD vs. BTI — Risk-Adjusted Performance Rank

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

VOD
The Risk-Adjusted Performance Rank of VOD is 7171
Overall Rank
The Sharpe Ratio Rank of VOD is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of VOD is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VOD is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VOD is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOD is 7373
Martin Ratio Rank

BTI
The Risk-Adjusted Performance Rank of BTI is 9696
Overall Rank
The Sharpe Ratio Rank of BTI is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of BTI is 9696
Sortino Ratio Rank
The Omega Ratio Rank of BTI is 9696
Omega Ratio Rank
The Calmar Ratio Rank of BTI is 9191
Calmar Ratio Rank
The Martin Ratio Rank of BTI is 9696
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.

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.


The current VOD Sharpe Ratio is 0.76, which is lower than the BTI Sharpe Ratio of 2.96. 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.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

VOD vs. BTI - Dividend Comparison

VOD's dividend yield for the trailing twelve months is around 6.79%, more than BTI's 6.59% yield.


TTM20242023202220212020201920182017201620152014
VOD
Vodafone Group Plc
6.79%8.37%11.14%9.27%7.12%6.18%4.97%9.18%5.29%9.16%5.40%19.75%
BTI
British American Tobacco p.l.c.
6.59%8.16%9.57%7.40%7.98%7.22%6.35%8.52%4.18%3.77%4.21%4.55%

Drawdowns

VOD vs. BTI - Drawdown Comparison

The maximum VOD drawdown since its inception was -79.34%, which is greater than BTI's maximum drawdown of -63.57%. Use the drawdown chart below to compare losses from any high point for VOD and BTI.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

VOD vs. BTI - Volatility Comparison

Vodafone Group Plc (VOD) has a higher volatility of 9.93% compared to British American Tobacco p.l.c. (BTI) at 7.81%. 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.


Loading data...

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


10.00B15.00B20.00B20212022202320242025
22.15B
12.34B
(VOD) Total Revenue
(BTI) Total Revenue
Values in USD except per share items