VOD vs. BTI
Compare and contrast key facts about Vodafone Group Plc (VOD) and British American Tobacco p.l.c. (BTI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VOD or BTI.
Performance
VOD vs. BTI - Performance Comparison
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
6.82%
-7.43%
-0.71%
4.30%
-8.52%
-7.01%
BTI
35.09%
5.99%
25.70%
26.46%
7.66%
1.87%
Fundamentals
VOD | BTI | |
---|---|---|
Market Cap | $23.23B | $78.26B |
EPS | $0.93 | -$7.93 |
PEG Ratio | 0.61 | 3.15 |
Total Revenue (TTM) | $14.90B | $20.01B |
Gross Profit (TTM) | $5.64B | $14.85B |
EBITDA (TTM) | $6.09B | $6.37B |
Key characteristics
VOD | BTI | |
---|---|---|
Sharpe Ratio | 0.20 | 1.43 |
Sortino Ratio | 0.45 | 1.92 |
Omega Ratio | 1.06 | 1.29 |
Calmar Ratio | 0.08 | 0.71 |
Martin Ratio | 0.82 | 5.35 |
Ulcer Index | 6.28% | 5.14% |
Daily Std Dev | 26.13% | 19.25% |
Max Drawdown | -79.25% | -60.73% |
Current Drawdown | -56.68% | -13.66% |
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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.
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.
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities