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WBD vs. MO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

WBD vs. MO - Performance Comparison

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

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Returns By Period

In the year-to-date period, WBD achieves a -6.38% return, which is significantly lower than MO's 26.86% return. Over the past 10 years, WBD has underperformed MO with an annualized return of 0.50%, while MO has yielded a comparatively higher 7.93% annualized return.


WBD

1D
0.45%
1M
-0.99%
YTD
-6.38%
6M
-10.01%
1Y
165.55%
3Y*
25.07%
5Y*
-2.61%
10Y*
0.50%

MO

1D
0.74%
1M
0.56%
YTD
26.86%
6M
26.78%
1Y
28.51%
3Y*
25.73%
5Y*
16.36%
10Y*
7.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WBD vs. MO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WBD
Warner Bros. Discovery, Inc.
-6.38%172.66%-7.12%20.04%-59.73%-21.77%-8.09%32.34%10.55%-18.35%
MO
Altria Group, Inc.
26.86%18.17%40.76%-3.70%4.37%24.18%-10.21%7.87%-27.14%9.45%

Correlation

The correlation between WBD and MO is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

Correlation (10Y)
Calculated over the trailing 10-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Jul 8, 2005

0.25

The correlation between WBD and MO shifts across timeframes, from -0.11 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

WBD:

$67.23B

MO:

$120.36B

EPS

WBD:

-$0.86

MO:

$4.79

PS Ratio

WBD:

1.81

MO:

5.54

Total Revenue (TTM)

WBD:

$37.21B

MO:

$21.82B

Gross Profit (TTM)

WBD:

$15.43B

MO:

$14.80B

EBITDA (TTM)

WBD:

$9.00B

MO:

$11.70B

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Return for Risk

WBD vs. MO — Risk / Return Rank

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

WBD
WBD Risk / Return Rank: 9797
Overall Rank
WBD Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
WBD Sortino Ratio Rank: 9999
Sortino Ratio Rank
WBD Omega Ratio Rank: 9898
Omega Ratio Rank
WBD Calmar Ratio Rank: 9696
Calmar Ratio Rank
WBD Martin Ratio Rank: 9797
Martin Ratio Rank

MO
MO Risk / Return Rank: 7575
Overall Rank
MO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
MO Sortino Ratio Rank: 7373
Sortino Ratio Rank
MO Omega Ratio Rank: 7575
Omega Ratio Rank
MO Calmar Ratio Rank: 7474
Calmar Ratio Rank
MO Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WBD vs. MO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Warner Bros. Discovery, Inc. (WBD) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


WBDMODifference
Sharpe ratioReturn per unit of total volatility

+2.30

Sortino ratioReturn per unit of downside risk

+3.74

Omega ratioGain probability vs. loss probability

1.76

1.24

+0.52

Calmar ratioReturn relative to maximum drawdown

7.82

1.75

+6.07

Martin ratioReturn relative to average drawdown

22.23

4.39

+17.83

WBD vs. MO - Sharpe Ratio Comparison

The current WBD Sharpe Ratio is 3.57, which is higher than the MO Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of WBD and MO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WBD vs. MO - Drawdown Comparison

The maximum WBD drawdown since its inception was -91.32%, which is greater than MO's maximum drawdown of -65.43%. Use the drawdown chart below to compare losses from any high point for WBD and MO.


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Drawdown Indicators


WBDMODifference

Max Drawdown

Largest peak-to-trough decline

-91.32%

-65.43%

-25.89%

Max Drawdown (1Y)

Largest decline over 1 year

-21.31%

-16.40%

-4.91%

Max Drawdown (3Y)

Largest decline over 3 years

-53.63%

-16.40%

-37.23%

Max Drawdown (5Y)

Largest decline over 5 years

-78.49%

-25.83%

-52.66%

Max Drawdown (10Y)

Largest decline over 10 years

-91.32%

-53.69%

-37.63%

Current Drawdown

Current decline from peak

-65.08%

-3.50%

-61.58%

Average Drawdown

Average peak-to-trough decline

-37.14%

-11.92%

-25.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.48%

6.50%

+0.98%

Volatility

WBD vs. MO - Volatility Comparison

The current volatility for Warner Bros. Discovery, Inc. (WBD) is 4.77%, while Altria Group, Inc. (MO) has a volatility of 6.71%. This indicates that WBD experiences smaller price fluctuations and is considered to be less risky than MO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WBDMODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

6.71%

-1.94%

Volatility (6M)

Calculated over the trailing 6-month period

11.46%

17.60%

-6.14%

Volatility (1Y)

Calculated over the trailing 1-year period

46.82%

22.59%

+24.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.71%

20.68%

+32.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.14%

22.97%

+24.17%

Dividends

WBD vs. MO - Dividend Comparison

WBD has not paid dividends to shareholders, while MO's dividend yield for the trailing twelve months is around 5.84%.


PositionTTM20252024202320222021202020192018201720162015
MO
Altria Group, Inc.
5.84%7.21%7.65%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%
WBD
Warner Bros. Discovery, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

WBD vs. MO - Financials Comparison

This section allows you to compare key financial metrics between Warner Bros. Discovery, Inc. 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


2.00B4.00B6.00B8.00B10.00B12.00B20222023202420252026
8.89B
5.43B
(WBD) Total Revenue
(MO) Total Revenue
Values in USD except per share items

WBD vs. MO - Profitability Comparison

The chart below illustrates the profitability comparison between Warner Bros. Discovery, Inc. and Altria Group, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%20222023202420252026
47.8%
64.6%
Portfolio components
WBD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Warner Bros. Discovery, Inc. reported a gross profit of 4.25B and revenue of 8.89B. Therefore, the gross margin over that period was 47.8%.

MO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Altria Group, Inc. reported a gross profit of 3.51B and revenue of 5.43B. Therefore, the gross margin over that period was 64.6%.

WBD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Warner Bros. Discovery, Inc. reported an operating income of -2.47B and revenue of 8.89B, resulting in an operating margin of -27.8%.

MO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Altria Group, Inc. reported an operating income of 2.96B and revenue of 5.43B, resulting in an operating margin of 54.5%.

WBD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Warner Bros. Discovery, Inc. reported a net income of -3.33B and revenue of 8.89B, resulting in a net margin of -37.5%.

MO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Altria Group, Inc. reported a net income of 2.18B and revenue of 5.43B, resulting in a net margin of 40.2%.


Frequently Asked Questions


WBD and MO have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MO has higher volatility (6.71%) compared to WBD (4.77%). In terms of maximum drawdown, WBD dropped -91.32% vs MO's -65.43%.

WBD currently has the higher Sharpe Ratio (3.57 vs 1.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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