PortfoliosLab logo
WMG vs. VGR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WMG and VGR is 0.39, 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

WMG vs. VGR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Warner Music Group Corp. (WMG) and Vector Group Ltd. (VGR). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Fundamentals

Market Cap

WMG:

$13.65B

VGR:

$2.36B

EPS

WMG:

$0.86

VGR:

$1.26

PE Ratio

WMG:

30.60

VGR:

11.90

PEG Ratio

WMG:

1.16

VGR:

2.96

PS Ratio

WMG:

2.15

VGR:

2.48

PB Ratio

WMG:

24.07

VGR:

0.00

Total Revenue (TTM)

WMG:

$6.33B

VGR:

$371.91M

Gross Profit (TTM)

WMG:

$2.97B

VGR:

$127.32M

EBITDA (TTM)

WMG:

$1.25B

VGR:

$101.41M

Returns By Period


WMG

YTD

-14.07%

1M

-11.81%

6M

-18.09%

1Y

-9.51%

3Y*

-1.77%

5Y*

N/A

10Y*

N/A

VGR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


Warner Music Group Corp.

Vector Group Ltd.

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

Risk-Adjusted Performance

WMG vs. VGR — Risk-Adjusted Performance Rank

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

WMG
The Risk-Adjusted Performance Rank of WMG is 3131
Overall Rank
The Sharpe Ratio Rank of WMG is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of WMG is 2828
Sortino Ratio Rank
The Omega Ratio Rank of WMG is 2828
Omega Ratio Rank
The Calmar Ratio Rank of WMG is 3737
Calmar Ratio Rank
The Martin Ratio Rank of WMG is 3030
Martin Ratio Rank

VGR
The Risk-Adjusted Performance Rank of VGR is 8484
Overall Rank
The Sharpe Ratio Rank of VGR is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VGR is 8383
Sortino Ratio Rank
The Omega Ratio Rank of VGR is 8484
Omega Ratio Rank
The Calmar Ratio Rank of VGR is 8787
Calmar Ratio Rank
The Martin Ratio Rank of VGR is 8585
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.

WMG vs. VGR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Warner Music Group Corp. (WMG) and Vector Group Ltd. (VGR). 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.



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

WMG vs. VGR - Dividend Comparison

WMG's dividend yield for the trailing twelve months is around 2.74%, while VGR has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
WMG
Warner Music Group Corp.
2.74%2.26%1.84%1.77%1.25%0.63%0.00%0.00%0.00%0.00%0.00%0.00%
VGR
Vector Group Ltd.
2.67%4.00%7.09%6.75%4.94%6.87%11.66%16.05%6.98%6.87%6.62%7.33%

Drawdowns

WMG vs. VGR - Drawdown Comparison


Loading data...

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

Volatility

WMG vs. VGR - Volatility Comparison


Loading data...

Financials

WMG vs. VGR - Financials Comparison

This section allows you to compare key financial metrics between Warner Music Group Corp. and Vector Group Ltd.. 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


-500.00M0.00500.00M1.00B1.50B20212022202320242025
1.48B
371.91M
(WMG) Total Revenue
(VGR) Total Revenue
Values in USD except per share items