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WU vs. MO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WU and MO is 0.31, 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.


-0.50.00.51.00.3

Performance

WU vs. MO - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
-2.88%
107.23%
WU
MO

Key characteristics

Sharpe Ratio

WU:

-0.22

MO:

2.38

Sortino Ratio

WU:

-0.16

MO:

3.53

Omega Ratio

WU:

0.98

MO:

1.46

Calmar Ratio

WU:

-0.10

MO:

2.26

Martin Ratio

WU:

-0.45

MO:

12.80

Ulcer Index

WU:

11.05%

MO:

3.31%

Daily Std Dev

WU:

22.28%

MO:

17.80%

Max Drawdown

WU:

-63.10%

MO:

-82.48%

Current Drawdown

WU:

-49.85%

MO:

-6.75%

Fundamentals

Market Cap

WU:

$3.76B

MO:

$91.74B

EPS

WU:

$1.96

MO:

$5.92

PE Ratio

WU:

5.68

MO:

9.14

PEG Ratio

WU:

2.27

MO:

3.79

Total Revenue (TTM)

WU:

$4.20B

MO:

$20.36B

Gross Profit (TTM)

WU:

$1.45B

MO:

$14.22B

EBITDA (TTM)

WU:

$887.80M

MO:

$13.08B

Returns By Period

In the year-to-date period, WU achieves a -4.92% return, which is significantly lower than MO's 42.16% return. Over the past 10 years, WU has underperformed MO with an annualized return of -0.66%, while MO has yielded a comparatively higher 7.09% annualized return.


WU

YTD

-4.92%

1M

-1.38%

6M

-11.45%

1Y

-4.28%

5Y*

-12.19%

10Y*

-0.66%

MO

YTD

42.16%

1M

-3.82%

6M

20.02%

1Y

42.27%

5Y*

9.61%

10Y*

7.09%

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Risk-Adjusted Performance

WU vs. MO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Western Union Company (WU) 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.


Sharpe ratio
The chart of Sharpe ratio for WU, currently valued at -0.22, compared to the broader market-4.00-2.000.002.00-0.222.38
The chart of Sortino ratio for WU, currently valued at -0.16, compared to the broader market-4.00-2.000.002.004.00-0.163.53
The chart of Omega ratio for WU, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.46
The chart of Calmar ratio for WU, currently valued at -0.10, compared to the broader market0.002.004.006.00-0.102.26
The chart of Martin ratio for WU, currently valued at -0.45, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.4512.80
WU
MO

The current WU Sharpe Ratio is -0.22, which is lower than the MO Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of WU and MO, 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 Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
-0.22
2.38
WU
MO

Dividends

WU vs. MO - Dividend Comparison

WU's dividend yield for the trailing twelve months is around 6.58%, more than MO's 5.53% yield.


TTM20232022202120202019201820172016201520142013
WU
The Western Union Company
6.58%7.89%6.83%5.27%4.10%2.99%4.45%3.68%2.95%3.46%2.79%2.90%
MO
Altria Group, Inc.
5.53%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%4.79%

Drawdowns

WU vs. MO - Drawdown Comparison

The maximum WU drawdown since its inception was -63.10%, smaller than the maximum MO drawdown of -82.48%. Use the drawdown chart below to compare losses from any high point for WU and MO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-49.85%
-6.75%
WU
MO

Volatility

WU vs. MO - Volatility Comparison

The Western Union Company (WU) has a higher volatility of 7.06% compared to Altria Group, Inc. (MO) at 4.83%. This indicates that WU's price experiences larger fluctuations and is considered to be riskier than MO 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%JulyAugustSeptemberOctoberNovemberDecember
7.06%
4.83%
WU
MO

Financials

WU vs. MO - Financials Comparison

This section allows you to compare key financial metrics between The Western Union Company 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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