Investors frequently have mixed feelings about "sin stocks," particularly tobacco companies.

After all, they're contributing to a worldwide health crisis by distributing poisonous and addictive substances. On the other hand, a loyal and constant consumer base is key to strong long-term stock performance.

If you're comfortable with the ethics of investing in tobacco, then you still need to know which investments are the best choice for your money.

Getting into the numbers
Who are the major tobacco retailers, and how do they stack up to one another?

Company

Market Cap
(in millions)

Revenue, LTM
(in millions)

Free Cash Flow, LTM
(in millions)

CAPS Rating
(out of 5)

Philip Morris International (NYSE: PM)

$84,390

$25,934

$7,711

*****

British American Tobacco (NYSE: BTI)

$63,797

$21,029

$5,538

****

Altria (NYSE: MO)

$40,756

$16,963

$3,173

****

Reynolds American (NYSE: RAI)

$15,146

$8,484

$1,285

***

Lorillard (NYSE: LO)

$11,253

$3,842

$1,180

***

Vector Group (NYSE: VGR)

$1,212

$447

($9)

***

Data from CapIQ, a division of Standard & Poor's, and the Motley Fool CAPS database.

Altria is famous for being the standard-bearer for Wharton professor Jeremy Siegel's assertion that over the long run, stable stocks that pay a good dividend are an investor's best bet, because the combination of low transaction costs and compounded, reinvested dividends makes for extraordinary long-term returns. Altria is currently yielding 7.2%.

But Philip Morris is the favorite of both our CAPS players and our analysts. The international spin-off from Altria, Philip Morris operates in an environment (everywhere but the U.S.) with more opportunity and less regulation.

Which tobacco company do you like and why? Let us know in the comments.