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Philip Morris International Inc. (PM)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS7181721090
CUSIP718172109
SectorConsumer Defensive
IndustryTobacco

Highlights

Market Cap$145.77B
EPS$5.02
PE Ratio18.68
PEG Ratio1.99
Revenue (TTM)$35.17B
Gross Profit (TTM)$20.53B
EBITDA (TTM)$14.09B
Year Range$84.34 - $96.61
Target Price$108.04
Short %0.47%
Short Ratio1.19

Share Price Chart


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Philip Morris International Inc.

Popular comparisons: PM vs. MO, PM vs. BTI, PM vs. SPY, PM vs. VOO, PM vs. O, PM vs. VTI, PM vs. XLU, PM vs. XLP, PM vs. ABBV, PM vs. XLF

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Philip Morris International Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
13.05%
21.14%
PM (Philip Morris International Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Philip Morris International Inc. had a return of 6.71% year-to-date (YTD) and 5.98% in the last 12 months. Over the past 10 years, Philip Morris International Inc. had an annualized return of 6.98%, while the S&P 500 had an annualized return of 10.55%, indicating that Philip Morris International Inc. did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date6.71%6.33%
1 month8.63%-2.81%
6 months13.05%21.13%
1 year5.98%24.56%
5 years (annualized)9.14%11.55%
10 years (annualized)6.98%10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-3.43%-0.98%3.26%
2023-2.27%-3.69%4.71%2.17%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PM is 61, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of PM is 6161
Philip Morris International Inc.(PM)
The Sharpe Ratio Rank of PM is 6464Sharpe Ratio Rank
The Sortino Ratio Rank of PM is 5656Sortino Ratio Rank
The Omega Ratio Rank of PM is 5353Omega Ratio Rank
The Calmar Ratio Rank of PM is 6969Calmar Ratio Rank
The Martin Ratio Rank of PM is 6262Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Philip Morris International Inc. (PM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


PM
Sharpe ratio
The chart of Sharpe ratio for PM, currently valued at 0.40, compared to the broader market-2.00-1.000.001.002.003.000.40
Sortino ratio
The chart of Sortino ratio for PM, currently valued at 0.70, compared to the broader market-4.00-2.000.002.004.006.000.70
Omega ratio
The chart of Omega ratio for PM, currently valued at 1.08, compared to the broader market0.501.001.501.08
Calmar ratio
The chart of Calmar ratio for PM, currently valued at 0.45, compared to the broader market0.001.002.003.004.005.006.000.45
Martin ratio
The chart of Martin ratio for PM, currently valued at 1.07, compared to the broader market0.0010.0020.0030.001.07
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.91, compared to the broader market-2.00-1.000.001.002.003.001.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.77, compared to the broader market-4.00-2.000.002.004.006.002.77
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.46, compared to the broader market0.001.002.003.004.005.006.001.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0010.0020.0030.007.61

Sharpe Ratio

The current Philip Morris International Inc. Sharpe ratio is 0.40. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.40
1.91
PM (Philip Morris International Inc.)
Benchmark (^GSPC)

Dividends

Dividend History

Philip Morris International Inc. granted a 5.22% dividend yield in the last twelve months. The annual payout for that period amounted to $5.17 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$5.17$5.14$5.04$4.90$4.74$4.62$4.49$4.22$4.12$4.04$3.88$3.58

Dividend yield

5.22%5.46%4.98%5.16%5.73%5.43%6.73%3.99%4.50%4.60%4.76%4.11%

Monthly Dividends

The table displays the monthly dividend distributions for Philip Morris International Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$1.30
2023$0.00$0.00$1.27$0.00$0.00$1.27$0.00$0.00$1.30$0.00$0.00$1.30
2022$0.00$0.00$1.25$0.00$0.00$1.25$0.00$0.00$1.27$0.00$0.00$1.27
2021$0.00$0.00$1.20$0.00$0.00$1.20$0.00$0.00$1.25$0.00$0.00$1.25
2020$0.00$0.00$1.17$0.00$0.00$1.17$0.00$0.00$1.20$0.00$0.00$1.20
2019$0.00$0.00$1.14$0.00$0.00$1.14$0.00$0.00$1.17$0.00$0.00$1.17
2018$0.00$0.00$1.07$0.00$0.00$1.14$0.00$0.00$1.14$0.00$0.00$1.14
2017$0.00$0.00$1.04$0.00$0.00$1.04$0.00$0.00$1.07$0.00$0.00$1.07
2016$0.00$0.00$1.02$0.00$0.00$1.02$0.00$0.00$1.04$0.00$0.00$1.04
2015$0.00$0.00$1.00$0.00$0.00$1.00$0.00$0.00$1.02$0.00$0.00$1.02
2014$0.00$0.00$0.94$0.00$0.00$0.94$0.00$0.00$1.00$0.00$0.00$1.00
2013$0.85$0.00$0.00$0.85$0.00$0.00$0.94$0.00$0.00$0.94

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%5.2%
Philip Morris International Inc. has a dividend yield of 5.22%, which means its dividend payment is significantly above the market average.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%86.0%
Philip Morris International Inc. has a payout ratio of 86.02%, which is above the market average. This might signify the company's strong earnings or financial health. However, it could also hint at a more mature business phase with potentially slower growth.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-0.14%
-3.48%
PM (Philip Morris International Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Philip Morris International Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Philip Morris International Inc. was 42.87%, occurring on Mar 23, 2020. Recovery took 309 trading sessions.

The current Philip Morris International Inc. drawdown is 0.14%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.87%Jun 20, 2017694Mar 23, 2020309Jun 14, 20211003
-40.86%Aug 13, 2008139Mar 3, 2009264Mar 19, 2010403
-22.78%Feb 18, 2022155Sep 30, 2022
-19.33%Apr 15, 2013204Feb 3, 2014429Oct 15, 2015633
-18.47%Apr 13, 201039Jun 7, 201044Aug 9, 201083

Volatility

Volatility Chart

The current Philip Morris International Inc. volatility is 6.12%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
6.12%
3.59%
PM (Philip Morris International Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Philip Morris International Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items