4I1.DE vs. VOO
Compare and contrast key facts about Philip Morris International Inc (4I1.DE) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 4I1.DE or VOO.
Key characteristics
4I1.DE | VOO | |
---|---|---|
YTD Return | 11.02% | 11.61% |
1Y Return | 14.45% | 29.33% |
3Y Return (Ann) | 11.43% | 10.04% |
Sharpe Ratio | 0.91 | 2.66 |
Daily Std Dev | 15.80% | 11.60% |
Max Drawdown | -28.27% | -33.99% |
Current Drawdown | 0.00% | -0.19% |
Correlation
The correlation between 4I1.DE and VOO is 0.25, 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
4I1.DE vs. VOO - Performance Comparison
In the year-to-date period, 4I1.DE achieves a 11.02% return, which is significantly lower than VOO's 11.61% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
4I1.DE vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Philip Morris International Inc (4I1.DE) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
4I1.DE vs. VOO - Dividend Comparison
4I1.DE's dividend yield for the trailing twelve months is around 5.56%, more than VOO's 1.32% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Philip Morris International Inc | 5.56% | 6.04% | 5.38% | 5.89% | 7.04% | 1.55% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Vanguard S&P 500 ETF | 1.32% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
4I1.DE vs. VOO - Drawdown Comparison
The maximum 4I1.DE drawdown since its inception was -28.27%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for 4I1.DE and VOO. For additional features, visit the drawdowns tool.
Volatility
4I1.DE vs. VOO - Volatility Comparison
Philip Morris International Inc (4I1.DE) has a higher volatility of 6.19% compared to Vanguard S&P 500 ETF (VOO) at 3.41%. This indicates that 4I1.DE's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.