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4I1.DE vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 4I1.DE and VOO is 0.13, 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.

4I1.DE vs. VOO

Last updated Jun 18, 2025

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.

Performance

4I1.DE vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Philip Morris International Inc (4I1.DE) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

4I1.DE:

3.22

VOO:

0.53

Sortino Ratio

4I1.DE:

4.29

VOO:

0.96

Omega Ratio

4I1.DE:

1.60

VOO:

1.14

Calmar Ratio

4I1.DE:

7.08

VOO:

0.62

Martin Ratio

4I1.DE:

20.76

VOO:

2.33

Ulcer Index

4I1.DE:

3.56%

VOO:

4.96%

Daily Std Dev

4I1.DE:

23.52%

VOO:

19.57%

Max Drawdown

4I1.DE:

-28.42%

VOO:

-33.99%

Current Drawdown

4I1.DE:

0.00%

VOO:

-2.22%

Returns By Period

In the year-to-date period, 4I1.DE achieves a 39.28% return, which is significantly higher than VOO's 2.29% return.

4I1.DE

YTD

39.28%

1M

4.96%

6M

35.43%

1Y

75.37%

3Y*

24.99%

5Y*

25.39%

10Y*

N/A

VOO

YTD

2.29%

1M

0.44%

6M

2.55%

1Y

10.38%

3Y*

19.38%

5Y*

15.78%

10Y*

12.95%

*Annualized

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Philip Morris International Inc

Vanguard S&P 500 ETF

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

Risk-Adjusted Performance

4I1.DE vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
4I1.DE
The Risk-Adjusted Performance Rank of 4I1.DE is 9898
Overall Rank
The Sharpe Ratio Rank of 4I1.DE is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of 4I1.DE is 9898
Sortino Ratio Rank
The Omega Ratio Rank of 4I1.DE is 9797
Omega Ratio Rank
The Calmar Ratio Rank of 4I1.DE is 9999
Calmar Ratio Rank
The Martin Ratio Rank of 4I1.DE is 9898
Martin Ratio Rank
VOO
The Risk-Adjusted Performance Rank of VOO is 5656
Overall Rank
The Sharpe Ratio Rank of VOO is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5454
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 5757
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6161
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6060
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.

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.

The current 4I1.DE Sharpe Ratio is 3.22, which is higher than the VOO Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of 4I1.DE and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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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

4I1.DE vs. VOO - Dividend Comparison

4I1.DE's dividend yield for the trailing twelve months is around 2.71%, more than VOO's 1.27% yield.

TTM20242023202220212020201920182017201620152014
4I1.DE
Philip Morris International Inc		2.71%3.70%4.86%4.51%4.38%5.38%1.22%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF		1.27%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

4I1.DE vs. VOO - Drawdown Comparison

The maximum 4I1.DE drawdown since its inception was -28.42%, 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.

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

Volatility

4I1.DE vs. VOO - Volatility Comparison

Philip Morris International Inc (4I1.DE) has a higher volatility of 5.02% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. 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.

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