ABEV vs. PM

In the year-to-date period, ABEV achieves a 34.78% return, which is significantly lower than PM's 42.70% return. Over the past 10 years, ABEV has underperformed PM with an annualized return of -5.60%, while PM has yielded a comparatively higher 13.09% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Ambev S.A. (ABEV) and Philip Morris International Inc. (PM). 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 ABEV Sharpe Ratio is 0.50, which is lower than the PM Sharpe Ratio of 3.33. The chart below compares the historical Sharpe Ratios of ABEV and PM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ABEV's dividend yield for the trailing twelve months is around 5.26%, more than PM's 3.14% yield.

The maximum ABEV drawdown since its inception was -74.20%, which is greater than PM's maximum drawdown of -42.87%. Use the drawdown chart below to compare losses from any high point for ABEV and PM. For additional features, visit the drawdowns tool.

Ambev S.A. (ABEV) has a higher volatility of 11.56% compared to Philip Morris International Inc. (PM) at 10.15%. This indicates that ABEV's price experiences larger fluctuations and is considered to be riskier than PM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Ambev S.A. and Philip Morris International 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.