ABEV vs. PM
Compare and contrast key facts about Ambev S.A. (ABEV) and Philip Morris International Inc. (PM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ABEV or PM.
Key characteristics
| ABEV | PM | |
|---|---|---|
| YTD Return | -22.50% | 39.36% |
| 1Y Return | -15.56% | 48.02% |
| 3Y Return (Ann) | -7.84% | 16.50% |
| 5Y Return (Ann) | -8.46% | 14.73% |
| 10Y Return (Ann) | -7.01% | 9.13% |
| Sharpe Ratio | -0.70 | 2.44 |
| Sortino Ratio | -0.86 | 3.62 |
| Omega Ratio | 0.90 | 1.51 |
| Calmar Ratio | -0.25 | 3.95 |
| Martin Ratio | -1.02 | 14.66 |
| Ulcer Index | 16.78% | 3.23% |
| Daily Std Dev | 24.42% | 19.39% |
| Max Drawdown | -74.18% | -42.87% |
| Current Drawdown | -65.63% | -4.94% |
Fundamentals
| ABEV | PM | |
|---|---|---|
| Market Cap | $34.92B | $194.84B |
| EPS | $0.15 | $5.98 |
| PE Ratio | 14.80 | 20.95 |
| PEG Ratio | 1.98 | 1.55 |
| Total Revenue (TTM) | $82.41B | $37.16B |
| Gross Profit (TTM) | $40.50B | $23.58B |
| EBITDA (TTM) | $18.75B | $14.61B |
Correlation
The correlation between ABEV and PM is 0.30, 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
ABEV vs. PM - Performance Comparison
In the year-to-date period, ABEV achieves a -22.50% return, which is significantly lower than PM's 39.36% return. Over the past 10 years, ABEV has underperformed PM with an annualized return of -7.01%, while PM has yielded a comparatively higher 9.13% annualized 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
ABEV vs. PM - Risk-Adjusted Performance Comparison
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.
Dividends
ABEV vs. PM - Dividend Comparison
ABEV's dividend yield for the trailing twelve months is around 6.77%, more than PM's 4.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABEV Ambev S.A. | 6.77% | 5.25% | 5.37% | 4.39% | 2.68% | 2.51% | 3.80% | 2.57% | 3.75% | 5.09% | 5.31% | 1.64% |
PM Philip Morris International Inc. | 4.16% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% | 4.76% | 4.11% |
Drawdowns
ABEV vs. PM - Drawdown Comparison
The maximum ABEV drawdown since its inception was -74.18%, 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.
Volatility
ABEV vs. PM - Volatility Comparison
The current volatility for Ambev S.A. (ABEV) is 7.31%, while Philip Morris International Inc. (PM) has a volatility of 12.36%. This indicates that ABEV experiences smaller price fluctuations and is considered to be less risky than PM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ABEV vs. PM - Financials Comparison
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.
Total Revenue: Total amount of money received from sales and other business activities