ADRNY vs. PM
ADRNY (Koninklijke Ahold Delhaize NV ADR) and PM (Philip Morris International Inc.) are both stocks. Both are in the Consumer Defensive sector — ADRNY in Grocery Stores, PM in Tobacco. Over the past 10 years, ADRNY returned 11.71%/yr vs 11.15%/yr for PM. At a 0.20 correlation, their price movements are largely independent.
Performance
ADRNY vs. PM - Performance Comparison
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Returns By Period
In the year-to-date period, ADRNY achieves a -1.31% return, which is significantly lower than PM's 8.93% return. Both investments have delivered pretty close results over the past 10 years, with ADRNY having a 11.71% annualized return and PM not far behind at 11.15%.
ADRNY
- 1D
- -1.82%
- 1M
- -7.16%
- YTD
- -1.31%
- 6M
- -0.90%
- 1Y
- -0.63%
- 3Y*
- 10.23%
- 5Y*
- 10.06%
- 10Y*
- 11.71%
PM
- 1D
- -2.93%
- 1M
- -8.37%
- YTD
- 8.93%
- 6M
- 10.40%
- 1Y
- -2.17%
- 3Y*
- 26.58%
- 5Y*
- 17.02%
- 10Y*
- 11.15%
ADRNY vs. PM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADRNY Koninklijke Ahold Delhaize NV ADR | -1.31% | 29.32% | 18.13% | 3.51% | -13.54% | 25.58% | 16.59% | 3.28% | 17.79% | 7.51% |
PM Philip Morris International Inc. | 8.93% | 37.99% | 34.34% | -1.85% | 12.31% | 20.78% | 3.69% | 35.02% | -33.30% | 19.85% |
Correlation
The correlation between ADRNY and PM is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2014 | 0.20 |
The correlation between ADRNY and PM shifts across timeframes, from 0.20 (all time) to 0.37 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
ADRNY:
$35.14B
PM:
$270.63B
ADRNY:
€2.63
PM:
$7.12
ADRNY:
13.14
PM:
24.33
ADRNY:
3.19
PM:
2.64
ADRNY:
0.34
PM:
6.51
ADRNY:
€91.35B
PM:
$41.49B
ADRNY:
€24.31B
PM:
$27.93B
ADRNY:
€7.58B
PM:
$17.74B
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Return for Risk
ADRNY vs. PM — Risk / Return Rank
ADRNY
PM
ADRNY vs. PM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Koninklijke Ahold Delhaize NV ADR (ADRNY) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ADRNY | PM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.01 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.00 | -0.11 | +0.11 |
| Martin ratioReturn relative to average drawdown | 0.00 | -0.20 | +0.20 |
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Drawdowns
ADRNY vs. PM - Drawdown Comparison
The maximum ADRNY drawdown since its inception was -27.42%, smaller than the maximum PM drawdown of -42.87%. Use the drawdown chart below to compare losses from any high point for ADRNY and PM.
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Drawdown Indicators
| ADRNY | PM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.42% | -42.87% | +15.45% |
Max Drawdown (1Y)Largest decline over 1 year | -19.10% | -20.64% | +1.54% |
Max Drawdown (3Y)Largest decline over 3 years | -19.48% | -20.64% | +1.16% |
Max Drawdown (5Y)Largest decline over 5 years | -27.42% | -22.78% | -4.64% |
Max Drawdown (10Y)Largest decline over 10 years | -27.42% | -42.87% | +15.45% |
Current DrawdownCurrent decline from peak | -19.10% | -9.74% | -9.36% |
Average DrawdownAverage peak-to-trough decline | -6.82% | -10.02% | +3.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.54% | 10.85% | -4.31% |
Volatility
ADRNY vs. PM - Volatility Comparison
The current volatility for Koninklijke Ahold Delhaize NV ADR (ADRNY) is 6.31%, while Philip Morris International Inc. (PM) has a volatility of 8.19%. This indicates that ADRNY 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.
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Volatility by Period
| ADRNY | PM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.31% | 8.19% | -1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 17.48% | 21.28% | -3.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.59% | 28.11% | -7.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.50% | 22.82% | -2.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.63% | 24.51% | -1.88% |
Dividends
ADRNY vs. PM - Dividend Comparison
ADRNY's dividend yield for the trailing twelve months is around 3.44%, more than PM's 3.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADRNY Koninklijke Ahold Delhaize NV ADR | 3.44% | 3.04% | 3.71% | 4.11% | 3.63% | 2.59% | 3.54% | 3.71% | 2.58% | 2.32% | 8.67% | 2.22% |
PM Philip Morris International Inc. | 3.33% | 3.52% | 4.40% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% |
Financials
ADRNY vs. PM - Financials Comparison
This section allows you to compare key financial metrics between Koninklijke Ahold Delhaize NV ADR 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
ADRNY vs. PM - Profitability Comparison
ADRNY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Koninklijke Ahold Delhaize NV ADR reported a gross profit of 5.97B and revenue of 22.28B. Therefore, the gross margin over that period was 26.8%.
PM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Philip Morris International Inc. reported a gross profit of 6.91B and revenue of 10.15B. Therefore, the gross margin over that period was 68.1%.
ADRNY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Koninklijke Ahold Delhaize NV ADR reported an operating income of 783.00M and revenue of 22.28B, resulting in an operating margin of 3.5%.
PM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Philip Morris International Inc. reported an operating income of 3.89B and revenue of 10.15B, resulting in an operating margin of 38.4%.
ADRNY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Koninklijke Ahold Delhaize NV ADR reported a net income of 552.00M and revenue of 22.28B, resulting in a net margin of 2.5%.
PM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Philip Morris International Inc. reported a net income of 2.44B and revenue of 10.15B, resulting in a net margin of 24.0%.
Frequently Asked Questions
ADRNY and PM have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PM has higher volatility (8.19%) compared to ADRNY (6.31%). In terms of maximum drawdown, ADRNY dropped -27.42% vs PM's -42.87%.
ADRNY currently has the higher Sharpe Ratio (0.00 vs -0.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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