AIA vs. PM
AIA (iShares Asia 50 ETF) is Asia Pacific Equities fund tracking the S&P Asia 50, while PM (Philip Morris International Inc.) is a stock. Over the past 10 years, AIA returned 15.05%/yr vs 11.71%/yr for PM. At a 0.30 correlation, their price movements are largely independent.
Performance
AIA vs. PM - Performance Comparison
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Returns By Period
In the year-to-date period, AIA achieves a 44.56% return, which is significantly higher than PM's 15.93% return. Over the past 10 years, AIA has outperformed PM with an annualized return of 15.05%, while PM has yielded a comparatively lower 11.71% annualized return.
AIA
- 1D
- 0.54%
- 1M
- 6.70%
- YTD
- 44.56%
- 6M
- 50.54%
- 1Y
- 83.79%
- 3Y*
- 34.57%
- 5Y*
- 11.52%
- 10Y*
- 15.05%
PM
- 1D
- 1.95%
- 1M
- -2.80%
- YTD
- 15.93%
- 6M
- 22.12%
- 1Y
- 3.53%
- 3Y*
- 31.18%
- 5Y*
- 18.78%
- 10Y*
- 11.71%
AIA vs. PM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AIA iShares Asia 50 ETF | 44.56% | 47.79% | 20.26% | 4.32% | -24.08% | -10.91% | 33.73% | 22.21% | -14.22% | 45.00% |
PM Philip Morris International Inc. | 15.93% | 37.99% | 34.34% | -1.85% | 12.31% | 20.78% | 3.69% | 35.02% | -33.30% | 19.85% |
Correlation
The correlation between AIA and PM is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2008 | 0.30 |
The correlation between AIA and PM shifts across timeframes, from -0.09 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AIA vs. PM — Risk / Return Rank
AIA
PM
AIA vs. PM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Asia 50 ETF (AIA) 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.
| AIA | PM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.75 | ||
| Sortino ratioReturn per unit of downside risk | +3.04 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.05 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 5.70 | 0.18 | +5.52 |
| Martin ratioReturn relative to average drawdown | 19.76 | 0.34 | +19.42 |
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Drawdowns
AIA vs. PM - Drawdown Comparison
The maximum AIA drawdown since its inception was -60.89%, which is greater than PM's maximum drawdown of -42.87%. Use the drawdown chart below to compare losses from any high point for AIA and PM.
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Drawdown Indicators
| AIA | PM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.89% | -42.87% | -18.02% |
Max Drawdown (1Y)Largest decline over 1 year | -14.15% | -20.64% | +6.49% |
Max Drawdown (3Y)Largest decline over 3 years | -21.64% | -20.64% | -1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -50.11% | -22.78% | -27.33% |
Max Drawdown (10Y)Largest decline over 10 years | -54.64% | -42.87% | -11.77% |
Current DrawdownCurrent decline from peak | -6.44% | -3.94% | -2.50% |
Average DrawdownAverage peak-to-trough decline | -16.66% | -10.02% | -6.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.08% | 10.81% | -6.73% |
Volatility
AIA vs. PM - Volatility Comparison
iShares Asia 50 ETF (AIA) has a higher volatility of 14.34% compared to Philip Morris International Inc. (PM) at 7.76%. This indicates that AIA'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.
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Volatility by Period
| AIA | PM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.34% | 7.76% | +6.58% |
Volatility (6M)Calculated over the trailing 6-month period | 24.49% | 21.07% | +3.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.93% | 27.73% | +0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.96% | 22.73% | +3.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.78% | 24.46% | -0.68% |
Dividends
AIA vs. PM - Dividend Comparison
AIA's dividend yield for the trailing twelve months is around 1.73%, less than PM's 3.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AIA iShares Asia 50 ETF | 1.73% | 2.50% | 2.78% | 2.07% | 2.59% | 1.54% | 1.11% | 2.24% | 2.49% | 1.45% | 2.29% | 2.88% |
PM Philip Morris International Inc. | 3.13% | 3.52% | 4.40% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% |
Frequently Asked Questions
AIA and PM have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AIA has higher volatility (14.34%) compared to PM (7.76%). In terms of maximum drawdown, AIA dropped -60.89% vs PM's -42.87%.
AIA currently has the higher Sharpe Ratio (2.89 vs 0.13), 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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