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BTI vs. PM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BTI and PM is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

BTI vs. PM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in British American Tobacco p.l.c. (BTI) and Philip Morris International Inc. (PM). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
145.17%
451.59%
BTI
PM

Key characteristics

Sharpe Ratio

BTI:

2.23

PM:

2.02

Sortino Ratio

BTI:

3.19

PM:

3.05

Omega Ratio

BTI:

1.42

PM:

1.41

Calmar Ratio

BTI:

1.02

PM:

3.50

Martin Ratio

BTI:

8.87

PM:

11.59

Ulcer Index

BTI:

4.22%

PM:

3.47%

Daily Std Dev

BTI:

16.83%

PM:

19.96%

Max Drawdown

BTI:

-63.57%

PM:

-42.87%

Current Drawdown

BTI:

-13.65%

PM:

-6.64%

Fundamentals

Market Cap

BTI:

$78.26B

PM:

$195.97B

EPS

BTI:

-$7.93

PM:

$6.30

PEG Ratio

BTI:

3.15

PM:

1.54

Total Revenue (TTM)

BTI:

$20.01B

PM:

$37.16B

Gross Profit (TTM)

BTI:

$14.85B

PM:

$23.58B

EBITDA (TTM)

BTI:

$6.37B

PM:

$15.11B

Returns By Period

In the year-to-date period, BTI achieves a 35.11% return, which is significantly lower than PM's 37.13% return. Over the past 10 years, BTI has underperformed PM with an annualized return of 2.52%, while PM has yielded a comparatively higher 9.43% annualized return.


BTI

YTD

35.11%

1M

-0.26%

6M

21.87%

1Y

36.08%

5Y*

5.35%

10Y*

2.52%

PM

YTD

37.13%

1M

-4.73%

6M

25.71%

1Y

38.98%

5Y*

13.59%

10Y*

9.43%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BTI vs. PM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for British American Tobacco p.l.c. (BTI) 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.


Sharpe ratio
The chart of Sharpe ratio for BTI, currently valued at 2.23, compared to the broader market-4.00-2.000.002.002.232.02
The chart of Sortino ratio for BTI, currently valued at 3.19, compared to the broader market-4.00-2.000.002.004.003.193.05
The chart of Omega ratio for BTI, currently valued at 1.42, compared to the broader market0.501.001.502.001.421.41
The chart of Calmar ratio for BTI, currently valued at 1.02, compared to the broader market0.002.004.006.001.023.50
The chart of Martin ratio for BTI, currently valued at 8.87, compared to the broader market-5.000.005.0010.0015.0020.0025.008.8711.59
BTI
PM

The current BTI Sharpe Ratio is 2.23, which is comparable to the PM Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of BTI 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.23
2.02
BTI
PM

Dividends

BTI vs. PM - Dividend Comparison

BTI's dividend yield for the trailing twelve months is around 8.18%, more than PM's 3.18% yield.


TTM20232022202120202019201820172016201520142013
BTI
British American Tobacco p.l.c.
8.18%9.57%7.40%7.98%7.22%6.35%8.52%4.18%3.79%4.21%4.55%4.04%
PM
Philip Morris International Inc.
3.18%5.46%4.98%5.16%5.73%5.43%6.73%3.99%4.50%4.60%4.76%4.11%

Drawdowns

BTI vs. PM - Drawdown Comparison

The maximum BTI drawdown since its inception was -63.57%, which is greater than PM's maximum drawdown of -42.87%. Use the drawdown chart below to compare losses from any high point for BTI and PM. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.65%
-6.64%
BTI
PM

Volatility

BTI vs. PM - Volatility Comparison

The current volatility for British American Tobacco p.l.c. (BTI) is 3.44%, while Philip Morris International Inc. (PM) has a volatility of 5.06%. This indicates that BTI 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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
3.44%
5.06%
BTI
PM

Financials

BTI vs. PM - Financials Comparison

This section allows you to compare key financial metrics between British American Tobacco p.l.c. 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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