BTI vs. PM
Compare and contrast key facts about British American Tobacco p.l.c. (BTI) and Philip Morris International Inc. (PM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BTI or PM.
Key characteristics
| BTI | PM | |
|---|---|---|
| YTD Return | 2.32% | 2.40% |
| 1Y Return | -13.97% | 1.57% |
| 3Y Return (Ann) | -0.48% | 5.63% |
| 5Y Return (Ann) | 2.26% | 8.23% |
| 10Y Return (Ann) | -0.87% | 6.40% |
| Sharpe Ratio | -0.71 | 0.14 |
| Daily Std Dev | 19.98% | 16.12% |
| Max Drawdown | -63.57% | -42.87% |
| Current Drawdown | -34.61% | -4.17% |
Fundamentals
| BTI | PM | |
|---|---|---|
| Market Cap | $65.23B | $147.71B |
| EPS | -$8.06 | $5.12 |
| PE Ratio | 6.03 | 18.56 |
| PEG Ratio | 3.15 | 1.99 |
| Revenue (TTM) | $27.28B | $35.95B |
| Gross Profit (TTM) | $22.85B | $20.53B |
| EBITDA (TTM) | $13.27B | $14.47B |
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.
Performance
BTI vs. PM - Performance Comparison
The year-to-date returns for both investments are quite close, with BTI having a 2.32% return and PM slightly higher at 2.40%. Over the past 10 years, BTI has underperformed PM with an annualized return of -0.87%, while PM has yielded a comparatively higher 6.40% 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
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.
Dividends
BTI vs. PM - Dividend Comparison
BTI's dividend yield for the trailing twelve months is around 9.73%, more than PM's 5.44% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTI British American Tobacco p.l.c. | 9.73% | 9.57% | 7.40% | 7.98% | 7.22% | 6.35% | 8.52% | 4.18% | 3.77% | 4.21% | 4.55% | 4.04% |
PM Philip Morris International Inc. | 5.44% | 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.
Volatility
BTI vs. PM - Volatility Comparison
The current volatility for British American Tobacco p.l.c. (BTI) is 4.06%, while Philip Morris International Inc. (PM) has a volatility of 6.79%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities