DUK vs. PM
DUK (Duke Energy Corporation) and PM (Philip Morris International Inc.) are both stocks. DUK operates in Utilities - Regulated Electric (Utilities), while PM operates in Tobacco (Consumer Defensive). Over the past 10 years, DUK returned 8.35%/yr vs 12.29%/yr for PM. At a 0.38 correlation, their price movements are largely independent.
Performance
DUK vs. PM - Performance Comparison
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Returns By Period
In the year-to-date period, DUK achieves a 11.36% return, which is significantly lower than PM's 23.23% return. Over the past 10 years, DUK has underperformed PM with an annualized return of 8.35%, while PM has yielded a comparatively higher 12.29% annualized return.
DUK
- 1D
- 1.62%
- 1M
- 3.59%
- 6M
- 9.34%
- YTD
- 11.36%
- 1Y
- 10.00%
- 3Y*
- 14.96%
- 5Y*
- 8.30%
- 10Y*
- 8.35%
- ALL TIME*
- 10.54%
PM
- 1D
- 3.33%
- 1M
- 13.13%
- 6M
- 17.09%
- YTD
- 23.23%
- 1Y
- 21.82%
- 3Y*
- 31.34%
- 5Y*
- 20.06%
- 10Y*
- 12.29%
- ALL TIME*
- 12.83%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $440.71M | $478.37M | $438.33M | |
| $968.76M | $943.97M | $900.25M |
DUK vs. PM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DUK Duke Energy Corporation | 11.36% | 12.72% | 15.56% | -1.63% | 2.03% | 19.11% | 4.77% | 10.29% | 7.41% | 12.96% |
PM Philip Morris International Inc. | 23.23% | 37.99% | 34.34% | -1.85% | 12.31% | 20.78% | 3.69% | 35.02% | -33.30% | 19.85% |
Correlation
The correlation between DUK and PM is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2008 | 0.38 |
Fundamentals
DUK:
$99.75B
PM:
$302.83B
DUK:
$6.61
PM:
$6.97
DUK:
19.37
PM:
27.88
DUK:
1.52
PM:
3.03
DUK:
2.99
PM:
7.13
DUK:
$33.29B
PM:
$42.55B
DUK:
$19.45B
PM:
$28.72B
DUK:
$15.91B
PM:
$18.20B
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Return for Risk
DUK vs. PM — Risk / Return Rank
DUK
PM
DUK vs. PM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Duke Energy Corporation (DUK) 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.
| DUK | PM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.15 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.92 | 1.18 | -0.26 |
| Martin ratioReturn relative to average drawdown | 2.10 | 2.60 | -0.50 |
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Drawdowns
DUK vs. PM - Drawdown Comparison
The maximum DUK drawdown since its inception was -71.92%, which is greater than PM's maximum drawdown of -42.87%. Use the drawdown chart below to compare losses from any high point for DUK and PM.
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Drawdown Indicators
| DUK | PM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.92% | -42.87% | -29.05% |
Max Drawdown (1Y)Largest decline over 1 year | -10.88% | -18.54% | +7.66% |
Max Drawdown (3Y)Largest decline over 3 years | -11.59% | -20.64% | +9.05% |
Max Drawdown (5Y)Largest decline over 5 years | -24.16% | -22.78% | -1.38% |
Max Drawdown (10Y)Largest decline over 10 years | -37.37% | -42.87% | +5.50% |
Current DrawdownCurrent decline from peak | -3.03% | 0.00% | -3.03% |
Average DrawdownAverage peak-to-trough decline | -10.83% | -9.99% | -0.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.78% | 8.42% | -3.64% |
Volatility
DUK vs. PM - Volatility Comparison
The current volatility for Duke Energy Corporation (DUK) is 6.36%, while Philip Morris International Inc. (PM) has a volatility of 9.64%. This indicates that DUK 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
| DUK | PM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.36% | 9.64% | -3.28% |
Volatility (6M)Calculated over the trailing 6-month period | 12.33% | 22.19% | -9.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.65% | 29.11% | -13.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.95% | 23.12% | -5.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.45% | 24.62% | -4.17% |
Dividends
DUK vs. PM - Dividend Comparison
DUK's dividend yield for the trailing twelve months is around 3.60%, more than PM's 3.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUK Duke Energy Corporation | 3.60% | 3.60% | 3.84% | 4.18% | 3.86% | 3.72% | 4.17% | 4.11% | 4.21% | 4.15% | 4.33% | 4.54% |
PM Philip Morris International Inc. | 3.03% | 3.52% | 4.40% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% |
Financials
DUK vs. PM - Financials Comparison
This section allows you to compare key financial metrics between Duke Energy Corporation 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
DUK vs. PM - Profitability Comparison
DUK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Duke Energy Corporation reported a gross profit of 6.23B and revenue of 9.18B. Therefore, the gross margin over that period was 67.9%.
PM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Philip Morris International Inc. reported a gross profit of 7.66B and revenue of 11.19B. Therefore, the gross margin over that period was 68.4%.
DUK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Duke Energy Corporation reported an operating income of 2.73B and revenue of 9.18B, resulting in an operating margin of 29.7%.
PM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Philip Morris International Inc. reported an operating income of 4.53B and revenue of 11.19B, resulting in an operating margin of 40.5%.
DUK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Duke Energy Corporation reported a net income of 1.55B and revenue of 9.18B, resulting in a net margin of 16.9%.
PM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Philip Morris International Inc. reported a net income of 2.82B and revenue of 11.19B, resulting in a net margin of 25.2%.
Frequently Asked Questions
DUK and PM have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PM has higher volatility (9.64%) compared to DUK (6.36%). In terms of maximum drawdown, DUK dropped -71.92% vs PM's -42.87%.
PM currently has the higher Sharpe Ratio (0.79 vs 0.64), 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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