GBOOY vs. PM
GBOOY (Grupo Financiero Banorte SAB de CV ADR) and PM (Philip Morris International Inc.) are both stocks. GBOOY operates in Banks - Regional (Financial Services), while PM operates in Tobacco (Consumer Defensive). Over the past 10 years, GBOOY returned 13.67%/yr vs 11.06%/yr for PM. At a 0.21 correlation, their price movements are largely independent.
Performance
GBOOY vs. PM - Performance Comparison
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Returns By Period
In the year-to-date period, GBOOY achieves a 18.78% return, which is significantly higher than PM's 10.67% return. Over the past 10 years, GBOOY has outperformed PM with an annualized return of 13.67%, while PM has yielded a comparatively lower 11.06% annualized return.
GBOOY
- 1D
- -0.97%
- 1M
- 1.84%
- YTD
- 18.78%
- 6M
- 18.89%
- 1Y
- 28.91%
- 3Y*
- 21.23%
- 5Y*
- 19.35%
- 10Y*
- 13.67%
PM
- 1D
- 1.31%
- 1M
- 3.99%
- YTD
- 10.67%
- 6M
- 18.07%
- 1Y
- -0.11%
- 3Y*
- 29.88%
- 5Y*
- 17.91%
- 10Y*
- 11.06%
GBOOY vs. PM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GBOOY Grupo Financiero Banorte SAB de CV ADR | 18.78% | 59.20% | -30.20% | 52.91% | 20.30% | 22.28% | -0.38% | 19.42% | -7.60% | 15.23% |
PM Philip Morris International Inc. | 10.67% | 37.99% | 34.34% | -1.85% | 12.31% | 20.78% | 3.69% | 35.02% | -33.30% | 19.85% |
Correlation
The correlation between GBOOY and PM is 0.07, 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 | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jun 22, 2009 | 0.21 |
The correlation between GBOOY and PM shifts across timeframes, from 0.07 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.
Fundamentals
GBOOY:
$32.30B
PM:
$274.96B
GBOOY:
$100.11
PM:
$7.12
GBOOY:
0.52
PM:
24.72
GBOOY:
0.04
PM:
2.69
GBOOY:
0.09
PM:
6.61
GBOOY:
$336.10B
PM:
$41.49B
GBOOY:
$112.12B
PM:
$27.93B
GBOOY:
$63.92B
PM:
$17.74B
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Return for Risk
GBOOY vs. PM — Risk / Return Rank
GBOOY
PM
GBOOY vs. PM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Grupo Financiero Banorte SAB de CV ADR (GBOOY) 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.
| GBOOY | PM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | -0.00 | +0.99 |
Sortino ratioReturn per unit of downside risk | 1.57 | 0.18 | +1.39 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.02 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.91 | -0.01 | +1.92 |
Martin ratioReturn relative to average drawdown | 4.67 | -0.01 | +4.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GBOOY | PM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | -0.00 | +0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.79 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.45 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.52 | -0.17 |
Drawdowns
GBOOY vs. PM - Drawdown Comparison
The maximum GBOOY drawdown since its inception was -65.69%, which is greater than PM's maximum drawdown of -42.87%. Use the drawdown chart below to compare losses from any high point for GBOOY and PM.
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Drawdown Indicators
| GBOOY | PM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.69% | -42.87% | -22.82% |
Max Drawdown (1Y)Largest decline over 1 year | -15.19% | -20.64% | +5.45% |
Max Drawdown (3Y)Largest decline over 3 years | -38.13% | -20.64% | -17.49% |
Max Drawdown (5Y)Largest decline over 5 years | -38.13% | -22.78% | -15.35% |
Max Drawdown (10Y)Largest decline over 10 years | -65.69% | -42.87% | -22.82% |
Current DrawdownCurrent decline from peak | -8.83% | -8.30% | -0.53% |
Average DrawdownAverage peak-to-trough decline | -17.78% | -10.03% | -7.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.20% | 10.75% | -4.55% |
Volatility
GBOOY vs. PM - Volatility Comparison
The current volatility for Grupo Financiero Banorte SAB de CV ADR (GBOOY) is 8.29%, while Philip Morris International Inc. (PM) has a volatility of 9.48%. This indicates that GBOOY 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
| GBOOY | PM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.29% | 9.48% | -1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 23.83% | 20.96% | +2.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.60% | 27.55% | +2.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.41% | 22.69% | +14.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.20% | 24.43% | +16.77% |
Dividends
GBOOY vs. PM - Dividend Comparison
GBOOY's dividend yield for the trailing twelve months is around 9.48%, more than PM's 3.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GBOOY Grupo Financiero Banorte SAB de CV ADR | 9.48% | 9.42% | 10.55% | 7.41% | 8.46% | 4.29% | 0.00% | 4.94% | 3.46% | 5.15% | 2.20% | 1.02% |
PM Philip Morris International Inc. | 3.27% | 3.52% | 4.40% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% |
Financials
GBOOY vs. PM - Financials Comparison
This section allows you to compare key financial metrics between Grupo Financiero Banorte SAB de CV 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
GBOOY vs. PM - Profitability Comparison
GBOOY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Grupo Financiero Banorte SAB de CV ADR reported a gross profit of 67.89B and revenue of 116.99B. Therefore, the gross margin over that period was 58.0%.
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%.
GBOOY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Grupo Financiero Banorte SAB de CV ADR reported an operating income of 22.06B and revenue of 116.99B, resulting in an operating margin of 18.9%.
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%.
GBOOY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Grupo Financiero Banorte SAB de CV ADR reported a net income of 15.46B and revenue of 116.99B, resulting in a net margin of 13.2%.
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
GBOOY and PM have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PM has higher volatility (9.48%) compared to GBOOY (8.29%). In terms of maximum drawdown, GBOOY dropped -65.69% vs PM's -42.87%.
GBOOY currently has the higher Sharpe Ratio (0.98 vs -0.00), 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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