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GBOOY vs. PM
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

GBOOY vs. PM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grupo Financiero Banorte SAB de CV ADR (GBOOY) and Philip Morris International Inc. (PM). The values are adjusted to include any dividend payments, if applicable.

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GBOOY vs. PM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GBOOY
Grupo Financiero Banorte SAB de CV ADR
19.47%59.20%-30.20%52.91%20.30%22.28%-0.38%19.42%-7.60%15.23%
PM
Philip Morris International Inc.
4.00%37.99%34.34%-1.85%12.31%20.78%3.69%35.02%-33.30%19.85%

Fundamentals

Market Cap

GBOOY:

$31.27B

PM:

$248.73B

EPS

GBOOY:

$101.61

PM:

$7.47

PE Ratio

GBOOY:

0.55

PM:

22.14

PEG Ratio

GBOOY:

0.04

PM:

2.10

PS Ratio

GBOOY:

0.11

PM:

6.27

Total Revenue (TTM)

GBOOY:

$282.51B

PM:

$40.60B

Gross Profit (TTM)

GBOOY:

$107.64B

PM:

$26.97B

EBITDA (TTM)

GBOOY:

$41.34B

PM:

$17.08B

Returns By Period

In the year-to-date period, GBOOY achieves a 19.47% return, which is significantly higher than PM's 4.00% return. Over the past 10 years, GBOOY has outperformed PM with an annualized return of 13.00%, while PM has yielded a comparatively lower 10.52% annualized return.


GBOOY

1D
4.47%
1M
-2.68%
YTD
19.47%
6M
14.89%
1Y
76.09%
3Y*
19.92%
5Y*
24.11%
10Y*
13.00%

PM

1D
0.31%
1M
-10.71%
YTD
4.00%
6M
4.76%
1Y
7.86%
3Y*
24.78%
5Y*
18.95%
10Y*
10.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

GBOOY vs. PM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GBOOY
GBOOY Risk / Return Rank: 9090
Overall Rank
GBOOY Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
GBOOY Sortino Ratio Rank: 8989
Sortino Ratio Rank
GBOOY Omega Ratio Rank: 8686
Omega Ratio Rank
GBOOY Calmar Ratio Rank: 9292
Calmar Ratio Rank
GBOOY Martin Ratio Rank: 9292
Martin Ratio Rank

PM
PM Risk / Return Rank: 5050
Overall Rank
PM Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
PM Sortino Ratio Rank: 4444
Sortino Ratio Rank
PM Omega Ratio Rank: 4545
Omega Ratio Rank
PM Calmar Ratio Rank: 5454
Calmar Ratio Rank
PM Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


GBOOYPMDifference

Sharpe ratio

Return per unit of total volatility

2.03

0.31

+1.72

Sortino ratio

Return per unit of downside risk

2.79

0.55

+2.24

Omega ratio

Gain probability vs. loss probability

1.35

1.08

+0.27

Calmar ratio

Return relative to maximum drawdown

4.67

0.50

+4.17

Martin ratio

Return relative to average drawdown

12.70

1.06

+11.64

GBOOY vs. PM - Sharpe Ratio Comparison

The current GBOOY Sharpe Ratio is 2.03, which is higher than the PM Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of GBOOY 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.


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Sharpe Ratios by Period


GBOOYPMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

0.31

+1.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.87

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.44

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.52

-0.16

Correlation

The correlation between GBOOY and PM is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GBOOY vs. PM - Dividend Comparison

GBOOY's dividend yield for the trailing twelve months is around 7.89%, more than PM's 3.48% yield.


TTM20252024202320222021202020192018201720162015
GBOOY
Grupo Financiero Banorte SAB de CV ADR
7.89%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.
3.48%3.52%4.40%5.46%4.98%5.16%5.73%5.43%6.73%3.99%4.50%4.60%

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


GBOOYPMDifference

Max Drawdown

Largest 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 (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 Drawdown

Current decline from peak

-8.30%

-12.11%

+3.81%

Average Drawdown

Average peak-to-trough decline

-17.88%

-10.03%

-7.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.58%

9.75%

-4.17%

Volatility

GBOOY vs. PM - Volatility Comparison

Grupo Financiero Banorte SAB de CV ADR (GBOOY) has a higher volatility of 12.91% compared to Philip Morris International Inc. (PM) at 9.52%. This indicates that GBOOY'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


GBOOYPMDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.91%

9.52%

+3.39%

Volatility (6M)

Calculated over the trailing 6-month period

23.54%

18.02%

+5.52%

Volatility (1Y)

Calculated over the trailing 1-year period

37.82%

25.83%

+11.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.88%

21.80%

+16.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.22%

24.02%

+17.20%

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.


Quarterly
Annual

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


0.0050.00B100.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
112.23B
10.36B
(GBOOY) Total Revenue
(PM) Total Revenue
Values in USD except per share items

GBOOY vs. PM - Profitability Comparison

The chart below illustrates the profitability comparison between Grupo Financiero Banorte SAB de CV ADR and Philip Morris International Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
51.5%
65.4%
Portfolio components
GBOOY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Grupo Financiero Banorte SAB de CV ADR reported a gross profit of 57.79B and revenue of 112.23B. Therefore, the gross margin over that period was 51.5%.

PM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Philip Morris International Inc. reported a gross profit of 6.78B and revenue of 10.36B. Therefore, the gross margin over that period was 65.4%.

GBOOY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Grupo Financiero Banorte SAB de CV ADR reported an operating income of 99.92B and revenue of 112.23B, resulting in an operating margin of 89.0%.

PM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Philip Morris International Inc. reported an operating income of 3.42B and revenue of 10.36B, resulting in an operating margin of 33.0%.

GBOOY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Grupo Financiero Banorte SAB de CV ADR reported a net income of 15.87B and revenue of 112.23B, resulting in a net margin of 14.1%.

PM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Philip Morris International Inc. reported a net income of 2.31B and revenue of 10.36B, resulting in a net margin of 22.3%.