GOOG vs. PM
GOOG (Alphabet Inc) and PM (Philip Morris International Inc.) are both stocks. GOOG operates in Internet Content & Information (Communication Services), while PM operates in Tobacco (Consumer Defensive). Over the past 10 years, GOOG returned 26.25%/yr vs 11.28%/yr for PM. At a 0.20 correlation, their price movements are largely independent.
Performance
GOOG vs. PM - Performance Comparison
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Returns By Period
In the year-to-date period, GOOG achieves a 16.64% return, which is significantly higher than PM's 12.15% return. Over the past 10 years, GOOG has outperformed PM with an annualized return of 26.25%, while PM has yielded a comparatively lower 11.28% annualized return.
GOOG
- 1D
- -0.95%
- 1M
- -7.44%
- YTD
- 16.64%
- 6M
- 13.71%
- 1Y
- 116.14%
- 3Y*
- 42.32%
- 5Y*
- 24.64%
- 10Y*
- 26.25%
PM
- 1D
- 1.89%
- 1M
- 4.55%
- YTD
- 12.15%
- 6M
- 22.81%
- 1Y
- 1.45%
- 3Y*
- 30.53%
- 5Y*
- 18.22%
- 10Y*
- 11.28%
GOOG vs. PM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GOOG Alphabet Inc | 16.64% | 65.42% | 35.62% | 58.83% | -38.67% | 65.17% | 31.03% | 29.10% | -1.03% | 35.58% |
PM Philip Morris International Inc. | 12.15% | 37.99% | 34.34% | -1.85% | 12.31% | 20.78% | 3.69% | 35.02% | -33.30% | 19.85% |
Correlation
The correlation between GOOG and PM is -0.08, 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 | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2014 | 0.20 |
The correlation between GOOG and PM shifts across timeframes, from -0.08 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.
Fundamentals
GOOG:
$4.48T
PM:
$278.64B
GOOG:
$13.11
PM:
$7.12
GOOG:
27.89
PM:
25.05
GOOG:
1.37
PM:
2.72
GOOG:
10.57
PM:
6.70
GOOG:
$422.57B
PM:
$41.49B
GOOG:
$255.12B
PM:
$27.93B
GOOG:
$174.08B
PM:
$17.74B
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Return for Risk
GOOG vs. PM — Risk / Return Rank
GOOG
PM
GOOG vs. PM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc (GOOG) 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.
| GOOG | PM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.01 | ||
| Sortino ratioReturn per unit of downside risk | +5.19 | ||
| Omega ratioGain probability vs. loss probability | 1.65 | 1.03 | +0.62 |
| Calmar ratioReturn relative to maximum drawdown | 5.63 | 0.07 | +5.56 |
| Martin ratioReturn relative to average drawdown | 20.33 | 0.14 | +20.19 |
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
| GOOG | PM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.06 | 0.05 | +4.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.81 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.91 | 0.46 | +0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.53 | +0.30 |
Drawdowns
GOOG vs. PM - Drawdown Comparison
The maximum GOOG drawdown since its inception was -44.60%, roughly equal to the maximum PM drawdown of -42.87%. Use the drawdown chart below to compare losses from any high point for GOOG and PM.
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Drawdown Indicators
| GOOG | PM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.60% | -42.87% | -1.73% |
Max Drawdown (1Y)Largest decline over 1 year | -20.75% | -20.64% | -0.11% |
Max Drawdown (3Y)Largest decline over 3 years | -29.35% | -20.64% | -8.71% |
Max Drawdown (5Y)Largest decline over 5 years | -44.60% | -22.78% | -21.82% |
Max Drawdown (10Y)Largest decline over 10 years | -44.60% | -42.87% | -1.73% |
Current DrawdownCurrent decline from peak | -8.34% | -7.07% | -1.27% |
Average DrawdownAverage peak-to-trough decline | -8.89% | -10.03% | +1.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.74% | 10.78% | -5.04% |
Volatility
GOOG vs. PM - Volatility Comparison
The current volatility for Alphabet Inc (GOOG) is 8.40%, while Philip Morris International Inc. (PM) has a volatility of 9.65%. This indicates that GOOG 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
| GOOG | PM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.40% | 9.65% | -1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 20.47% | 20.91% | -0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.77% | 27.60% | +1.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.13% | 22.70% | +8.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.01% | 24.44% | +4.57% |
Dividends
GOOG vs. PM - Dividend Comparison
GOOG's dividend yield for the trailing twelve months is around 0.23%, less than PM's 3.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOOG Alphabet Inc | 0.23% | 0.26% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PM Philip Morris International Inc. | 3.23% | 3.52% | 4.40% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% |
Financials
GOOG vs. PM - Financials Comparison
This section allows you to compare key financial metrics between Alphabet Inc 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
GOOG vs. PM - Profitability Comparison
GOOG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Alphabet Inc reported a gross profit of 68.63B and revenue of 109.90B. Therefore, the gross margin over that period was 62.5%.
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%.
GOOG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Alphabet Inc reported an operating income of 39.70B and revenue of 109.90B, resulting in an operating margin of 36.1%.
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%.
GOOG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Alphabet Inc reported a net income of 62.58B and revenue of 109.90B, resulting in a net margin of 56.9%.
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
GOOG and PM have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PM has higher volatility (9.65%) compared to GOOG (8.40%). In terms of maximum drawdown, GOOG dropped -44.60% vs PM's -42.87%.
GOOG currently has the higher Sharpe Ratio (4.06 vs 0.05), 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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