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IBOT vs. PM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBOT vs. PM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Robotics ETF (IBOT) and Philip Morris International Inc. (PM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBOT achieves a 24.30% return, which is significantly higher than PM's 15.93% return.


IBOT

1D
0.19%
1M
1.22%
YTD
24.30%
6M
24.91%
1Y
50.85%
3Y*
20.68%
5Y*
10Y*

PM

1D
1.95%
1M
-2.80%
YTD
15.93%
6M
22.12%
1Y
3.53%
3Y*
31.18%
5Y*
18.78%
10Y*
11.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBOT vs. PM - Yearly Performance Comparison


2026 (YTD)202520242023
IBOT
VanEck Robotics ETF
24.30%28.57%6.39%19.46%
PM
Philip Morris International Inc.
15.93%37.99%34.34%-0.73%

Correlation

The correlation between IBOT and PM is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Apr 6, 2023

0.02

The correlation between IBOT and PM shifts across timeframes, from -0.15 (1 year) to 0.02 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IBOT vs. PM — Risk / Return Rank

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

IBOT
IBOT Risk / Return Rank: 7171
Overall Rank
IBOT Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IBOT Sortino Ratio Rank: 7272
Sortino Ratio Rank
IBOT Omega Ratio Rank: 7070
Omega Ratio Rank
IBOT Calmar Ratio Rank: 6666
Calmar Ratio Rank
IBOT Martin Ratio Rank: 7272
Martin Ratio Rank

PM
PM Risk / Return Rank: 4444
Overall Rank
PM Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
PM Sortino Ratio Rank: 4141
Sortino Ratio Rank
PM Omega Ratio Rank: 4141
Omega Ratio Rank
PM Calmar Ratio Rank: 4747
Calmar Ratio Rank
PM Martin Ratio Rank: 4747
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.

IBOT vs. PM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Robotics ETF (IBOT) 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.


IBOTPMDifference
Sharpe ratioReturn per unit of total volatility

+1.96

Sortino ratioReturn per unit of downside risk

+2.43

Omega ratioGain probability vs. loss probability

1.36

1.05

+0.31

Calmar ratioReturn relative to maximum drawdown

2.89

0.18

+2.71

Martin ratioReturn relative to average drawdown

11.67

0.34

+11.33

IBOT vs. PM - Sharpe Ratio Comparison

The current IBOT Sharpe Ratio is 2.10, which is higher than the PM Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of IBOT and PM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IBOT vs. PM - Drawdown Comparison

The maximum IBOT drawdown since its inception was -25.39%, smaller than the maximum PM drawdown of -42.87%. Use the drawdown chart below to compare losses from any high point for IBOT and PM.


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Drawdown Indicators


IBOTPMDifference

Max Drawdown

Largest peak-to-trough decline

-25.39%

-42.87%

+17.48%

Max Drawdown (1Y)

Largest decline over 1 year

-16.74%

-20.64%

+3.90%

Max Drawdown (3Y)

Largest decline over 3 years

-25.39%

-20.64%

-4.75%

Max Drawdown (5Y)

Largest decline over 5 years

-22.78%

Max Drawdown (10Y)

Largest decline over 10 years

-42.87%

Current Drawdown

Current decline from peak

-2.92%

-3.94%

+1.02%

Average Drawdown

Average peak-to-trough decline

-5.02%

-10.02%

+5.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.13%

10.81%

-6.68%

Volatility

IBOT vs. PM - Volatility Comparison

VanEck Robotics ETF (IBOT) has a higher volatility of 9.29% compared to Philip Morris International Inc. (PM) at 7.76%. This indicates that IBOT'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


IBOTPMDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.29%

7.76%

+1.53%

Volatility (6M)

Calculated over the trailing 6-month period

19.07%

21.07%

-2.00%

Volatility (1Y)

Calculated over the trailing 1-year period

23.06%

27.73%

-4.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.37%

22.73%

-0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.37%

24.46%

-2.09%

Dividends

IBOT vs. PM - Dividend Comparison

IBOT's dividend yield for the trailing twelve months is around 0.31%, less than PM's 3.13% yield.


PositionTTM20252024202320222021202020192018201720162015
IBOT
VanEck Robotics ETF
0.31%0.38%2.81%2.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PM
Philip Morris International Inc.
3.13%3.52%4.40%5.46%4.98%5.16%5.73%5.43%6.73%3.99%4.50%4.60%

Frequently Asked Questions


IBOT and PM have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBOT has higher volatility (9.29%) compared to PM (7.76%). In terms of maximum drawdown, IBOT dropped -25.39% vs PM's -42.87%.

IBOT currently has the higher Sharpe Ratio (2.10 vs 0.13), 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.

Portfolio Optimizer

Find the right allocation for IBOT and PM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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