PortfoliosLab logoPortfoliosLab logo
IMB.L vs. PH
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

IMB.L vs. PH - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Imperial Brands plc (IMB.L) and Parker-Hannifin Corporation (PH). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

IMB.L vs. PH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IMB.L
Imperial Brands plc
-0.76%29.63%51.66%-5.83%37.80%15.06%-12.52%-13.44%-19.62%-6.12%
PH
Parker-Hannifin Corporation
3.98%29.60%42.02%52.77%4.16%19.42%30.82%35.40%-19.49%32.38%
Different Trading Currencies

IMB.L is traded in GBp, while PH is traded in USD. To make them comparable, the PH values have been converted to GBp using the latest available exchange rates.

Fundamentals

Market Cap

IMB.L:

£25.39B

PH:

$114.68B

EPS

IMB.L:

£5.64

PH:

$27.53

PE Ratio

IMB.L:

5.42

PH:

32.52

PEG Ratio

IMB.L:

2.17

PH:

1.37

PS Ratio

IMB.L:

0.68

PH:

5.62

PB Ratio

IMB.L:

5.26

PH:

7.48

Total Revenue (TTM)

IMB.L:

£37.47B

PH:

$20.46B

Gross Profit (TTM)

IMB.L:

£13.60B

PH:

$7.63B

EBITDA (TTM)

IMB.L:

£8.33B

PH:

$5.26B

Returns By Period

In the year-to-date period, IMB.L achieves a -0.76% return, which is significantly lower than PH's 3.98% return. Over the past 10 years, IMB.L has underperformed PH with an annualized return of 4.68%, while PH has yielded a comparatively higher 25.98% annualized return.


IMB.L

1D
-1.29%
1M
-8.06%
YTD
-0.76%
6M
-0.78%
1Y
12.39%
3Y*
25.83%
5Y*
23.81%
10Y*
4.68%

PH

1D
3.61%
1M
-9.54%
YTD
3.98%
6M
20.59%
1Y
45.22%
3Y*
37.00%
5Y*
25.89%
10Y*
25.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IMB.L vs. PH — Risk / Return Rank

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

IMB.L
IMB.L Risk / Return Rank: 5959
Overall Rank
IMB.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
IMB.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
IMB.L Omega Ratio Rank: 5353
Omega Ratio Rank
IMB.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
IMB.L Martin Ratio Rank: 6262
Martin Ratio Rank

PH
PH Risk / Return Rank: 8686
Overall Rank
PH Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
PH Sortino Ratio Rank: 8282
Sortino Ratio Rank
PH Omega Ratio Rank: 8686
Omega Ratio Rank
PH Calmar Ratio Rank: 8585
Calmar Ratio Rank
PH Martin Ratio Rank: 9191
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.

IMB.L vs. PH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Imperial Brands plc (IMB.L) and Parker-Hannifin Corporation (PH). 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.


IMB.LPHDifference

Sharpe ratio

Return per unit of total volatility

0.60

1.46

-0.86

Sortino ratio

Return per unit of downside risk

0.92

2.02

-1.10

Omega ratio

Gain probability vs. loss probability

1.12

1.31

-0.19

Calmar ratio

Return relative to maximum drawdown

0.78

2.75

-1.96

Martin ratio

Return relative to average drawdown

2.19

9.99

-7.80

IMB.L vs. PH - Sharpe Ratio Comparison

The current IMB.L Sharpe Ratio is 0.60, which is lower than the PH Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of IMB.L and PH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


IMB.LPHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

1.46

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.23

0.94

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

0.84

-0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.63

-0.05

Correlation

The correlation between IMB.L and PH is 0.13, 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

IMB.L vs. PH - Dividend Comparison

IMB.L's dividend yield for the trailing twelve months is around 5.24%, more than PH's 0.80% yield.


TTM20252024202320222021202020192018201720162015
IMB.L
Imperial Brands plc
5.24%5.59%5.91%7.99%6.78%8.57%5.84%10.70%7.65%5.22%4.24%5.05%
PH
Parker-Hannifin Corporation
0.80%0.80%1.00%1.25%1.73%1.25%1.29%1.65%1.97%1.32%1.80%2.60%

Drawdowns

IMB.L vs. PH - Drawdown Comparison

The maximum IMB.L drawdown since its inception was -61.74%, which is greater than PH's maximum drawdown of -53.26%. Use the drawdown chart below to compare losses from any high point for IMB.L and PH.


Loading graphics...

Drawdown Indicators


IMB.LPHDifference

Max Drawdown

Largest peak-to-trough decline

-61.74%

-66.92%

+5.18%

Max Drawdown (1Y)

Largest decline over 1 year

-15.47%

-17.77%

+2.30%

Max Drawdown (5Y)

Largest decline over 5 years

-22.33%

-28.64%

+6.31%

Max Drawdown (10Y)

Largest decline over 10 years

-61.74%

-54.68%

-7.06%

Current Drawdown

Current decline from peak

-8.06%

-12.49%

+4.43%

Average Drawdown

Average peak-to-trough decline

-14.00%

-15.35%

+1.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.52%

4.61%

+0.91%

Volatility

IMB.L vs. PH - Volatility Comparison

The current volatility for Imperial Brands plc (IMB.L) is 7.32%, while Parker-Hannifin Corporation (PH) has a volatility of 9.66%. This indicates that IMB.L experiences smaller price fluctuations and is considered to be less risky than PH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


IMB.LPHDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.32%

9.66%

-2.34%

Volatility (6M)

Calculated over the trailing 6-month period

14.26%

17.78%

-3.52%

Volatility (1Y)

Calculated over the trailing 1-year period

20.69%

31.17%

-10.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.28%

27.58%

-8.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.73%

30.98%

-8.25%

Financials

IMB.L vs. PH - Financials Comparison

This section allows you to compare key financial metrics between Imperial Brands plc and Parker-Hannifin Corporation. 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


4.00B5.00B6.00B7.00B8.00B9.00B10.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
10.32B
5.17B
(IMB.L) Total Revenue
(PH) Total Revenue
Please note, different currencies. IMB.L values in GBp, PH values in USD

IMB.L vs. PH - Profitability Comparison

The chart below illustrates the profitability comparison between Imperial Brands plc and Parker-Hannifin Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

28.0%30.0%32.0%34.0%36.0%38.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
35.7%
37.3%
Portfolio components
IMB.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Imperial Brands plc reported a gross profit of 3.68B and revenue of 10.32B. Therefore, the gross margin over that period was 35.7%.

PH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Parker-Hannifin Corporation reported a gross profit of 1.93B and revenue of 5.17B. Therefore, the gross margin over that period was 37.3%.

IMB.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Imperial Brands plc reported an operating income of 2.08B and revenue of 10.32B, resulting in an operating margin of 20.1%.

PH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Parker-Hannifin Corporation reported an operating income of 1.09B and revenue of 5.17B, resulting in an operating margin of 21.1%.

IMB.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Imperial Brands plc reported a net income of 1.26B and revenue of 10.32B, resulting in a net margin of 12.2%.

PH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Parker-Hannifin Corporation reported a net income of 845.00M and revenue of 5.17B, resulting in a net margin of 16.3%.