IMBBY vs. WPP
IMBBY (Imperial Brands PLC) and WPP (WPP plc) are both stocks. IMBBY operates in Tobacco (Consumer Defensive), while WPP operates in Advertising Agencies (Communication Services). Over the past 10 years, IMBBY returned 3.85%/yr vs -12.62%/yr for WPP. At a 0.30 correlation, their price movements are largely independent.
Performance
IMBBY vs. WPP - Performance Comparison
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Returns By Period
In the year-to-date period, IMBBY achieves a -9.65% return, which is significantly higher than WPP's -20.08% return. Over the past 10 years, IMBBY has outperformed WPP with an annualized return of 3.85%, while WPP has yielded a comparatively lower -12.62% annualized return.
IMBBY
- 1D
- 0.11%
- 1M
- -0.45%
- YTD
- -9.65%
- 6M
- -12.42%
- 1Y
- 0.20%
- 3Y*
- 27.21%
- 5Y*
- 17.60%
- 10Y*
- 3.85%
WPP
- 1D
- -1.36%
- 1M
- -5.37%
- YTD
- -20.08%
- 6M
- -9.61%
- 1Y
- -51.45%
- 3Y*
- -27.77%
- 5Y*
- -20.45%
- 10Y*
- -12.62%
IMBBY vs. WPP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IMBBY Imperial Brands PLC | -9.65% | 38.90% | 47.56% | 0.53% | 22.09% | 14.14% | -6.19% | -10.65% | -23.41% | 2.89% |
WPP WPP plc | -20.08% | -53.53% | 13.55% | 1.49% | -31.96% | 43.52% | -17.24% | 36.53% | -36.30% | -14.98% |
Correlation
The correlation between IMBBY and WPP 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 | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.30 |
Over the past year, the correlation between IMBBY and WPP has dropped to 0.07 - well below their long-term average of 0.30, suggesting their price drivers have been diverging.
Fundamentals
IMBBY:
$29.52B
WPP:
$3.75B
IMBBY:
$5.30
WPP:
$1.51
IMBBY:
6.97
WPP:
11.58
IMBBY:
2.79
WPP:
0.15
IMBBY:
0.79
WPP:
0.13
IMBBY:
7.32
WPP:
1.48
IMBBY:
$38.07B
WPP:
$28.29B
IMBBY:
$13.55B
WPP:
$4.60B
IMBBY:
$8.33B
WPP:
$2.22B
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Return for Risk
IMBBY vs. WPP — Risk / Return Rank
IMBBY
WPP
IMBBY vs. WPP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Imperial Brands PLC (IMBBY) and WPP plc (WPP). 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.
| IMBBY | WPP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.08 | ||
| Sortino ratioReturn per unit of downside risk | +1.66 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 0.79 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.01 | -0.87 | +0.88 |
| Martin ratioReturn relative to average drawdown | 0.03 | -1.22 | +1.24 |
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
| IMBBY | WPP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.01 | -1.07 | +1.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | -0.59 | +1.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | -0.36 | +0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.01 | +0.15 |
Drawdowns
IMBBY vs. WPP - Drawdown Comparison
The maximum IMBBY drawdown since its inception was -65.19%, smaller than the maximum WPP drawdown of -95.30%. Use the drawdown chart below to compare losses from any high point for IMBBY and WPP.
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Drawdown Indicators
| IMBBY | WPP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.19% | -95.30% | +30.11% |
Max Drawdown (1Y)Largest decline over 1 year | -18.45% | -59.39% | +40.94% |
Max Drawdown (3Y)Largest decline over 3 years | -18.89% | -71.59% | +52.70% |
Max Drawdown (5Y)Largest decline over 5 years | -21.66% | -77.69% | +56.03% |
Max Drawdown (10Y)Largest decline over 10 years | -64.98% | -79.99% | +15.01% |
Current DrawdownCurrent decline from peak | -16.67% | -76.22% | +59.55% |
Average DrawdownAverage peak-to-trough decline | -26.21% | -42.50% | +16.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.49% | 42.31% | -34.82% |
Volatility
IMBBY vs. WPP - Volatility Comparison
The current volatility for Imperial Brands PLC (IMBBY) is 7.20%, while WPP plc (WPP) has a volatility of 13.71%. This indicates that IMBBY experiences smaller price fluctuations and is considered to be less risky than WPP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IMBBY | WPP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.20% | 13.71% | -6.51% |
Volatility (6M)Calculated over the trailing 6-month period | 16.17% | 32.91% | -16.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.61% | 48.22% | -27.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.03% | 34.80% | -13.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.33% | 35.12% | -10.79% |
Dividends
IMBBY vs. WPP - Dividend Comparison
IMBBY's dividend yield for the trailing twelve months is around 5.88%, more than WPP's 5.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IMBBY Imperial Brands PLC | 5.88% | 5.37% | 6.04% | 7.62% | 7.03% | 8.58% | 9.92% | 10.41% | 7.93% | 5.03% | 4.54% | 0.00% |
WPP WPP plc | 5.79% | 9.09% | 4.85% | 5.09% | 4.38% | 2.45% | 5.66% | 5.47% | 7.35% | 4.32% | 3.01% | 2.81% |
Financials
IMBBY vs. WPP - Financials Comparison
This section allows you to compare key financial metrics between Imperial Brands PLC and WPP plc. 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
IMBBY vs. WPP - Profitability Comparison
IMBBY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Imperial Brands PLC reported a gross profit of 3.04B and revenue of 9.22B. Therefore, the gross margin over that period was 33.0%.
WPP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, WPP plc reported a gross profit of 1.31B and revenue of 6.89B. Therefore, the gross margin over that period was 19.0%.
IMBBY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Imperial Brands PLC reported an operating income of 1.47B and revenue of 9.22B, resulting in an operating margin of 15.9%.
WPP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, WPP plc reported an operating income of 161.00M and revenue of 6.89B, resulting in an operating margin of 2.3%.
IMBBY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Imperial Brands PLC reported a net income of 482.14M and revenue of 9.22B, resulting in a net margin of 5.2%.
WPP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, WPP plc reported a net income of -259.00M and revenue of 6.89B, resulting in a net margin of -3.8%.
Frequently Asked Questions
IMBBY and WPP 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.
WPP has higher volatility (13.71%) compared to IMBBY (7.20%). In terms of maximum drawdown, IMBBY dropped -65.19% vs WPP's -95.30%.
IMBBY currently has the higher Sharpe Ratio (0.01 vs -1.07), 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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