ITB.DE vs. PHM7.DE

Last updated Apr 3, 2026

Compare and contrast key facts about Imperial Brands PLC (ITB.DE) and Altria Group Inc (PHM7.DE).

Performance

ITB.DE vs. PHM7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Imperial Brands PLC (ITB.DE) and Altria Group Inc (PHM7.DE). The values are adjusted to include any dividend payments, if applicable.

ITB.DE vs. PHM7.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ITB.DE Imperial Brands PLC	-0.01%	24.69%	58.73%	2.23%
PHM7.DE Altria Group Inc	18.67%	4.03%	47.83%	-6.78%

Returns By Period

In the year-to-date period, ITB.DE achieves a -0.01% return, which is significantly lower than PHM7.DE's 18.67% return.

ITB.DE

• 1D: 1.38%
• 1M: -4.33%
• YTD: -0.01%
• 6M: 3.46%
• 1Y: 11.21%
• 3Y*: —
• 5Y*: —
• 10Y*: —

PHM7.DE

• 1D: 2.50%
• 1M: -0.97%
• YTD: 18.67%
• 6M: 5.12%
• 1Y: 15.60%
• 3Y*: 19.16%
• 5Y*: 13.18%
• 10Y*: 6.40%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

ITB.DE vs. PHM7.DE — Risk / Return Rank

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

ITB.DE

ITB.DE Risk / Return Rank: 54
ITB.DE Sharpe Ratio Rank: 59
ITB.DE Sortino Ratio Rank: 50
ITB.DE Omega Ratio Rank: 49
ITB.DE Calmar Ratio Rank: 54
ITB.DE Martin Ratio Rank: 56

PHM7.DE

PHM7.DE Risk / Return Rank: 59
PHM7.DE Sharpe Ratio Rank: 66
PHM7.DE Sortino Ratio Rank: 57
PHM7.DE Omega Ratio Rank: 56
PHM7.DE Calmar Ratio Rank: 58
PHM7.DE Martin Ratio Rank: 60

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.

ITB.DE vs. PHM7.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Imperial Brands PLC (ITB.DE) and Altria Group Inc (PHM7.DE). 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.

	ITB.DE	PHM7.DE	Difference
Sharpe ratio Return per unit of total volatility	0.53	0.76	-0.22
Sortino ratio Return per unit of downside risk	0.83	1.11	-0.28
Omega ratio Gain probability vs. loss probability	1.11	1.15	-0.04
Calmar ratio Return relative to maximum drawdown	0.63	0.84	-0.20
Martin ratio Return relative to average drawdown	1.61	2.14	-0.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ITB.DE vs. PHM7.DE - Sharpe Ratio Comparison

The current ITB.DE Sharpe Ratio is 0.53, which is comparable to the PHM7.DE Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of ITB.DE and PHM7.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ITB.DE	PHM7.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.53	0.76	-0.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.61	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.27	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.34	—	—

Correlation

The correlation between ITB.DE and PHM7.DE is 0.38, 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

ITB.DE vs. PHM7.DE - Dividend Comparison

ITB.DE's dividend yield for the trailing twelve months is around 6.02%, more than PHM7.DE's 5.44% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ITB.DE Imperial Brands PLC	6.02%	6.57%	6.66%	5.99%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PHM7.DE Altria Group Inc	5.44%	6.42%	6.44%	8.47%	7.11%	6.21%	7.70%	5.66%	5.20%	3.24%	2.87%	3.14%

Drawdowns

ITB.DE vs. PHM7.DE - Drawdown Comparison

The maximum ITB.DE drawdown since its inception was -17.32%, smaller than the maximum PHM7.DE drawdown of -1,241.25%. Use the drawdown chart below to compare losses from any high point for ITB.DE and PHM7.DE.

Drawdown Indicators

	ITB.DE	PHM7.DE	Difference
Max Drawdown Largest peak-to-trough decline	-17.32%	-1,241.25%	+1,223.93%
Max Drawdown (1Y) Largest decline over 1 year	-14.25%	-17.00%	+2.75%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.18%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-52.75%	—
Current Drawdown Current decline from peak	-7.32%	-1,216.71%	+1,209.39%
Average Drawdown Average peak-to-trough decline	-3.85%	-468.19%	+464.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.59%	6.65%	-1.06%

Volatility

ITB.DE vs. PHM7.DE - Volatility Comparison

The current volatility for Imperial Brands PLC (ITB.DE) is 6.58%, while Altria Group Inc (PHM7.DE) has a volatility of 7.20%. This indicates that ITB.DE experiences smaller price fluctuations and is considered to be less risky than PHM7.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ITB.DE	PHM7.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.58%	7.20%	-0.62%
Volatility (6M) Calculated over the trailing 6-month period	13.97%	16.53%	-2.56%
Volatility (1Y) Calculated over the trailing 1-year period	21.14%	20.99%	+0.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.81%	21.18%	-1.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.81%	23.12%	-3.31%

Financials