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JNPR vs. PM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

JNPR vs. PM - Performance Comparison

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

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Returns By Period


JNPR

1D
1M
YTD
6M
1Y
3Y*
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)

JNPR vs. PM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JNPR
Juniper Networks, Inc.
0.00%7.99%30.11%-4.95%-8.07%63.34%-5.34%-5.66%-3.09%2.27%
PM
Philip Morris International Inc.
15.93%37.99%34.34%-1.85%12.31%20.78%3.69%35.02%-33.30%19.85%

Correlation

The correlation between JNPR and PM is 0.01, 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

0.01

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

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Mar 17, 2008

0.24

Over the past year, the correlation between JNPR and PM has dropped to 0.01 - well below their long-term average of 0.24, suggesting their price drivers have been diverging.

Fundamentals

Total Revenue (TTM)

JNPR:

$5.20B

PM:

$41.49B

Gross Profit (TTM)

JNPR:

$3.06B

PM:

$27.93B

EBITDA (TTM)

JNPR:

$628.10M

PM:

$17.74B

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Return for Risk

JNPR vs. PM — Risk / Return Rank

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

JNPR

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


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.

JNPR vs. PM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Juniper Networks, Inc. (JNPR) 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.


JNPRPMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.05

Calmar ratioReturn relative to maximum drawdown

0.18

Martin ratioReturn relative to average drawdown

0.34

JNPR vs. PM - Sharpe Ratio Comparison


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Drawdowns

JNPR vs. PM - Drawdown Comparison


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Drawdown Indicators


JNPRPMDifference

Max Drawdown

Largest peak-to-trough decline

-42.87%

Max Drawdown (1Y)

Largest decline over 1 year

-20.64%

Max Drawdown (3Y)

Largest decline over 3 years

-20.64%

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

-3.94%

Average Drawdown

Average peak-to-trough decline

-10.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.81%

Volatility

JNPR vs. PM - Volatility Comparison


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Volatility by Period


JNPRPMDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.76%

Volatility (6M)

Calculated over the trailing 6-month period

21.07%

Volatility (1Y)

Calculated over the trailing 1-year period

27.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.46%

Dividends

JNPR vs. PM - Dividend Comparison

JNPR has not paid dividends to shareholders, while PM's dividend yield for the trailing twelve months is around 3.13%.


PositionTTM20252024202320222021202020192018201720162015
JNPR
Juniper Networks, Inc.
0.00%1.10%2.35%2.99%2.63%2.24%3.55%3.09%2.68%1.40%1.42%1.45%
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%

Financials

JNPR vs. PM - Financials Comparison

This section allows you to compare key financial metrics between Juniper Networks, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


2.00B4.00B6.00B8.00B10.00B20222023202420252026
1.28B
10.15B
(JNPR) Total Revenue
(PM) Total Revenue
Values in USD except per share items

Frequently Asked Questions


JNPR and PM have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for JNPR 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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