LUCD vs. PM
LUCD (Lucid Diagnostics Inc.) and PM (Philip Morris International Inc.) are both stocks. LUCD operates in Medical Devices (Healthcare), while PM operates in Tobacco (Consumer Defensive). Over the past 3 years, LUCD returned -15.61%/yr vs 30.23%/yr for PM. Their 0.03 correlation means their historical movements had little consistent relationship.
Performance
LUCD vs. PM - Performance Comparison
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Returns By Period
In the year-to-date period, LUCD achieves a -20.04% return, which is significantly lower than PM's 21.02% return.
LUCD
- 1D
- -3.28%
- 1M
- -18.54%
- 6M
- -26.76%
- YTD
- -20.04%
- 1Y
- -12.84%
- 3Y*
- -15.61%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -42.86%
PM
- 1D
- -0.61%
- 1M
- 4.69%
- 6M
- 8.18%
- YTD
- 21.02%
- 1Y
- 21.34%
- 3Y*
- 30.23%
- 5Y*
- 19.22%
- 10Y*
- 12.07%
- ALL TIME*
- 12.70%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.12M | $1.55M | $1.44M | |
| $1.12B | $967.33M | $937.11M |
LUCD vs. PM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
LUCD Lucid Diagnostics Inc. | -20.04% | 33.14% | -41.94% | 3.68% | -74.67% | -57.88% |
PM Philip Morris International Inc. | 21.02% | 37.99% | 34.34% | -1.85% | 12.31% | -1.21% |
Correlation
The correlation between LUCD and PM is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.02 |
Correlation (3Y) Balances recent behavior with more history. | 0.03 |
Correlation (All Time) Calculated using the full available price history since Oct 14, 2021 | 0.03 |
Fundamentals
LUCD:
$89.17M
PM:
$297.41B
LUCD:
-$202.66
PM:
$6.97
LUCD:
0.08
PM:
7.00
LUCD:
$1.26B
PM:
$42.55B
LUCD:
-$370.89M
PM:
$28.72B
LUCD:
-$12.14B
PM:
$18.20B
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Return for Risk
LUCD vs. PM — Risk / Return Rank
LUCD
PM
LUCD vs. PM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lucid Diagnostics Inc. (LUCD) 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.
| LUCD | PM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -0.98 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.14 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | 1.11 | -1.38 |
| Martin ratioReturn relative to average drawdown | -0.51 | 2.44 | -2.95 |
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Drawdowns
LUCD vs. PM - Drawdown Comparison
The maximum LUCD drawdown since its inception was -94.74%, which is greater than PM's maximum drawdown of -42.87%. Use the drawdown chart below to compare losses from any high point for LUCD and PM.
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Drawdown Indicators
| LUCD | PM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.74% | -42.87% | -51.87% |
Max Drawdown (1Y)Largest decline over 1 year | -40.71% | -18.54% | -22.17% |
Max Drawdown (3Y)Largest decline over 3 years | -59.39% | -20.64% | -38.75% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.78% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.87% | — |
Current DrawdownCurrent decline from peak | -93.16% | -4.67% | -88.49% |
Average DrawdownAverage peak-to-trough decline | -86.06% | -9.97% | -76.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.40% | 8.42% | +12.98% |
Volatility
LUCD vs. PM - Volatility Comparison
Lucid Diagnostics Inc. (LUCD) has a higher volatility of 22.78% compared to Philip Morris International Inc. (PM) at 10.17%. This indicates that LUCD'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
| LUCD | PM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.78% | 10.17% | +12.61% |
Volatility (6M)Calculated over the trailing 6-month period | 45.86% | 22.50% | +23.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.54% | 27.90% | +36.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 67.49% | 23.19% | +44.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.49% | 24.64% | +42.85% |
Dividends
LUCD vs. PM - Dividend Comparison
LUCD has not paid dividends to shareholders, while PM's dividend yield for the trailing twelve months is around 3.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LUCD Lucid Diagnostics Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PM Philip Morris International Inc. | 3.08% | 3.52% | 4.40% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% |
Financials
LUCD vs. PM - Financials Comparison
This section allows you to compare key financial metrics between Lucid Diagnostics 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
LUCD and PM have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LUCD has higher volatility (22.78%) compared to PM (10.17%). In terms of maximum drawdown, LUCD dropped -94.74% vs PM's -42.87%.
PM currently has the higher Sharpe Ratio (0.74 vs -0.17), 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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