LUMN vs. PM
LUMN (Lumen Technologies, Inc.) and PM (Philip Morris International Inc.) are both stocks. LUMN operates in Telecom Services (Communication Services), while PM operates in Tobacco (Consumer Defensive). Over the past 10 years, LUMN returned -5.46%/yr vs 11.71%/yr for PM. At a 0.27 correlation, their price movements are largely independent.
Performance
LUMN vs. PM - Performance Comparison
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Returns By Period
In the year-to-date period, LUMN achieves a 9.27% return, which is significantly lower than PM's 15.93% return. Over the past 10 years, LUMN has underperformed PM with an annualized return of -5.46%, while PM has yielded a comparatively higher 11.71% annualized return.
LUMN
- 1D
- 0.00%
- 1M
- -15.52%
- YTD
- 9.27%
- 6M
- -0.12%
- 1Y
- 110.15%
- 3Y*
- 58.55%
- 5Y*
- -8.90%
- 10Y*
- -5.46%
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%
LUMN vs. PM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LUMN Lumen Technologies, Inc. | 9.27% | 46.33% | 190.16% | -64.94% | -55.48% | 38.82% | -19.18% | -5.22% | 2.00% | -21.73% |
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 LUMN and PM is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2008 | 0.27 |
The correlation between LUMN and PM shifts across timeframes, from -0.14 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.
Fundamentals
LUMN:
$8.48B
PM:
$288.03B
LUMN:
-$1.75
PM:
$7.12
LUMN:
0.70
PM:
6.93
LUMN:
$12.12B
PM:
$41.49B
LUMN:
$1.52B
PM:
$27.93B
LUMN:
$1.12B
PM:
$17.74B
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Return for Risk
LUMN vs. PM — Risk / Return Rank
LUMN
PM
LUMN vs. PM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lumen Technologies, Inc. (LUMN) 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.
| LUMN | PM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.15 | ||
| Sortino ratioReturn per unit of downside risk | +1.68 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.05 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 0.18 | +1.99 |
| Martin ratioReturn relative to average drawdown | 4.11 | 0.34 | +3.77 |
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Drawdowns
LUMN vs. PM - Drawdown Comparison
The maximum LUMN drawdown since its inception was -95.26%, which is greater than PM's maximum drawdown of -42.87%. Use the drawdown chart below to compare losses from any high point for LUMN and PM.
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Drawdown Indicators
| LUMN | PM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.26% | -42.87% | -52.39% |
Max Drawdown (1Y)Largest decline over 1 year | -47.34% | -20.64% | -26.70% |
Max Drawdown (3Y)Largest decline over 3 years | -69.66% | -20.64% | -49.02% |
Max Drawdown (5Y)Largest decline over 5 years | -92.54% | -22.78% | -69.76% |
Max Drawdown (10Y)Largest decline over 10 years | -94.44% | -42.87% | -51.57% |
Current DrawdownCurrent decline from peak | -58.92% | -3.94% | -54.98% |
Average DrawdownAverage peak-to-trough decline | -27.66% | -10.02% | -17.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.94% | 10.81% | +14.13% |
Volatility
LUMN vs. PM - Volatility Comparison
Lumen Technologies, Inc. (LUMN) has a higher volatility of 22.04% compared to Philip Morris International Inc. (PM) at 7.76%. This indicates that LUMN'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
| LUMN | PM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.04% | 7.76% | +14.28% |
Volatility (6M)Calculated over the trailing 6-month period | 57.12% | 21.07% | +36.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 80.17% | 27.73% | +52.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 85.30% | 22.73% | +62.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.61% | 24.46% | +43.15% |
Dividends
LUMN vs. PM - Dividend Comparison
LUMN has not paid dividends to shareholders, while PM's dividend yield for the trailing twelve months is around 3.13%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LUMN Lumen Technologies, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 14.37% | 7.97% | 10.26% | 7.57% | 14.26% | 12.95% | 9.08% | 8.59% |
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
LUMN vs. PM - Financials Comparison
This section allows you to compare key financial metrics between Lumen Technologies, 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
LUMN vs. PM - Profitability Comparison
LUMN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Lumen Technologies, Inc. reported a gross profit of 0.00 and revenue of 2.90B. Therefore, the gross margin over that period was 0.0%.
PM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Philip Morris International Inc. reported a gross profit of 6.91B and revenue of 10.15B. Therefore, the gross margin over that period was 68.1%.
LUMN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Lumen Technologies, Inc. reported an operating income of 602.00M and revenue of 2.90B, resulting in an operating margin of 20.8%.
PM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Philip Morris International Inc. reported an operating income of 3.89B and revenue of 10.15B, resulting in an operating margin of 38.4%.
LUMN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Lumen Technologies, Inc. reported a net income of -200.00M and revenue of 2.90B, resulting in a net margin of -6.9%.
PM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Philip Morris International Inc. reported a net income of 2.44B and revenue of 10.15B, resulting in a net margin of 24.0%.
Frequently Asked Questions
LUMN and PM have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LUMN has higher volatility (22.04%) compared to PM (7.76%). In terms of maximum drawdown, LUMN dropped -95.26% vs PM's -42.87%.
LUMN currently has the higher Sharpe Ratio (1.28 vs 0.13), 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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