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PFE vs. MO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PFE vs. MO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pfizer Inc. (PFE) and Altria Group, Inc. (MO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PFE achieves a 8.62% return, which is significantly lower than MO's 25.92% return. Over the past 10 years, PFE has underperformed MO with an annualized return of 2.17%, while MO has yielded a comparatively higher 7.93% annualized return.


PFE

1D
2.23%
1M
1.16%
YTD
8.62%
6M
4.84%
1Y
14.37%
3Y*
-7.54%
5Y*
-3.38%
10Y*
2.17%

MO

1D
-2.35%
1M
2.17%
YTD
25.92%
6M
25.91%
1Y
27.58%
3Y*
25.63%
5Y*
16.19%
10Y*
7.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFE vs. MO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PFE
Pfizer Inc.
8.62%0.65%-2.22%-41.26%-10.41%66.70%3.07%-6.91%24.82%15.90%
MO
Altria Group, Inc.
25.92%18.17%40.76%-3.70%4.37%24.18%-10.21%7.87%-27.14%9.45%

Correlation

The correlation between PFE and MO is 0.02, 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

0.02

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

0.17

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

0.22

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

0.23

Correlation (All Time)
Calculated using the full available price history since Jun 1, 1972

0.31

Over the past year, the correlation between PFE and MO has dropped to 0.02 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

PFE:

$149.98B

MO:

$119.47B

EPS

PFE:

$1.31

MO:

$4.79

PE Ratio

PFE:

19.95

MO:

14.89

PEG Ratio

PFE:

0.36

MO:

0.32

PS Ratio

PFE:

2.36

MO:

5.50

Total Revenue (TTM)

PFE:

$63.32B

MO:

$21.82B

Gross Profit (TTM)

PFE:

$43.91B

MO:

$14.80B

EBITDA (TTM)

PFE:

$16.94B

MO:

$11.70B

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Return for Risk

PFE vs. MO — Risk / Return Rank

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

PFE
PFE Risk / Return Rank: 6363
Overall Rank
PFE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
PFE Sortino Ratio Rank: 5959
Sortino Ratio Rank
PFE Omega Ratio Rank: 5757
Omega Ratio Rank
PFE Calmar Ratio Rank: 6969
Calmar Ratio Rank
PFE Martin Ratio Rank: 6666
Martin Ratio Rank

MO
MO Risk / Return Rank: 7575
Overall Rank
MO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
MO Sortino Ratio Rank: 7373
Sortino Ratio Rank
MO Omega Ratio Rank: 7575
Omega Ratio Rank
MO Calmar Ratio Rank: 7474
Calmar Ratio Rank
MO Martin Ratio Rank: 7575
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.

PFE vs. MO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pfizer Inc. (PFE) and Altria Group, Inc. (MO). 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.


PFEMODifference
Sharpe ratioReturn per unit of total volatility

-0.62

Sortino ratioReturn per unit of downside risk

-0.65

Omega ratioGain probability vs. loss probability

1.13

1.24

-0.11

Calmar ratioReturn relative to maximum drawdown

1.26

1.69

-0.43

Martin ratioReturn relative to average drawdown

2.54

4.25

-1.72

PFE vs. MO - Sharpe Ratio Comparison

The current PFE Sharpe Ratio is 0.61, which is lower than the MO Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of PFE and MO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PFE vs. MO - Drawdown Comparison

The maximum PFE drawdown since its inception was -69.24%, which is greater than MO's maximum drawdown of -65.43%. Use the drawdown chart below to compare losses from any high point for PFE and MO.


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Drawdown Indicators


PFEMODifference

Max Drawdown

Largest peak-to-trough decline

-69.24%

-65.43%

-3.81%

Max Drawdown (1Y)

Largest decline over 1 year

-11.47%

-16.40%

+4.93%

Max Drawdown (3Y)

Largest decline over 3 years

-40.75%

-16.40%

-24.35%

Max Drawdown (5Y)

Largest decline over 5 years

-58.96%

-25.83%

-33.13%

Max Drawdown (10Y)

Largest decline over 10 years

-58.96%

-53.69%

-5.27%

Current Drawdown

Current decline from peak

-45.76%

-4.21%

-41.55%

Average Drawdown

Average peak-to-trough decline

-22.90%

-11.92%

-10.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.68%

6.50%

-0.82%

Volatility

PFE vs. MO - Volatility Comparison

The current volatility for Pfizer Inc. (PFE) is 5.08%, while Altria Group, Inc. (MO) has a volatility of 7.07%. This indicates that PFE experiences smaller price fluctuations and is considered to be less risky than MO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFEMODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.08%

7.07%

-1.99%

Volatility (6M)

Calculated over the trailing 6-month period

14.72%

17.61%

-2.89%

Volatility (1Y)

Calculated over the trailing 1-year period

23.85%

22.69%

+1.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.49%

20.69%

+4.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.89%

22.98%

+0.91%

Dividends

PFE vs. MO - Dividend Comparison

PFE's dividend yield for the trailing twelve months is around 6.57%, more than MO's 5.88% yield.


PositionTTM20252024202320222021202020192018201720162015
MO
Altria Group, Inc.
5.88%7.21%7.65%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%
PFE
Pfizer Inc.
6.57%6.91%6.33%5.70%3.12%2.64%3.92%3.68%3.12%3.53%3.69%3.47%

Financials

PFE vs. MO - Financials Comparison

This section allows you to compare key financial metrics between Pfizer Inc. and Altria Group, 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


5.00B10.00B15.00B20.00B25.00B20222023202420252026
14.45B
5.43B
(PFE) Total Revenue
(MO) Total Revenue
Values in USD except per share items

PFE vs. MO - Profitability Comparison

The chart below illustrates the profitability comparison between Pfizer Inc. and Altria Group, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%70.0%20222023202420252026
67.3%
64.6%
Portfolio components
PFE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Pfizer Inc. reported a gross profit of 9.72B and revenue of 14.45B. Therefore, the gross margin over that period was 67.3%.

MO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Altria Group, Inc. reported a gross profit of 3.51B and revenue of 5.43B. Therefore, the gross margin over that period was 64.6%.

PFE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Pfizer Inc. reported an operating income of 4.03B and revenue of 14.45B, resulting in an operating margin of 27.9%.

MO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Altria Group, Inc. reported an operating income of 2.96B and revenue of 5.43B, resulting in an operating margin of 54.5%.

PFE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Pfizer Inc. reported a net income of 2.69B and revenue of 14.45B, resulting in a net margin of 18.6%.

MO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Altria Group, Inc. reported a net income of 2.18B and revenue of 5.43B, resulting in a net margin of 40.2%.


Frequently Asked Questions


PFE and MO 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.

MO has higher volatility (7.07%) compared to PFE (5.08%). In terms of maximum drawdown, PFE dropped -69.24% vs MO's -65.43%.

MO currently has the higher Sharpe Ratio (1.23 vs 0.61), 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.

Portfolio Optimizer

Find the right allocation for PFE and MO

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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