PHG vs. PFE
PHG (Koninklijke Philips N.V.) and PFE (Pfizer Inc.) are both stocks. Both are in the Healthcare sector — PHG in Diagnostics & Research, PFE in Drug Manufacturers - General. Over the past 10 years, PHG returned 1.34%/yr vs 1.85%/yr for PFE. At a 0.30 correlation, their price movements are largely independent.
Performance
PHG vs. PFE - Performance Comparison
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Returns By Period
In the year-to-date period, PHG achieves a -2.74% return, which is significantly lower than PFE's 5.18% return. Over the past 10 years, PHG has underperformed PFE with an annualized return of 1.34%, while PFE has yielded a comparatively higher 1.85% annualized return.
PHG
- 1D
- -0.31%
- 1M
- 0.37%
- YTD
- -2.74%
- 6M
- -6.07%
- 1Y
- 15.52%
- 3Y*
- 11.93%
- 5Y*
- -12.78%
- 10Y*
- 1.34%
PFE
- 1D
- -0.82%
- 1M
- -2.06%
- YTD
- 5.18%
- 6M
- 2.42%
- 1Y
- 16.11%
- 3Y*
- -7.32%
- 5Y*
- -3.51%
- 10Y*
- 1.85%
PHG vs. PFE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PHG Koninklijke Philips N.V. | -2.74% | 10.87% | 8.53% | 55.64% | -57.64% | -30.75% | 11.00% | 42.23% | -4.92% | 26.32% |
PFE Pfizer Inc. | 5.18% | 0.65% | -2.22% | -41.26% | -10.41% | 66.70% | 3.07% | -6.91% | 24.82% | 15.90% |
Correlation
The correlation between PHG and PFE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Aug 14, 2012 | 0.30 |
The correlation between PHG and PFE shifts across timeframes, from 0.25 (5 years) to 0.37 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
PHG:
$24.55B
PFE:
$145.22B
PHG:
$1.01
PFE:
$1.31
PHG:
25.12
PFE:
19.31
PHG:
13.04
PFE:
0.35
PHG:
1.38
PFE:
2.28
PHG:
2.15
PFE:
1.61
PHG:
$17.71B
PFE:
$63.32B
PHG:
$8.00B
PFE:
$43.91B
PHG:
$2.65B
PFE:
$16.94B
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Return for Risk
PHG vs. PFE — Risk / Return Rank
PHG
PFE
PHG vs. PFE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Koninklijke Philips N.V. (PHG) and Pfizer Inc. (PFE). 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.
| PHG | PFE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.52 | 0.68 | -0.15 |
Sortino ratioReturn per unit of downside risk | 0.99 | 1.18 | -0.19 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.14 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.70 | 1.41 | -0.71 |
Martin ratioReturn relative to average drawdown | 1.71 | 2.91 | -1.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PHG | PFE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.52 | 0.68 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.34 | -0.14 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.04 | 0.08 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.23 | -0.03 |
Drawdowns
PHG vs. PFE - Drawdown Comparison
The maximum PHG drawdown since its inception was -79.61%, which is greater than PFE's maximum drawdown of -58.96%. Use the drawdown chart below to compare losses from any high point for PHG and PFE.
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Drawdown Indicators
| PHG | PFE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.61% | -58.96% | -20.65% |
Max Drawdown (1Y)Largest decline over 1 year | -22.27% | -11.47% | -10.80% |
Max Drawdown (3Y)Largest decline over 3 years | -33.81% | -40.75% | +6.94% |
Max Drawdown (5Y)Largest decline over 5 years | -78.55% | -58.96% | -19.59% |
Max Drawdown (10Y)Largest decline over 10 years | -79.61% | -58.96% | -20.65% |
Current DrawdownCurrent decline from peak | -52.63% | -47.49% | -5.14% |
Average DrawdownAverage peak-to-trough decline | -29.22% | -17.68% | -11.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.11% | 5.54% | +3.57% |
Volatility
PHG vs. PFE - Volatility Comparison
Koninklijke Philips N.V. (PHG) has a higher volatility of 7.00% compared to Pfizer Inc. (PFE) at 4.07%. This indicates that PHG's price experiences larger fluctuations and is considered to be riskier than PFE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PHG | PFE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.00% | 4.07% | +2.93% |
Volatility (6M)Calculated over the trailing 6-month period | 22.19% | 14.64% | +7.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.78% | 23.85% | +5.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.49% | 25.49% | +12.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.02% | 23.88% | +8.14% |
Dividends
PHG vs. PFE - Dividend Comparison
PHG's dividend yield for the trailing twelve months is around 4.00%, less than PFE's 6.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFE Pfizer Inc. | 6.79% | 6.91% | 6.33% | 5.70% | 3.12% | 2.64% | 3.92% | 3.68% | 3.12% | 3.53% | 3.69% | 3.47% |
PHG Koninklijke Philips N.V. | 4.00% | 3.27% | 0.00% | 0.00% | 6.43% | 2.80% | 0.00% | 1.97% | 2.82% | 2.02% | 2.51% | 2.98% |
Financials
PHG vs. PFE - Financials Comparison
This section allows you to compare key financial metrics between Koninklijke Philips N.V. and Pfizer 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
PHG vs. PFE - Profitability Comparison
PHG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Koninklijke Philips N.V. reported a gross profit of 1.79B and revenue of 3.97B. Therefore, the gross margin over that period was 45.2%.
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%.
PHG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Koninklijke Philips N.V. reported an operating income of 212.44M and revenue of 3.97B, resulting in an operating margin of 5.4%.
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%.
PHG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Koninklijke Philips N.V. reported a net income of 153.48M and revenue of 3.97B, resulting in a net margin of 3.9%.
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%.
Frequently Asked Questions
PHG and PFE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PHG has higher volatility (7.00%) compared to PFE (4.07%). In terms of maximum drawdown, PHG dropped -79.61% vs PFE's -58.96%.
PFE currently has the higher Sharpe Ratio (0.68 vs 0.52), 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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