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PHM7.DE vs. PEP
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

PHM7.DE vs. PEP - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Altria Group Inc (PHM7.DE) and PepsiCo, Inc. (PEP). The values are adjusted to include any dividend payments, if applicable.

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PHM7.DE vs. PEP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PHM7.DE
Altria Group Inc
18.67%4.03%47.83%-8.48%9.72%33.45%-19.94%11.09%-24.82%-4.94%
PEP
PepsiCo, Inc.
12.37%-13.49%-1.50%-6.19%13.40%29.57%2.47%30.25%-0.35%3.34%
Different Trading Currencies

PHM7.DE is traded in EUR, while PEP is traded in USD. To make them comparable, the PEP values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, PHM7.DE achieves a 18.67% return, which is significantly higher than PEP's 12.37% return. Over the past 10 years, PHM7.DE has underperformed PEP with an annualized return of 6.40%, while PEP has yielded a comparatively higher 7.29% annualized return.


PHM7.DE

1D
2.50%
1M
-0.97%
YTD
18.67%
6M
5.12%
1Y
15.60%
3Y*
19.16%
5Y*
13.18%
10Y*
6.40%

PEP

1D
1.99%
1M
-3.32%
YTD
12.37%
6M
14.18%
1Y
2.78%
3Y*
-3.47%
5Y*
5.79%
10Y*
7.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PHM7.DE vs. PEP — Risk / Return Rank

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

PHM7.DE
PHM7.DE Risk / Return Rank: 5959
Overall Rank
PHM7.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
PHM7.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
PHM7.DE Omega Ratio Rank: 5656
Omega Ratio Rank
PHM7.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
PHM7.DE Martin Ratio Rank: 6060
Martin Ratio Rank

PEP
PEP Risk / Return Rank: 5151
Overall Rank
PEP Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
PEP Sortino Ratio Rank: 4949
Sortino Ratio Rank
PEP Omega Ratio Rank: 4545
Omega Ratio Rank
PEP Calmar Ratio Rank: 5353
Calmar Ratio Rank
PEP Martin Ratio Rank: 5252
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.

PHM7.DE vs. PEP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Altria Group Inc (PHM7.DE) and PepsiCo, Inc. (PEP). 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.


PHM7.DEPEPDifference

Sharpe ratio

Return per unit of total volatility

0.76

0.12

+0.64

Sortino ratio

Return per unit of downside risk

1.11

0.36

+0.75

Omega ratio

Gain probability vs. loss probability

1.15

1.04

+0.11

Calmar ratio

Return relative to maximum drawdown

0.84

0.11

+0.73

Martin ratio

Return relative to average drawdown

2.14

0.21

+1.93

PHM7.DE vs. PEP - Sharpe Ratio Comparison

The current PHM7.DE Sharpe Ratio is 0.76, which is higher than the PEP Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of PHM7.DE and PEP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PHM7.DEPEPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

0.12

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.31

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.36

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

Correlation

The correlation between PHM7.DE and PEP is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PHM7.DE vs. PEP - Dividend Comparison

PHM7.DE's dividend yield for the trailing twelve months is around 5.44%, more than PEP's 3.62% yield.


TTM20252024202320222021202020192018201720162015
PHM7.DE
Altria Group Inc
5.44%6.42%6.44%8.47%7.11%6.21%7.70%5.66%5.20%3.24%2.87%3.14%
PEP
PepsiCo, Inc.
3.62%3.92%3.51%2.91%2.50%2.45%2.71%2.77%3.25%2.64%2.83%2.76%

Drawdowns

PHM7.DE vs. PEP - Drawdown Comparison

The maximum PHM7.DE drawdown since its inception was -1,241.25%, which is greater than PEP's maximum drawdown of -35.00%. Use the drawdown chart below to compare losses from any high point for PHM7.DE and PEP.


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Drawdown Indicators


PHM7.DEPEPDifference

Max Drawdown

Largest peak-to-trough decline

-1,241.25%

-73.92%

-1,167.33%

Max Drawdown (1Y)

Largest decline over 1 year

-17.00%

-15.14%

-1.86%

Max Drawdown (5Y)

Largest decline over 5 years

-25.18%

-30.32%

+5.14%

Max Drawdown (10Y)

Largest decline over 10 years

-52.75%

-30.32%

-22.43%

Current Drawdown

Current decline from peak

-1,216.71%

-11.42%

-1,205.29%

Average Drawdown

Average peak-to-trough decline

-468.19%

-13.64%

-454.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.65%

7.40%

-0.75%

Volatility

PHM7.DE vs. PEP - Volatility Comparison

Altria Group Inc (PHM7.DE) has a higher volatility of 7.20% compared to PepsiCo, Inc. (PEP) at 6.31%. This indicates that PHM7.DE's price experiences larger fluctuations and is considered to be riskier than PEP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PHM7.DEPEPDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.20%

6.31%

+0.89%

Volatility (6M)

Calculated over the trailing 6-month period

16.53%

15.16%

+1.37%

Volatility (1Y)

Calculated over the trailing 1-year period

20.99%

23.63%

-2.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.18%

18.85%

+2.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.12%

20.45%

+2.67%

Financials

PHM7.DE vs. PEP - Financials Comparison

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


Please note, different currencies. PHM7.DE values in EUR, PEP values in USD