PortfoliosLab logoPortfoliosLab logo
PHM7.DE vs. SXR8.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PHM7.DE vs. SXR8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Altria Group Inc (PHM7.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PHM7.DE vs. SXR8.DE - 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%
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)
-2.80%4.73%32.32%22.47%-14.31%40.74%6.80%34.49%-1.05%6.67%

Returns By Period

In the year-to-date period, PHM7.DE achieves a 18.67% return, which is significantly higher than SXR8.DE's -2.80% return. Over the past 10 years, PHM7.DE has underperformed SXR8.DE with an annualized return of 6.40%, while SXR8.DE has yielded a comparatively higher 13.67% 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%

SXR8.DE

1D
0.21%
1M
-2.54%
YTD
-2.80%
6M
-0.13%
1Y
10.46%
3Y*
16.02%
5Y*
12.15%
10Y*
13.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

PHM7.DE vs. SXR8.DE — 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

SXR8.DE
SXR8.DE Risk / Return Rank: 4646
Overall Rank
SXR8.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SXR8.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
SXR8.DE Omega Ratio Rank: 3030
Omega Ratio Rank
SXR8.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
SXR8.DE Martin Ratio Rank: 6868
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. SXR8.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Altria Group Inc (PHM7.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE). 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.DESXR8.DEDifference

Sharpe ratio

Return per unit of total volatility

0.76

0.61

+0.15

Sortino ratio

Return per unit of downside risk

1.11

0.92

+0.19

Omega ratio

Gain probability vs. loss probability

1.15

1.14

+0.01

Calmar ratio

Return relative to maximum drawdown

0.84

2.37

-1.53

Martin ratio

Return relative to average drawdown

2.14

8.02

-5.88

PHM7.DE vs. SXR8.DE - Sharpe Ratio Comparison

The current PHM7.DE Sharpe Ratio is 0.76, which is comparable to the SXR8.DE Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of PHM7.DE and SXR8.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PHM7.DESXR8.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

0.61

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.79

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.84

-0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

Correlation

The correlation between PHM7.DE and SXR8.DE is 0.36, 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. SXR8.DE - Dividend Comparison

PHM7.DE's dividend yield for the trailing twelve months is around 5.44%, while SXR8.DE has not paid dividends to shareholders.


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%
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PHM7.DE vs. SXR8.DE - Drawdown Comparison

The maximum PHM7.DE drawdown since its inception was -1,241.25%, which is greater than SXR8.DE's maximum drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for PHM7.DE and SXR8.DE.


Loading graphics...

Drawdown Indicators


PHM7.DESXR8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-1,241.25%

-33.78%

-1,207.47%

Max Drawdown (1Y)

Largest decline over 1 year

-17.00%

-8.40%

-8.60%

Max Drawdown (5Y)

Largest decline over 5 years

-25.18%

-23.32%

-1.86%

Max Drawdown (10Y)

Largest decline over 10 years

-52.75%

-33.78%

-18.97%

Current Drawdown

Current decline from peak

-1,216.71%

-5.01%

-1,211.70%

Average Drawdown

Average peak-to-trough decline

-468.19%

-5.22%

-462.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.65%

2.10%

+4.55%

Volatility

PHM7.DE vs. SXR8.DE - Volatility Comparison

Altria Group Inc (PHM7.DE) has a higher volatility of 7.20% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 3.62%. This indicates that PHM7.DE's price experiences larger fluctuations and is considered to be riskier than SXR8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PHM7.DESXR8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.20%

3.62%

+3.58%

Volatility (6M)

Calculated over the trailing 6-month period

16.53%

8.61%

+7.92%

Volatility (1Y)

Calculated over the trailing 1-year period

20.99%

17.16%

+3.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.18%

15.18%

+6.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.12%

16.14%

+6.98%