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PM vs. ABBV
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

PM vs. ABBV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Philip Morris International Inc. (PM) and AbbVie Inc. (ABBV). The values are adjusted to include any dividend payments, if applicable.

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PM vs. ABBV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PM
Philip Morris International Inc.
4.00%37.99%34.34%-1.85%12.31%20.78%3.69%35.02%-33.30%19.85%
ABBV
AbbVie Inc.
-4.05%33.08%18.86%-0.23%24.01%32.43%27.72%1.47%-0.96%60.07%

Fundamentals

Market Cap

PM:

$248.73B

ABBV:

$385.83B

EPS

PM:

$7.47

ABBV:

$2.38

PE Ratio

PM:

22.14

ABBV:

91.23

PS Ratio

PM:

6.27

ABBV:

6.30

Total Revenue (TTM)

PM:

$40.60B

ABBV:

$61.16B

Gross Profit (TTM)

PM:

$26.97B

ABBV:

$44.85B

EBITDA (TTM)

PM:

$17.08B

ABBV:

$28.29B

Returns By Period

In the year-to-date period, PM achieves a 4.00% return, which is significantly higher than ABBV's -4.05% return. Over the past 10 years, PM has underperformed ABBV with an annualized return of 10.52%, while ABBV has yielded a comparatively higher 19.07% annualized return.


PM

1D
0.31%
1M
-10.71%
YTD
4.00%
6M
4.76%
1Y
7.86%
3Y*
24.78%
5Y*
18.95%
10Y*
10.52%

ABBV

1D
2.05%
1M
-6.29%
YTD
-4.05%
6M
-4.63%
1Y
7.29%
3Y*
15.00%
5Y*
19.40%
10Y*
19.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PM vs. ABBV — Risk / Return Rank

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

PM
PM Risk / Return Rank: 5050
Overall Rank
PM Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
PM Sortino Ratio Rank: 4444
Sortino Ratio Rank
PM Omega Ratio Rank: 4545
Omega Ratio Rank
PM Calmar Ratio Rank: 5454
Calmar Ratio Rank
PM Martin Ratio Rank: 5454
Martin Ratio Rank

ABBV
ABBV Risk / Return Rank: 5050
Overall Rank
ABBV Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
ABBV Sortino Ratio Rank: 4444
Sortino Ratio Rank
ABBV Omega Ratio Rank: 4444
Omega Ratio Rank
ABBV Calmar Ratio Rank: 5656
Calmar Ratio Rank
ABBV Martin Ratio Rank: 5555
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.

PM vs. ABBV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Philip Morris International Inc. (PM) and AbbVie Inc. (ABBV). 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.


PMABBVDifference

Sharpe ratio

Return per unit of total volatility

0.31

0.27

+0.04

Sortino ratio

Return per unit of downside risk

0.55

0.54

+0.02

Omega ratio

Gain probability vs. loss probability

1.08

1.07

0.00

Calmar ratio

Return relative to maximum drawdown

0.50

0.53

-0.03

Martin ratio

Return relative to average drawdown

1.06

1.17

-0.11

PM vs. ABBV - Sharpe Ratio Comparison

The current PM Sharpe Ratio is 0.31, which is comparable to the ABBV Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of PM and ABBV, 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


PMABBVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

0.27

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

0.86

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.74

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.74

-0.22

Correlation

The correlation between PM and ABBV is 0.29, 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

PM vs. ABBV - Dividend Comparison

PM's dividend yield for the trailing twelve months is around 3.48%, more than ABBV's 3.06% yield.


TTM20252024202320222021202020192018201720162015
PM
Philip Morris International Inc.
3.48%3.52%4.40%5.46%4.98%5.16%5.73%5.43%6.73%3.99%4.50%4.60%
ABBV
AbbVie Inc.
3.06%2.87%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%

Drawdowns

PM vs. ABBV - Drawdown Comparison

The maximum PM drawdown since its inception was -42.87%, roughly equal to the maximum ABBV drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for PM and ABBV.


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Drawdown Indicators


PMABBVDifference

Max Drawdown

Largest peak-to-trough decline

-42.87%

-45.09%

+2.22%

Max Drawdown (1Y)

Largest decline over 1 year

-20.64%

-16.74%

-3.90%

Max Drawdown (5Y)

Largest decline over 5 years

-22.78%

-21.92%

-0.86%

Max Drawdown (10Y)

Largest decline over 10 years

-42.87%

-45.09%

+2.22%

Current Drawdown

Current decline from peak

-12.11%

-9.64%

-2.47%

Average Drawdown

Average peak-to-trough decline

-10.03%

-10.70%

+0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.75%

8.12%

+1.63%

Volatility

PM vs. ABBV - Volatility Comparison

Philip Morris International Inc. (PM) has a higher volatility of 9.52% compared to AbbVie Inc. (ABBV) at 7.57%. This indicates that PM's price experiences larger fluctuations and is considered to be riskier than ABBV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PMABBVDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.52%

7.57%

+1.95%

Volatility (6M)

Calculated over the trailing 6-month period

18.02%

19.03%

-1.01%

Volatility (1Y)

Calculated over the trailing 1-year period

25.83%

27.12%

-1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.80%

22.61%

-0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.02%

25.71%

-1.69%

Financials

PM vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between Philip Morris International Inc. and AbbVie 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


8.00B10.00B12.00B14.00B16.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
10.36B
16.62B
(PM) Total Revenue
(ABBV) Total Revenue
Values in USD except per share items

PM vs. ABBV - Profitability Comparison

The chart below illustrates the profitability comparison between Philip Morris International Inc. and AbbVie Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%60.0%70.0%80.0%90.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
65.4%
84.0%
Portfolio components
PM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Philip Morris International Inc. reported a gross profit of 6.78B and revenue of 10.36B. Therefore, the gross margin over that period was 65.4%.

ABBV - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, AbbVie Inc. reported a gross profit of 13.96B and revenue of 16.62B. Therefore, the gross margin over that period was 84.0%.

PM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Philip Morris International Inc. reported an operating income of 3.42B and revenue of 10.36B, resulting in an operating margin of 33.0%.

ABBV - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, AbbVie Inc. reported an operating income of 5.81B and revenue of 16.62B, resulting in an operating margin of 35.0%.

PM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Philip Morris International Inc. reported a net income of 2.31B and revenue of 10.36B, resulting in a net margin of 22.3%.

ABBV - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, AbbVie Inc. reported a net income of 1.82B and revenue of 16.62B, resulting in a net margin of 10.9%.