PM vs. AVUV
PM (Philip Morris International Inc.) is a stock, while AVUV (Avantis US Small Cap Value ETF) is Small Cap Value Equities fund actively managed by Avantis. Over the past 5 years, PM returned 18.78%/yr vs 11.57%/yr for AVUV. At a 0.31 correlation, their price movements are largely independent.
Performance
PM vs. AVUV - Performance Comparison
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Returns By Period
In the year-to-date period, PM achieves a 15.93% return, which is significantly lower than AVUV's 22.73% return.
PM
- 1D
- 1.95%
- 1M
- -2.80%
- YTD
- 15.93%
- 6M
- 22.12%
- 1Y
- 3.53%
- 3Y*
- 31.18%
- 5Y*
- 18.78%
- 10Y*
- 11.71%
AVUV
- 1D
- 0.96%
- 1M
- 6.47%
- YTD
- 22.73%
- 6M
- 19.51%
- 1Y
- 42.12%
- 3Y*
- 19.24%
- 5Y*
- 11.57%
- 10Y*
- —
PM vs. AVUV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PM Philip Morris International Inc. | 15.93% | 37.99% | 34.34% | -1.85% | 12.31% | 20.78% | 3.69% | 14.59% |
AVUV Avantis US Small Cap Value ETF | 22.73% | 7.44% | 9.28% | 22.82% | -4.91% | 42.20% | 6.43% | 8.54% |
Correlation
The correlation between PM and AVUV is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019 | 0.31 |
The correlation between PM and AVUV shifts across timeframes, from -0.05 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PM vs. AVUV — Risk / Return Rank
PM
AVUV
PM vs. AVUV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Philip Morris International Inc. (PM) and Avantis US Small Cap Value ETF (AVUV). 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.
| PM | AVUV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.15 | ||
| Sortino ratioReturn per unit of downside risk | -2.87 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.39 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 0.18 | 5.06 | -4.89 |
| Martin ratioReturn relative to average drawdown | 0.34 | 15.09 | -14.75 |
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Drawdowns
PM vs. AVUV - Drawdown Comparison
The maximum PM drawdown since its inception was -42.87%, smaller than the maximum AVUV drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for PM and AVUV.
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Drawdown Indicators
| PM | AVUV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.87% | -49.42% | +6.55% |
Max Drawdown (1Y)Largest decline over 1 year | -20.64% | -7.95% | -12.69% |
Max Drawdown (3Y)Largest decline over 3 years | -20.64% | -28.79% | +8.15% |
Max Drawdown (5Y)Largest decline over 5 years | -22.78% | -28.79% | +6.01% |
Max Drawdown (10Y)Largest decline over 10 years | -42.87% | — | — |
Current DrawdownCurrent decline from peak | -3.94% | 0.00% | -3.94% |
Average DrawdownAverage peak-to-trough decline | -10.02% | -7.91% | -2.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.81% | 2.67% | +8.14% |
Volatility
PM vs. AVUV - Volatility Comparison
Philip Morris International Inc. (PM) has a higher volatility of 7.76% compared to Avantis US Small Cap Value ETF (AVUV) at 4.53%. This indicates that PM's price experiences larger fluctuations and is considered to be riskier than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PM | AVUV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.76% | 4.53% | +3.23% |
Volatility (6M)Calculated over the trailing 6-month period | 21.07% | 11.34% | +9.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.73% | 17.63% | +10.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.73% | 22.75% | -0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.46% | 28.26% | -3.80% |
Dividends
PM vs. AVUV - Dividend Comparison
PM's dividend yield for the trailing twelve months is around 3.13%, more than AVUV's 1.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVUV Avantis US Small Cap Value ETF | 1.61% | 1.58% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% |
PM Philip Morris International Inc. | 3.13% | 3.52% | 4.40% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% |
Frequently Asked Questions
PM and AVUV have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PM has higher volatility (7.76%) compared to AVUV (4.53%). In terms of maximum drawdown, PM dropped -42.87% vs AVUV's -49.42%.
AVUV currently has the higher Sharpe Ratio (2.28 vs 0.13), 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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