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PM vs. BTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PM and BTI is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

PM vs. BTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Philip Morris International Inc. (PM) and British American Tobacco p.l.c. (BTI). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%AugustSeptemberOctoberNovemberDecember2025
445.91%
145.64%
PM
BTI

Key characteristics

Sharpe Ratio

PM:

1.78

BTI:

2.02

Sortino Ratio

PM:

2.68

BTI:

2.91

Omega Ratio

PM:

1.36

BTI:

1.38

Calmar Ratio

PM:

3.15

BTI:

0.93

Martin Ratio

PM:

10.18

BTI:

7.96

Ulcer Index

PM:

3.56%

BTI:

4.29%

Daily Std Dev

PM:

20.33%

BTI:

16.91%

Max Drawdown

PM:

-42.87%

BTI:

-63.57%

Current Drawdown

PM:

-7.61%

BTI:

-13.49%

Fundamentals

Market Cap

PM:

$189.05B

BTI:

$78.26B

EPS

PM:

$6.40

BTI:

-$7.93

PEG Ratio

PM:

1.49

BTI:

3.15

Total Revenue (TTM)

PM:

$28.11B

BTI:

$12.34B

Gross Profit (TTM)

PM:

$18.01B

BTI:

$10.18B

EBITDA (TTM)

PM:

$11.66B

BTI:

$5.88B

Returns By Period

In the year-to-date period, PM achieves a 1.03% return, which is significantly higher than BTI's -0.06% return. Over the past 10 years, PM has outperformed BTI with an annualized return of 9.28%, while BTI has yielded a comparatively lower 2.32% annualized return.


PM

YTD

1.03%

1M

-1.29%

6M

16.06%

1Y

37.02%

5Y*

12.47%

10Y*

9.28%

BTI

YTD

-0.06%

1M

0.48%

6M

13.82%

1Y

34.49%

5Y*

3.82%

10Y*

2.32%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

PM vs. BTI — Risk-Adjusted Performance Rank

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

PM
The Risk-Adjusted Performance Rank of PM is 9191
Overall Rank
The Sharpe Ratio Rank of PM is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of PM is 8989
Sortino Ratio Rank
The Omega Ratio Rank of PM is 8989
Omega Ratio Rank
The Calmar Ratio Rank of PM is 9595
Calmar Ratio Rank
The Martin Ratio Rank of PM is 9292
Martin Ratio Rank

BTI
The Risk-Adjusted Performance Rank of BTI is 8888
Overall Rank
The Sharpe Ratio Rank of BTI is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BTI is 9191
Sortino Ratio Rank
The Omega Ratio Rank of BTI is 9090
Omega Ratio Rank
The Calmar Ratio Rank of BTI is 7777
Calmar Ratio Rank
The Martin Ratio Rank of BTI is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PM vs. BTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Philip Morris International Inc. (PM) and British American Tobacco p.l.c. (BTI). 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.


Sharpe ratio
The chart of Sharpe ratio for PM, currently valued at 1.78, compared to the broader market-2.000.002.004.001.782.02
The chart of Sortino ratio for PM, currently valued at 2.68, compared to the broader market-4.00-2.000.002.004.002.682.91
The chart of Omega ratio for PM, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.38
The chart of Calmar ratio for PM, currently valued at 3.15, compared to the broader market0.002.004.006.003.150.93
The chart of Martin ratio for PM, currently valued at 10.18, compared to the broader market-10.000.0010.0020.0010.187.96
PM
BTI

The current PM Sharpe Ratio is 1.78, which is comparable to the BTI Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of PM and BTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.78
2.02
PM
BTI

Dividends

PM vs. BTI - Dividend Comparison

PM's dividend yield for the trailing twelve months is around 4.36%, less than BTI's 8.19% yield.


TTM20242023202220212020201920182017201620152014
PM
Philip Morris International Inc.
4.36%4.40%5.46%4.98%5.16%5.73%5.43%6.73%3.99%4.50%4.60%4.76%
BTI
British American Tobacco p.l.c.
8.19%8.18%9.57%7.40%7.98%7.22%6.35%8.52%4.18%3.79%4.21%4.55%

Drawdowns

PM vs. BTI - Drawdown Comparison

The maximum PM drawdown since its inception was -42.87%, smaller than the maximum BTI drawdown of -63.57%. Use the drawdown chart below to compare losses from any high point for PM and BTI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.61%
-13.49%
PM
BTI

Volatility

PM vs. BTI - Volatility Comparison

Philip Morris International Inc. (PM) has a higher volatility of 5.74% compared to British American Tobacco p.l.c. (BTI) at 4.01%. This indicates that PM's price experiences larger fluctuations and is considered to be riskier than BTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
5.74%
4.01%
PM
BTI

Financials

PM vs. BTI - Financials Comparison

This section allows you to compare key financial metrics between Philip Morris International Inc. and British American Tobacco p.l.c.. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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