PM vs. IONQ
PM (Philip Morris International Inc.) and IONQ (IonQ, Inc.) are both stocks. PM operates in Tobacco (Consumer Defensive), while IONQ operates in Computer Hardware (Technology). Over the past 5 years, PM returned 18.78%/yr vs 40.49%/yr for IONQ. At a 0.03 correlation, their price movements are largely independent.
Performance
PM vs. IONQ - 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 IONQ's 28.93% 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%
IONQ
- 1D
- -0.24%
- 1M
- 11.36%
- YTD
- 28.93%
- 6M
- 14.90%
- 1Y
- 52.88%
- 3Y*
- 75.90%
- 5Y*
- 40.49%
- 10Y*
- —
PM vs. IONQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PM Philip Morris International Inc. | 15.93% | 37.99% | 34.34% | -1.85% | 12.31% | 20.78% |
IONQ IonQ, Inc. | 28.93% | 7.42% | 237.13% | 259.13% | -79.34% | 50.11% |
Correlation
The correlation between PM and IONQ is -0.06, 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 | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2021 | 0.03 |
Fundamentals
PM:
$288.03B
IONQ:
$21.48B
PM:
$7.12
IONQ:
$0.86
PM:
25.90
IONQ:
67.11
PM:
6.93
IONQ:
99.37
PM:
$41.49B
IONQ:
$187.12M
PM:
$27.93B
IONQ:
$71.25M
PM:
$17.74B
IONQ:
$405.86M
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Return for Risk
PM vs. IONQ — Risk / Return Rank
PM
IONQ
PM vs. IONQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Philip Morris International Inc. (PM) and IonQ, Inc. (IONQ). 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 | IONQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.16 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.18 | 0.73 | -0.56 |
| Martin ratioReturn relative to average drawdown | 0.34 | 1.33 | -0.99 |
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Drawdowns
PM vs. IONQ - Drawdown Comparison
The maximum PM drawdown since its inception was -42.87%, smaller than the maximum IONQ drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for PM and IONQ.
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Drawdown Indicators
| PM | IONQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.87% | -90.00% | +47.13% |
Max Drawdown (1Y)Largest decline over 1 year | -20.64% | -67.61% | +46.97% |
Max Drawdown (3Y)Largest decline over 3 years | -20.64% | -67.61% | +46.97% |
Max Drawdown (5Y)Largest decline over 5 years | -22.78% | -90.00% | +67.22% |
Max Drawdown (10Y)Largest decline over 10 years | -42.87% | — | — |
Current DrawdownCurrent decline from peak | -3.94% | -29.53% | +25.59% |
Average DrawdownAverage peak-to-trough decline | -10.02% | -50.88% | +40.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.81% | 37.20% | -26.39% |
Volatility
PM vs. IONQ - Volatility Comparison
The current volatility for Philip Morris International Inc. (PM) is 7.76%, while IonQ, Inc. (IONQ) has a volatility of 31.60%. This indicates that PM experiences smaller price fluctuations and is considered to be less risky than IONQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PM | IONQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.76% | 31.60% | -23.84% |
Volatility (6M)Calculated over the trailing 6-month period | 21.07% | 68.80% | -47.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.73% | 93.28% | -65.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.73% | 100.48% | -77.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.46% | 97.53% | -73.07% |
Dividends
PM vs. IONQ - Dividend Comparison
PM's dividend yield for the trailing twelve months is around 3.13%, while IONQ has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IONQ IonQ, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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% |
Financials
PM vs. IONQ - Financials Comparison
This section allows you to compare key financial metrics between Philip Morris International Inc. and IonQ, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
PM and IONQ have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IONQ has higher volatility (31.60%) compared to PM (7.76%). In terms of maximum drawdown, PM dropped -42.87% vs IONQ's -90.00%.
IONQ currently has the higher Sharpe Ratio (0.53 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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