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

Performance

PM vs. JNPR - Performance Comparison

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

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Returns By Period


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%

JNPR

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PM vs. JNPR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PM
Philip Morris International Inc.
15.93%37.99%34.34%-1.85%12.31%20.78%3.69%35.02%-33.30%19.85%
JNPR
Juniper Networks, Inc.
0.00%7.99%30.11%-4.95%-8.07%63.34%-5.34%-5.66%-3.09%2.27%

Correlation

The correlation between PM and JNPR is 0.01, 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

0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Mar 17, 2008

0.24

Over the past year, the correlation between PM and JNPR has dropped to 0.01 - well below their long-term average of 0.24, suggesting their price drivers have been diverging.

Fundamentals

Total Revenue (TTM)

PM:

$41.49B

JNPR:

$5.20B

Gross Profit (TTM)

PM:

$27.93B

JNPR:

$3.06B

EBITDA (TTM)

PM:

$17.74B

JNPR:

$628.10M

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Return for Risk

PM vs. JNPR — Risk / Return Rank

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

PM
PM Risk / Return Rank: 4444
Overall Rank
PM Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
PM Sortino Ratio Rank: 4141
Sortino Ratio Rank
PM Omega Ratio Rank: 4141
Omega Ratio Rank
PM Calmar Ratio Rank: 4747
Calmar Ratio Rank
PM Martin Ratio Rank: 4747
Martin Ratio Rank

JNPR

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. JNPR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Philip Morris International Inc. (PM) and Juniper Networks, Inc. (JNPR). 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.


PMJNPRDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.05

Calmar ratioReturn relative to maximum drawdown

0.18

Martin ratioReturn relative to average drawdown

0.34

PM vs. JNPR - Sharpe Ratio Comparison


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Drawdowns

PM vs. JNPR - Drawdown Comparison


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Drawdown Indicators


PMJNPRDifference

Max Drawdown

Largest peak-to-trough decline

-42.87%

Max Drawdown (1Y)

Largest decline over 1 year

-20.64%

Max Drawdown (3Y)

Largest decline over 3 years

-20.64%

Max Drawdown (5Y)

Largest decline over 5 years

-22.78%

Max Drawdown (10Y)

Largest decline over 10 years

-42.87%

Current Drawdown

Current decline from peak

-3.94%

Average Drawdown

Average peak-to-trough decline

-10.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.81%

Volatility

PM vs. JNPR - Volatility Comparison


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Volatility by Period


PMJNPRDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.76%

Volatility (6M)

Calculated over the trailing 6-month period

21.07%

Volatility (1Y)

Calculated over the trailing 1-year period

27.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.46%

Dividends

PM vs. JNPR - Dividend Comparison

PM's dividend yield for the trailing twelve months is around 3.13%, while JNPR has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
JNPR
Juniper Networks, Inc.
0.00%1.10%2.35%2.99%2.63%2.24%3.55%3.09%2.68%1.40%1.42%1.45%
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. JNPR - Financials Comparison

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


2.00B4.00B6.00B8.00B10.00B20222023202420252026
10.15B
1.28B
(PM) Total Revenue
(JNPR) Total Revenue
Values in USD except per share items

Frequently Asked Questions


PM and JNPR have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for PM and JNPR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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