PM vs. OR.PA
PM (Philip Morris International Inc.) and OR.PA (L'Oréal S.A.) are both stocks. Both are in the Consumer Defensive sector — PM in Tobacco, OR.PA in Household & Personal Products. Over the past 10 years, PM returned 11.05%/yr vs 10.21%/yr for OR.PA. At a 0.27 correlation, their price movements are largely independent.
Performance
PM vs. OR.PA - Performance Comparison
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Different Trading Currencies
PM is traded in USD, while OR.PA is traded in EUR. To make them comparable, the OR.PA values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, PM achieves a 10.74% return, which is significantly higher than OR.PA's 1.98% return. Over the past 10 years, PM has outperformed OR.PA with an annualized return of 11.05%, while OR.PA has yielded a comparatively lower 10.21% annualized return.
PM
- 1D
- -1.25%
- 1M
- 2.97%
- YTD
- 10.74%
- 6M
- 20.88%
- 1Y
- 0.31%
- 3Y*
- 29.53%
- 5Y*
- 18.20%
- 10Y*
- 11.05%
OR.PA
- 1D
- 0.23%
- 1M
- 0.67%
- YTD
- 1.98%
- 6M
- 1.17%
- 1Y
- 1.07%
- 3Y*
- 1.52%
- 5Y*
- 0.39%
- 10Y*
- 10.21%
PM vs. OR.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PM Philip Morris International Inc. | 10.74% | 37.99% | 34.34% | -1.85% | 12.31% | 20.78% | 3.69% | 35.02% | -33.30% | 19.85% |
OR.PA L'Oréal S.A. | 1.98% | 23.85% | -27.74% | 41.34% | -23.72% | 26.49% | 29.83% | 30.73% | 5.66% | 23.95% |
Correlation
The correlation between PM and OR.PA is 0.02, 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 | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2008 | 0.27 |
Over the past year, the correlation between PM and OR.PA has dropped to 0.02 - well below their long-term average of 0.27, suggesting their price drivers have been diverging.
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Return for Risk
PM vs. OR.PA — Risk / Return Rank
PM
OR.PA
PM vs. OR.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Philip Morris International Inc. (PM) and L'Oréal S.A. (OR.PA). 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.
| PM | OR.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.02 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.02 | -0.00 | +0.02 |
| Martin ratioReturn relative to average drawdown | 0.03 | -0.01 | +0.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PM | OR.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.01 | -0.00 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.01 | +0.79 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.41 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.34 | +0.19 |
Drawdowns
PM vs. OR.PA - Drawdown Comparison
The maximum PM drawdown since its inception was -42.87%, smaller than the maximum OR.PA drawdown of -58.39%. Use the drawdown chart below to compare losses from any high point for PM and OR.PA.
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Drawdown Indicators
| PM | OR.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.87% | -58.39% | +15.52% |
Max Drawdown (1Y)Largest decline over 1 year | -20.64% | -15.68% | -4.96% |
Max Drawdown (3Y)Largest decline over 3 years | -20.64% | -32.57% | +11.93% |
Max Drawdown (5Y)Largest decline over 5 years | -22.78% | -38.89% | +16.11% |
Max Drawdown (10Y)Largest decline over 10 years | -42.87% | -38.89% | -3.98% |
Current DrawdownCurrent decline from peak | -8.24% | -10.08% | +1.84% |
Average DrawdownAverage peak-to-trough decline | -10.02% | -11.54% | +1.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.79% | 8.05% | +2.74% |
Volatility
PM vs. OR.PA - Volatility Comparison
Philip Morris International Inc. (PM) has a higher volatility of 9.76% compared to L'Oréal S.A. (OR.PA) at 7.20%. This indicates that PM's price experiences larger fluctuations and is considered to be riskier than OR.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PM | OR.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.76% | 7.20% | +2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 20.84% | 20.57% | +0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.67% | 26.40% | +1.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.69% | 26.87% | -4.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.45% | 24.23% | +0.22% |
Dividends
PM vs. OR.PA - Dividend Comparison
PM's dividend yield for the trailing twelve months is around 3.27%, more than OR.PA's 1.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OR.PA L'Oréal S.A. | 1.94% | 1.91% | 1.93% | 1.33% | 1.44% | 0.96% | 1.24% | 1.46% | 1.76% | 1.78% | 1.79% | 1.74% |
PM Philip Morris International Inc. | 3.27% | 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. OR.PA - Financials Comparison
This section allows you to compare key financial metrics between Philip Morris International Inc. and L'Oréal S.A.. 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 OR.PA have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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