PM vs. PSIX
PM (Philip Morris International Inc.) and PSIX (Power Solutions International, Inc.) are both stocks. PM operates in Tobacco (Consumer Defensive), while PSIX operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, PM returned 11.05%/yr vs 9.24%/yr for PSIX. At a 0.02 correlation, their price movements are largely independent.
Performance
PM vs. PSIX - Performance Comparison
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Returns By Period
In the year-to-date period, PM achieves a 10.74% return, which is significantly higher than PSIX's -30.26% return. Over the past 10 years, PM has outperformed PSIX with an annualized return of 11.05%, while PSIX has yielded a comparatively lower 9.24% 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%
PSIX
- 1D
- 5.96%
- 1M
- -47.50%
- YTD
- -30.26%
- 6M
- -33.00%
- 1Y
- -16.09%
- 3Y*
- 158.76%
- 5Y*
- 56.83%
- 10Y*
- 9.24%
PM vs. PSIX - 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% |
PSIX Power Solutions International, Inc. | -30.26% | 92.07% | 1,351.22% | -31.67% | 0.00% | -9.09% | -58.23% | -14.59% | 23.33% | 0.00% |
Correlation
The correlation between PM and PSIX 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 | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.00 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since Apr 17, 2012 | 0.02 |
Fundamentals
PM:
$275.15B
PSIX:
$919.06M
PM:
$7.12
PSIX:
$4.43
PM:
24.74
PSIX:
8.99
PM:
2.69
PSIX:
0.09
PM:
6.62
PSIX:
1.57
PM:
$41.49B
PSIX:
$586.96M
PM:
$27.93B
PSIX:
$172.81M
PM:
$17.74B
PSIX:
$102.78M
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Return for Risk
PM vs. PSIX — Risk / Return Rank
PM
PSIX
PM vs. PSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Philip Morris International Inc. (PM) and Power Solutions International, Inc. (PSIX). 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 | PSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.07 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.02 | -0.24 | +0.25 |
| Martin ratioReturn relative to average drawdown | 0.03 | -0.45 | +0.48 |
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 | PSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.01 | -0.16 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.50 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.09 | +0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.06 | +0.47 |
Drawdowns
PM vs. PSIX - Drawdown Comparison
The maximum PM drawdown since its inception was -42.87%, smaller than the maximum PSIX drawdown of -98.55%. Use the drawdown chart below to compare losses from any high point for PM and PSIX.
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Drawdown Indicators
| PM | PSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.87% | -98.55% | +55.68% |
Max Drawdown (1Y)Largest decline over 1 year | -20.64% | -68.60% | +47.96% |
Max Drawdown (3Y)Largest decline over 3 years | -20.64% | -68.60% | +47.96% |
Max Drawdown (5Y)Largest decline over 5 years | -22.78% | -84.37% | +61.59% |
Max Drawdown (10Y)Largest decline over 10 years | -42.87% | -93.77% | +50.90% |
Current DrawdownCurrent decline from peak | -8.24% | -65.58% | +57.34% |
Average DrawdownAverage peak-to-trough decline | -10.02% | -68.23% | +58.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.79% | 36.00% | -25.21% |
Volatility
PM vs. PSIX - Volatility Comparison
The current volatility for Philip Morris International Inc. (PM) is 9.76%, while Power Solutions International, Inc. (PSIX) has a volatility of 60.17%. This indicates that PM experiences smaller price fluctuations and is considered to be less risky than PSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PM | PSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.76% | 60.17% | -50.41% |
Volatility (6M)Calculated over the trailing 6-month period | 20.84% | 89.62% | -68.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.67% | 103.20% | -75.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.69% | 113.43% | -90.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.45% | 105.98% | -81.53% |
Dividends
PM vs. PSIX - Dividend Comparison
PM's dividend yield for the trailing twelve months is around 3.27%, while PSIX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PSIX Power Solutions International, 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% |
Financials
PM vs. PSIX - Financials Comparison
This section allows you to compare key financial metrics between Philip Morris International Inc. and Power Solutions International, 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 PSIX 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.
PSIX has higher volatility (60.17%) compared to PM (9.76%). In terms of maximum drawdown, PM dropped -42.87% vs PSIX's -98.55%.
PM currently has the higher Sharpe Ratio (0.01 vs -0.16), 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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