PM vs. QQQ
PM (Philip Morris International Inc.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, PM returned 11.71%/yr vs 21.79%/yr for QQQ. At a 0.31 correlation, their price movements are largely independent.
Performance
PM vs. QQQ - 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 QQQ's 17.57% return. Over the past 10 years, PM has underperformed QQQ with an annualized return of 11.71%, while QQQ has yielded a comparatively higher 21.79% annualized return.
PM
- 1D
- 1.95%
- 1M
- -1.92%
- YTD
- 15.93%
- 6M
- 22.12%
- 1Y
- 3.66%
- 3Y*
- 31.18%
- 5Y*
- 18.78%
- 10Y*
- 11.71%
QQQ
- 1D
- 0.59%
- 1M
- 0.93%
- YTD
- 17.57%
- 6M
- 17.85%
- 1Y
- 35.82%
- 3Y*
- 26.43%
- 5Y*
- 16.85%
- 10Y*
- 21.79%
PM vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
QQQ Invesco QQQ ETF | 17.57% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Correlation
The correlation between PM and QQQ is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2008 | 0.31 |
The correlation between PM and QQQ shifts across timeframes, from -0.15 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PM vs. QQQ — Risk / Return Rank
PM
QQQ
PM vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Philip Morris International Inc. (PM) and Invesco QQQ ETF (QQQ). 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 | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.96 | ||
| Sortino ratioReturn per unit of downside risk | -2.36 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.37 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.18 | 3.01 | -2.83 |
| Martin ratioReturn relative to average drawdown | 0.34 | 11.22 | -10.88 |
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Drawdowns
PM vs. QQQ - Drawdown Comparison
The maximum PM drawdown since its inception was -42.87%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for PM and QQQ.
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Drawdown Indicators
| PM | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.87% | -82.97% | +40.10% |
Max Drawdown (1Y)Largest decline over 1 year | -20.64% | -11.96% | -8.68% |
Max Drawdown (3Y)Largest decline over 3 years | -20.64% | -22.77% | +2.13% |
Max Drawdown (5Y)Largest decline over 5 years | -22.78% | -35.12% | +12.34% |
Max Drawdown (10Y)Largest decline over 10 years | -42.87% | -35.12% | -7.75% |
Current DrawdownCurrent decline from peak | -3.94% | -3.33% | -0.61% |
Average DrawdownAverage peak-to-trough decline | -10.02% | -32.75% | +22.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.81% | 3.20% | +7.61% |
Volatility
PM vs. QQQ - Volatility Comparison
Philip Morris International Inc. (PM) and Invesco QQQ ETF (QQQ) have volatilities of 7.76% and 7.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PM | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.76% | 7.56% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 21.07% | 13.81% | +7.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.73% | 17.19% | +10.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.73% | 22.55% | +0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.46% | 22.38% | +2.08% |
Dividends
PM vs. QQQ - Dividend Comparison
PM's dividend yield for the trailing twelve months is around 3.13%, more than QQQ's 0.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
QQQ Invesco QQQ ETF | 0.39% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Frequently Asked Questions
PM and QQQ have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PM has higher volatility (7.76%) compared to QQQ (7.56%). In terms of maximum drawdown, PM dropped -42.87% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (2.09 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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