PM vs. SLF
PM (Philip Morris International Inc.) and SLF (Sun Life Financial Inc.) are both stocks. PM operates in Tobacco (Consumer Defensive), while SLF operates in Insurance - Diversified (Financial Services). Over the past 10 years, PM returned 12.29%/yr vs 14.00%/yr for SLF. At a 0.32 correlation, their price movements are largely independent.
Performance
PM vs. SLF - Performance Comparison
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Returns By Period
In the year-to-date period, PM achieves a 23.23% return, which is significantly lower than SLF's 33.00% return. Over the past 10 years, PM has underperformed SLF with an annualized return of 12.29%, while SLF has yielded a comparatively higher 14.00% annualized return.
PM
- 1D
- 3.33%
- 1M
- 13.13%
- 6M
- 17.09%
- YTD
- 23.23%
- 1Y
- 21.82%
- 3Y*
- 31.34%
- 5Y*
- 20.06%
- 10Y*
- 12.29%
- ALL TIME*
- 12.83%
SLF
- 1D
- 0.47%
- 1M
- 4.90%
- 6M
- 32.93%
- YTD
- 33.00%
- 1Y
- 35.62%
- 3Y*
- 21.04%
- 5Y*
- 14.81%
- 10Y*
- 14.00%
- ALL TIME*
- 13.23%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $968.76M | $943.97M | $900.25M | |
| $48.77M | $44.56M | $50.72M |
PM vs. SLF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PM Philip Morris International Inc. | 23.23% | 37.99% | 34.34% | -1.85% | 12.31% | 20.78% | 3.69% | 35.02% | -33.30% | 19.85% |
SLF Sun Life Financial Inc. | 33.00% | 9.72% | 19.48% | 17.77% | -12.89% | 29.71% | 1.55% | 42.69% | -16.37% | 11.18% |
Correlation
The correlation between PM and SLF is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2008 | 0.32 |
The correlation between PM and SLF shifts across timeframes, from 0.18 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.
Fundamentals
PM:
$302.83B
SLF:
$45.07B
PM:
$6.97
SLF:
CA$6.39
PM:
27.88
SLF:
17.94
PM:
7.13
SLF:
1.49
PM:
$42.55B
SLF:
CA$39.40B
PM:
$28.72B
SLF:
CA$20.48B
PM:
$18.20B
SLF:
CA$4.74B
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Return for Risk
PM vs. SLF — Risk / Return Rank
PM
SLF
PM vs. SLF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Philip Morris International Inc. (PM) and Sun Life Financial Inc. (SLF). 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 | SLF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.03 | ||
| Sortino ratioReturn per unit of downside risk | -1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.34 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.18 | 3.56 | -2.37 |
| Martin ratioReturn relative to average drawdown | 2.60 | 9.03 | -6.43 |
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Drawdowns
PM vs. SLF - Drawdown Comparison
The maximum PM drawdown since its inception was -42.87%, smaller than the maximum SLF drawdown of -78.60%. Use the drawdown chart below to compare losses from any high point for PM and SLF.
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Drawdown Indicators
| PM | SLF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.87% | -78.60% | +35.73% |
Max Drawdown (1Y)Largest decline over 1 year | -18.54% | -10.06% | -8.48% |
Max Drawdown (3Y)Largest decline over 3 years | -20.64% | -14.91% | -5.73% |
Max Drawdown (5Y)Largest decline over 5 years | -22.78% | -30.77% | +7.99% |
Max Drawdown (10Y)Largest decline over 10 years | -42.87% | -50.84% | +7.97% |
Current DrawdownCurrent decline from peak | 0.00% | -0.53% | +0.53% |
Average DrawdownAverage peak-to-trough decline | -9.99% | -16.80% | +6.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.42% | 3.96% | +4.46% |
Volatility
PM vs. SLF - Volatility Comparison
Philip Morris International Inc. (PM) has a higher volatility of 9.64% compared to Sun Life Financial Inc. (SLF) at 4.26%. This indicates that PM's price experiences larger fluctuations and is considered to be riskier than SLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PM | SLF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.64% | 4.26% | +5.38% |
Volatility (6M)Calculated over the trailing 6-month period | 22.19% | 14.46% | +7.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.11% | 19.80% | +9.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.12% | 19.38% | +3.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.62% | 22.68% | +1.94% |
Dividends
PM vs. SLF - Dividend Comparison
PM's dividend yield for the trailing twelve months is around 3.03%, less than SLF's 3.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PM Philip Morris International Inc. | 3.03% | 3.52% | 4.40% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% |
SLF Sun Life Financial Inc. | 3.27% | 4.03% | 4.00% | 4.98% | 4.59% | 3.32% | 3.69% | 3.47% | 4.71% | 3.17% | 3.98% | 4.64% |
Financials
PM vs. SLF - Financials Comparison
This section allows you to compare key financial metrics between Philip Morris International Inc. and Sun Life Financial 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
PM vs. SLF - Profitability Comparison
PM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Philip Morris International Inc. reported a gross profit of 7.66B and revenue of 11.19B. Therefore, the gross margin over that period was 68.4%.
SLF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Sun Life Financial Inc. reported a gross profit of 8.88B and revenue of 8.88B. Therefore, the gross margin over that period was 100.0%.
PM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Philip Morris International Inc. reported an operating income of 4.53B and revenue of 11.19B, resulting in an operating margin of 40.5%.
SLF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Sun Life Financial Inc. reported an operating income of 633.63M and revenue of 8.88B, resulting in an operating margin of 7.1%.
PM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Philip Morris International Inc. reported a net income of 2.82B and revenue of 11.19B, resulting in a net margin of 25.2%.
SLF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Sun Life Financial Inc. reported a net income of 537.39M and revenue of 8.88B, resulting in a net margin of 6.1%.
Frequently Asked Questions
PM and SLF have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PM has higher volatility (9.64%) compared to SLF (4.26%). In terms of maximum drawdown, PM dropped -42.87% vs SLF's -78.60%.
SLF currently has the higher Sharpe Ratio (1.82 vs 0.79), 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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