PM vs. SNDK
PM (Philip Morris International Inc.) and SNDK (Sandisk Corporation) are both stocks. PM operates in Tobacco (Consumer Defensive), while SNDK operates in Computer Hardware (Technology). Over the past year, PM returned 3.66% vs 4694.43% for SNDK. At a correlation of -0.12, they often move in opposite directions.
Performance
PM vs. SNDK - 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 SNDK's 734.15% 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%
SNDK
- 1D
- 5.24%
- 1M
- 36.82%
- YTD
- 734.15%
- 6M
- 860.37%
- 1Y
- 4,694.43%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PM vs. SNDK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PM Philip Morris International Inc. | 15.93% | 7.56% |
SNDK Sandisk Corporation | 734.15% | 356.50% |
Correlation
The correlation between PM and SNDK is -0.14, 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 | -0.14 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2025 | -0.12 |
Fundamentals
PM:
$288.03B
SNDK:
$310.88B
PM:
$7.12
SNDK:
$29.70
PM:
25.90
SNDK:
66.67
PM:
6.93
SNDK:
22.79
PM:
$41.49B
SNDK:
$13.18B
PM:
$27.93B
SNDK:
$7.39B
PM:
$17.74B
SNDK:
$5.37B
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Return for Risk
PM vs. SNDK — Risk / Return Rank
PM
SNDK
PM vs. SNDK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Philip Morris International Inc. (PM) and Sandisk Corporation (SNDK). 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 | SNDK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -47.81 | ||
| Sortino ratioReturn per unit of downside risk | -7.99 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 2.16 | -1.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.18 | 152.17 | -152.00 |
| Martin ratioReturn relative to average drawdown | 0.34 | 461.00 | -460.66 |
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Drawdowns
PM vs. SNDK - Drawdown Comparison
The maximum PM drawdown since its inception was -42.87%, smaller than the maximum SNDK drawdown of -47.50%. Use the drawdown chart below to compare losses from any high point for PM and SNDK.
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Drawdown Indicators
| PM | SNDK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.87% | -47.50% | +4.63% |
Max Drawdown (1Y)Largest decline over 1 year | -20.64% | -31.34% | +10.70% |
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 DrawdownCurrent decline from peak | -3.94% | 0.00% | -3.94% |
Average DrawdownAverage peak-to-trough decline | -10.02% | -13.74% | +3.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.81% | 10.32% | +0.49% |
Volatility
PM vs. SNDK - Volatility Comparison
The current volatility for Philip Morris International Inc. (PM) is 7.76%, while Sandisk Corporation (SNDK) has a volatility of 26.68%. This indicates that PM experiences smaller price fluctuations and is considered to be less risky than SNDK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PM | SNDK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.76% | 26.68% | -18.92% |
Volatility (6M)Calculated over the trailing 6-month period | 21.07% | 71.96% | -50.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.73% | 99.48% | -71.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.73% | 97.64% | -74.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.46% | 97.64% | -73.18% |
Dividends
PM vs. SNDK - Dividend Comparison
PM's dividend yield for the trailing twelve months is around 3.13%, while SNDK has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PM Philip Morris International Inc. | 3.13% | 3.52% | 4.40% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% |
SNDK Sandisk Corporation | 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. SNDK - Financials Comparison
This section allows you to compare key financial metrics between Philip Morris International Inc. and Sandisk Corporation. 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. SNDK - Profitability Comparison
PM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Philip Morris International Inc. reported a gross profit of 6.91B and revenue of 10.15B. Therefore, the gross margin over that period was 68.1%.
SNDK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sandisk Corporation reported a gross profit of 4.66B and revenue of 5.95B. Therefore, the gross margin over that period was 78.4%.
PM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Philip Morris International Inc. reported an operating income of 3.89B and revenue of 10.15B, resulting in an operating margin of 38.4%.
SNDK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sandisk Corporation reported an operating income of 4.11B and revenue of 5.95B, resulting in an operating margin of 69.1%.
PM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Philip Morris International Inc. reported a net income of 2.44B and revenue of 10.15B, resulting in a net margin of 24.0%.
SNDK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sandisk Corporation reported a net income of 3.62B and revenue of 5.95B, resulting in a net margin of 60.8%.
Frequently Asked Questions
PM and SNDK have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SNDK has higher volatility (26.68%) compared to PM (7.76%). In terms of maximum drawdown, PM dropped -42.87% vs SNDK's -47.50%.
SNDK currently has the higher Sharpe Ratio (47.94 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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