PM vs. UL
Compare and contrast key facts about Philip Morris International Inc. (PM) and The Unilever Group (UL).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PM or UL.
Key characteristics
| PM | UL | |
|---|---|---|
| YTD Return | 33.46% | 33.65% |
| 1Y Return | 36.30% | 35.19% |
| 3Y Return (Ann) | 12.96% | 9.99% |
| 5Y Return (Ann) | 14.61% | 4.63% |
| 10Y Return (Ann) | 8.92% | 8.17% |
| Sharpe Ratio | 2.29 | 2.36 |
| Sortino Ratio | 3.13 | 3.64 |
| Omega Ratio | 1.41 | 1.47 |
| Calmar Ratio | 2.59 | 1.94 |
| Martin Ratio | 11.23 | 15.43 |
| Ulcer Index | 3.27% | 2.35% |
| Daily Std Dev | 16.00% | 15.35% |
| Max Drawdown | -42.87% | -53.55% |
| Current Drawdown | -4.08% | -3.67% |
Fundamentals
| PM | UL | |
|---|---|---|
| Market Cap | $187.96B | $156.72B |
| EPS | $5.65 | $2.87 |
| PE Ratio | 21.40 | 22.01 |
| PEG Ratio | 1.74 | 16.97 |
| Total Revenue (TTM) | $27.25B | $60.29B |
| Gross Profit (TTM) | $17.04B | $25.86B |
| EBITDA (TTM) | $10.48B | $11.95B |
Correlation
The correlation between PM and UL is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
PM vs. UL - Performance Comparison
The year-to-date returns for both investments are quite close, with PM having a 33.46% return and UL slightly higher at 33.65%. Over the past 10 years, PM has outperformed UL with an annualized return of 8.92%, while UL has yielded a comparatively lower 8.17% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
PM vs. UL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Philip Morris International Inc. (PM) and The Unilever Group (UL). 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.
Dividends
PM vs. UL - Dividend Comparison
PM's dividend yield for the trailing twelve months is around 4.34%, more than UL's 2.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PM Philip Morris International Inc. | 4.34% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% | 4.76% | 4.11% |
UL The Unilever Group | 2.92% | 3.83% | 3.61% | 3.77% | 3.07% | 3.18% | 3.49% | 2.82% | 3.44% | 3.06% | 3.72% | 3.39% |
Drawdowns
PM vs. UL - Drawdown Comparison
The maximum PM drawdown since its inception was -42.87%, smaller than the maximum UL drawdown of -53.55%. Use the drawdown chart below to compare losses from any high point for PM and UL. For additional features, visit the drawdowns tool.
Volatility
PM vs. UL - Volatility Comparison
Philip Morris International Inc. (PM) and The Unilever Group (UL) have volatilities of 3.40% and 3.28%, 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.
Financials
PM vs. UL - Financials Comparison
This section allows you to compare key financial metrics between Philip Morris International Inc. and The Unilever Group. 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