PM vs. UL
PM (Philip Morris International Inc.) and UL (Unilever PLC) are both stocks. Both are in the Consumer Defensive sector — PM in Tobacco, UL in Household & Personal Products. Over the past 10 years, PM returned 12.07%/yr vs 5.32%/yr for UL. Their 0.42 correlation means their historical movements had little consistent relationship.
Performance
PM vs. UL - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PM achieves a 21.02% return, which is significantly higher than UL's -1.37% return. Over the past 10 years, PM has outperformed UL with an annualized return of 12.07%, while UL has yielded a comparatively lower 5.32% annualized return.
PM
- 1D
- -0.61%
- 1M
- 4.69%
- 6M
- 8.18%
- YTD
- 21.02%
- 1Y
- 21.34%
- 3Y*
- 30.23%
- 5Y*
- 19.22%
- 10Y*
- 12.07%
- ALL TIME*
- 12.70%
UL
- 1D
- -2.85%
- 1M
- 1.49%
- 6M
- -5.64%
- YTD
- -1.37%
- 1Y
- -3.63%
- 3Y*
- 5.24%
- 5Y*
- 3.14%
- 10Y*
- 5.32%
- ALL TIME*
- 9.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.12B | $967.33M | $937.11M | |
| $387.98M | $308.85M | $260.04M |
PM vs. UL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PM Philip Morris International Inc. | 21.02% | 37.99% | 34.34% | -1.85% | 12.31% | 20.78% | 3.69% | 35.02% | -33.30% | 19.85% |
UL Unilever PLC | -1.37% | 5.96% | 20.90% | -0.17% | -2.82% | -7.61% | 9.04% | 12.88% | -2.34% | 40.15% |
Correlation
The correlation between PM and UL is 0.46, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.46 |
Correlation (3Y) Balances recent behavior with more history. | 0.40 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.39 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.36 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2008 | 0.42 |
Fundamentals
PM:
$297.41B
UL:
$136.60B
PM:
$6.97
UL:
€5.38
PM:
27.38
UL:
10.22
PM:
2.98
UL:
2.00
PM:
7.00
UL:
1.09
PM:
$42.55B
UL:
€111.11B
PM:
$28.72B
UL:
€111.26B
PM:
$18.20B
UL:
€24.12B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PM vs. UL — Risk / Return Rank
PM
UL
PM vs. UL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Philip Morris International Inc. (PM) and Unilever PLC (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.
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 | UL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.75 | ||
| Sortino ratioReturn per unit of downside risk | +1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.02 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | -0.01 | +1.12 |
| Martin ratioReturn relative to average drawdown | 2.44 | -0.02 | +2.46 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| PM | UL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.87% | -53.55% | +10.68% |
Max Drawdown (1Y)Largest decline over 1 year | -18.54% | -25.09% | +6.55% |
Max Drawdown (3Y)Largest decline over 3 years | -20.64% | -25.09% | +4.45% |
Max Drawdown (5Y)Largest decline over 5 years | -22.78% | -25.09% | +2.31% |
Max Drawdown (10Y)Largest decline over 10 years | -42.87% | -30.13% | -12.74% |
Current DrawdownCurrent decline from peak | -4.67% | -13.52% | +8.85% |
Average DrawdownAverage peak-to-trough decline | -9.97% | -10.63% | +0.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.42% | 13.47% | -5.05% |
Volatility
PM vs. UL - Volatility Comparison
The current volatility for Philip Morris International Inc. (PM) is 10.17%, while Unilever PLC (UL) has a volatility of 11.44%. This indicates that PM experiences smaller price fluctuations and is considered to be less risky than UL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| PM | UL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.17% | 11.44% | -1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 22.50% | 19.70% | +2.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.90% | 24.32% | +3.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.19% | 21.32% | +1.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.64% | 21.76% | +2.88% |
Dividends
PM vs. UL - Dividend Comparison
PM's dividend yield for the trailing twelve months is around 3.08%, less than UL's 3.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PM Philip Morris International Inc. | 3.08% | 3.52% | 4.40% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% |
UL Unilever PLC | 3.60% | 3.51% | 3.29% | 3.83% | 3.57% | 3.77% | 3.07% | 3.18% | 3.49% | 2.80% | 3.42% | 3.02% |
Financials
PM vs. UL - Financials Comparison
This section allows you to compare key financial metrics between Philip Morris International Inc. and Unilever PLC. 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 UL have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UL has higher volatility (11.44%) compared to PM (10.17%). In terms of maximum drawdown, PM dropped -42.87% vs UL's -53.55%.
PM currently has the higher Sharpe Ratio (0.74 vs -0.01), 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.
Find the right allocation for PM and UL
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer