PM vs. USD=X
PM (Philip Morris International Inc.) is a stock, while USD=X (USD Cash) is a currency. Over the past 10 years, PM returned 11.71%/yr vs 0.00%/yr for USD=X.
Performance
PM vs. USD=X - Performance Comparison
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Returns By Period
PM
- 1D
- 1.95%
- 1M
- -2.80%
- YTD
- 15.93%
- 6M
- 22.12%
- 1Y
- 3.53%
- 3Y*
- 31.18%
- 5Y*
- 18.78%
- 10Y*
- 11.71%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
PM vs. USD=X - 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% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
PM vs. USD=X — Risk / Return Rank
PM
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PM vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Philip Morris International Inc. (PM) and USD Cash (USD=X). 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 | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.05 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.18 | — | — |
| Martin ratioReturn relative to average drawdown | 0.34 | — | — |
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Drawdowns
PM vs. USD=X - Drawdown Comparison
The maximum PM drawdown since its inception was -42.87%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for PM and USD=X.
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Drawdown Indicators
| PM | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.87% | 0.00% | -42.87% |
Max Drawdown (1Y)Largest decline over 1 year | -20.64% | 0.00% | -20.64% |
Max Drawdown (3Y)Largest decline over 3 years | -20.64% | 0.00% | -20.64% |
Max Drawdown (5Y)Largest decline over 5 years | -22.78% | 0.00% | -22.78% |
Max Drawdown (10Y)Largest decline over 10 years | -42.87% | 0.00% | -42.87% |
Current DrawdownCurrent decline from peak | -3.94% | 0.00% | -3.94% |
Average DrawdownAverage peak-to-trough decline | -10.02% | 0.00% | -10.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.81% | 0.00% | +10.81% |
Volatility
PM vs. USD=X - Volatility Comparison
Philip Morris International Inc. (PM) has a higher volatility of 7.76% compared to USD Cash (USD=X) at 0.00%. This indicates that PM's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PM | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.76% | 0.00% | +7.76% |
Volatility (6M)Calculated over the trailing 6-month period | 21.07% | 0.00% | +21.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.73% | 0.00% | +27.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.73% | 0.00% | +22.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.46% | 0.00% | +24.46% |
Frequently Asked Questions
PM has higher volatility (7.76%) compared to USD=X (0.00%). In terms of maximum drawdown, PM dropped -42.87% vs USD=X's 0.00%.
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