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PM vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PM and VTI is 0.45, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

PM vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Philip Morris International Inc. (PM) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

450.00%500.00%550.00%600.00%650.00%NovemberDecember2025FebruaryMarchApril
671.08%
487.19%
PM
VTI

Key characteristics

Sharpe Ratio

PM:

3.33

VTI:

0.47

Sortino Ratio

PM:

4.47

VTI:

0.80

Omega Ratio

PM:

1.68

VTI:

1.12

Calmar Ratio

PM:

7.48

VTI:

0.49

Martin Ratio

PM:

22.79

VTI:

1.99

Ulcer Index

PM:

3.60%

VTI:

4.76%

Daily Std Dev

PM:

24.73%

VTI:

20.05%

Max Drawdown

PM:

-42.87%

VTI:

-55.45%

Current Drawdown

PM:

0.00%

VTI:

-10.40%

Returns By Period

In the year-to-date period, PM achieves a 42.70% return, which is significantly higher than VTI's -6.29% return. Over the past 10 years, PM has outperformed VTI with an annualized return of 13.09%, while VTI has yielded a comparatively lower 11.38% annualized return.


PM

YTD

42.70%

1M

10.31%

6M

33.72%

1Y

85.12%

5Y*

24.66%

10Y*

13.09%

VTI

YTD

-6.29%

1M

-3.40%

6M

-4.58%

1Y

9.95%

5Y*

15.58%

10Y*

11.38%

*Annualized

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Risk-Adjusted Performance

PM vs. VTI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PM
The Risk-Adjusted Performance Rank of PM is 9999
Overall Rank
The Sharpe Ratio Rank of PM is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of PM is 9898
Sortino Ratio Rank
The Omega Ratio Rank of PM is 9898
Omega Ratio Rank
The Calmar Ratio Rank of PM is 100100
Calmar Ratio Rank
The Martin Ratio Rank of PM is 9999
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 5757
Overall Rank
The Sharpe Ratio Rank of VTI is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 5555
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 5757
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PM vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Philip Morris International Inc. (PM) and Vanguard Total Stock Market ETF (VTI). 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.


The chart of Sharpe ratio for PM, currently valued at 3.33, compared to the broader market-2.00-1.000.001.002.003.00
PM: 3.33
VTI: 0.47
The chart of Sortino ratio for PM, currently valued at 4.47, compared to the broader market-6.00-4.00-2.000.002.004.00
PM: 4.47
VTI: 0.80
The chart of Omega ratio for PM, currently valued at 1.68, compared to the broader market0.501.001.502.00
PM: 1.68
VTI: 1.12
The chart of Calmar ratio for PM, currently valued at 7.48, compared to the broader market0.001.002.003.004.005.00
PM: 7.48
VTI: 0.49
The chart of Martin ratio for PM, currently valued at 22.79, compared to the broader market-5.000.005.0010.0015.0020.00
PM: 22.79
VTI: 1.99

The current PM Sharpe Ratio is 3.33, which is higher than the VTI Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of PM and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
3.33
0.47
PM
VTI

Dividends

PM vs. VTI - Dividend Comparison

PM's dividend yield for the trailing twelve months is around 3.14%, more than VTI's 1.39% yield.


TTM20242023202220212020201920182017201620152014
PM
Philip Morris International Inc.
3.14%4.40%5.46%4.98%5.16%5.73%5.43%6.73%3.99%4.50%4.60%4.76%
VTI
Vanguard Total Stock Market ETF
1.39%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

PM vs. VTI - Drawdown Comparison

The maximum PM drawdown since its inception was -42.87%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for PM and VTI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril0
-10.40%
PM
VTI

Volatility

PM vs. VTI - Volatility Comparison

The current volatility for Philip Morris International Inc. (PM) is 10.15%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 14.83%. This indicates that PM experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
10.15%
14.83%
PM
VTI