PM vs. XLP
Compare and contrast key facts about Philip Morris International Inc. (PM) and Consumer Staples Select Sector SPDR Fund (XLP).
XLP is a passively managed fund by State Street that tracks the performance of the Consumer Staples Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PM or XLP.
Key characteristics
| PM | XLP | |
|---|---|---|
| YTD Return | 4.87% | 5.80% |
| 1Y Return | 7.23% | 1.57% |
| 3Y Return (Ann) | 5.97% | 5.28% |
| 5Y Return (Ann) | 8.51% | 8.54% |
| 10Y Return (Ann) | 6.64% | 8.40% |
| Sharpe Ratio | 0.38 | 0.07 |
| Daily Std Dev | 15.98% | 10.52% |
| Max Drawdown | -42.87% | -35.89% |
| Current Drawdown | -1.87% | -0.93% |
Correlation
The correlation between PM and XLP is 0.66, 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. XLP - Performance Comparison
In the year-to-date period, PM achieves a 4.87% return, which is significantly lower than XLP's 5.80% return. Over the past 10 years, PM has underperformed XLP with an annualized return of 6.64%, while XLP has yielded a comparatively higher 8.40% 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. XLP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Philip Morris International Inc. (PM) and Consumer Staples Select Sector SPDR Fund (XLP). 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. XLP - Dividend Comparison
PM's dividend yield for the trailing twelve months is around 5.31%, more than XLP's 2.78% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PM Philip Morris International Inc. | 5.31% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% | 4.76% | 4.11% |
XLP Consumer Staples Select Sector SPDR Fund | 2.78% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.52% | 2.40% | 2.39% |
Drawdowns
PM vs. XLP - Drawdown Comparison
The maximum PM drawdown since its inception was -42.87%, which is greater than XLP's maximum drawdown of -35.89%. Use the drawdown chart below to compare losses from any high point for PM and XLP. For additional features, visit the drawdowns tool.
Volatility
PM vs. XLP - Volatility Comparison
Philip Morris International Inc. (PM) has a higher volatility of 6.85% compared to Consumer Staples Select Sector SPDR Fund (XLP) at 2.53%. This indicates that PM's price experiences larger fluctuations and is considered to be riskier than XLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.