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PMO vs. PMM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PMO vs. PMM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Municipal Opportunities Trust (PMO) and Putnam Managed Municipal Income Trust (PMM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PMO achieves a 2.11% return, which is significantly lower than PMM's 4.16% return. Over the past 10 years, PMO has underperformed PMM with an annualized return of 2.63%, while PMM has yielded a comparatively higher 2.81% annualized return.


PMO

1D
0.21%
1M
4.61%
YTD
2.11%
6M
4.45%
1Y
13.97%
3Y*
5.89%
5Y*
-0.76%
10Y*
2.63%

PMM

1D
0.68%
1M
3.79%
YTD
4.16%
6M
6.19%
1Y
14.03%
3Y*
6.54%
5Y*
-1.39%
10Y*
2.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PMO vs. PMM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PMO
Putnam Municipal Opportunities Trust
2.11%10.45%3.15%-1.31%-20.32%10.08%9.38%23.13%-4.05%8.89%
PMM
Putnam Managed Municipal Income Trust
4.16%10.50%2.84%1.89%-24.13%13.71%6.26%25.01%-4.49%10.56%

Correlation

The correlation between PMO and PMM is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.59

Correlation (3Y)
Calculated over the trailing 3-year period

0.63

Correlation (5Y)
Calculated over the trailing 5-year period

0.57

Correlation (10Y)
Calculated over the trailing 10-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Oct 27, 1994

0.39

The correlation between PMO and PMM shifts across timeframes, from 0.39 (all time) to 0.63 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

PMO:

$292.35M

PMM:

$272.96M

EPS

PMO:

$3.11

PMM:

$1.85

PE Ratio

PMO:

3.44

PMM:

3.44

PEG Ratio

PMO:

0.19

PMM:

0.01

PS Ratio

PMO:

10.75

PMM:

8.73

PB Ratio

PMO:

0.94

PMM:

0.95

Total Revenue (TTM)

PMO:

$27.18M

PMM:

$31.28M

Gross Profit (TTM)

PMO:

$18.84M

PMM:

$67.33M

EBITDA (TTM)

PMO:

$86.11M

PMM:

$61.51M

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Return for Risk

PMO vs. PMM — Risk / Return Rank

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

PMO
PMO Risk / Return Rank: 8282
Overall Rank
PMO Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PMO Sortino Ratio Rank: 8585
Sortino Ratio Rank
PMO Omega Ratio Rank: 8383
Omega Ratio Rank
PMO Calmar Ratio Rank: 7575
Calmar Ratio Rank
PMO Martin Ratio Rank: 8080
Martin Ratio Rank

PMM
PMM Risk / Return Rank: 7777
Overall Rank
PMM Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
PMM Sortino Ratio Rank: 7979
Sortino Ratio Rank
PMM Omega Ratio Rank: 7575
Omega Ratio Rank
PMM Calmar Ratio Rank: 7272
Calmar Ratio Rank
PMM Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PMO vs. PMM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Municipal Opportunities Trust (PMO) and Putnam Managed Municipal Income Trust (PMM). 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.


PMOPMMDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.32

1.25

+0.06

Calmar ratioReturn relative to maximum drawdown

1.95

1.72

+0.23

Martin ratioReturn relative to average drawdown

6.28

5.52

+0.76

PMO vs. PMM - Sharpe Ratio Comparison

The current PMO Sharpe Ratio is 1.64, which is comparable to the PMM Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of PMO and PMM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PMO vs. PMM - Drawdown Comparison

The maximum PMO drawdown since its inception was -36.46%, smaller than the maximum PMM drawdown of -38.66%. Use the drawdown chart below to compare losses from any high point for PMO and PMM.


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Drawdown Indicators


PMOPMMDifference

Max Drawdown

Largest peak-to-trough decline

-36.46%

-38.66%

+2.20%

Max Drawdown (1Y)

Largest decline over 1 year

-7.19%

-8.21%

+1.02%

Max Drawdown (3Y)

Largest decline over 3 years

-16.17%

-18.30%

+2.13%

Max Drawdown (5Y)

Largest decline over 5 years

-36.46%

-37.72%

+1.26%

Max Drawdown (10Y)

Largest decline over 10 years

-36.46%

-37.72%

+1.26%

Current Drawdown

Current decline from peak

-11.48%

-9.73%

-1.75%

Average Drawdown

Average peak-to-trough decline

-7.95%

-11.05%

+3.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

2.55%

-0.32%

Volatility

PMO vs. PMM - Volatility Comparison

The current volatility for Putnam Municipal Opportunities Trust (PMO) is 1.67%, while Putnam Managed Municipal Income Trust (PMM) has a volatility of 1.85%. This indicates that PMO experiences smaller price fluctuations and is considered to be less risky than PMM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PMOPMMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.67%

1.85%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

6.70%

7.84%

-1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

8.57%

10.48%

-1.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.03%

16.98%

-1.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.28%

16.10%

-1.82%

Dividends

PMO vs. PMM - Dividend Comparison

PMO's dividend yield for the trailing twelve months is around 4.54%, less than PMM's 5.10% yield.


PositionTTM20252024202320222021202020192018201720162015
PMM
Putnam Managed Municipal Income Trust
5.10%4.90%4.78%5.10%6.11%4.38%4.76%4.81%5.42%5.38%6.09%5.92%
PMO
Putnam Municipal Opportunities Trust
4.54%4.25%4.15%4.64%5.87%4.42%4.65%4.85%5.55%5.26%5.89%5.81%

Financials

PMO vs. PMM - Financials Comparison

This section allows you to compare key financial metrics between Putnam Municipal Opportunities Trust and Putnam Managed Municipal Income Trust. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00M10.00M15.00M202020212022202320242025
6.73M
5.04M
(PMO) Total Revenue
(PMM) Total Revenue
Values in USD except per share items

Frequently Asked Questions


PMO and PMM have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PMM has higher volatility (1.85%) compared to PMO (1.67%). In terms of maximum drawdown, PMO dropped -36.46% vs PMM's -38.66%.

PMO currently has the higher Sharpe Ratio (1.64 vs 1.34), 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.

Portfolio Optimizer

Find the right allocation for PMO and PMM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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