PSIX vs. PM
PSIX (Power Solutions International, Inc.) and PM (Philip Morris International Inc.) are both stocks. PSIX operates in Specialty Industrial Machinery (Industrials), while PM operates in Tobacco (Consumer Defensive). Over the past 10 years, PSIX returned 9.24%/yr vs 11.05%/yr for PM. At a 0.02 correlation, their price movements are largely independent.
Performance
PSIX vs. PM - Performance Comparison
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Returns By Period
In the year-to-date period, PSIX achieves a -30.26% return, which is significantly lower than PM's 10.74% return. Over the past 10 years, PSIX has underperformed PM with an annualized return of 9.24%, while PM has yielded a comparatively higher 11.05% annualized return.
PSIX
- 1D
- 5.96%
- 1M
- -47.50%
- YTD
- -30.26%
- 6M
- -33.00%
- 1Y
- -16.09%
- 3Y*
- 158.76%
- 5Y*
- 56.83%
- 10Y*
- 9.24%
PM
- 1D
- -1.25%
- 1M
- 2.97%
- YTD
- 10.74%
- 6M
- 20.88%
- 1Y
- 0.31%
- 3Y*
- 29.53%
- 5Y*
- 18.20%
- 10Y*
- 11.05%
PSIX vs. PM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSIX Power Solutions International, Inc. | -30.26% | 92.07% | 1,351.22% | -31.67% | 0.00% | -9.09% | -58.23% | -14.59% | 23.33% | 0.00% |
PM Philip Morris International Inc. | 10.74% | 37.99% | 34.34% | -1.85% | 12.31% | 20.78% | 3.69% | 35.02% | -33.30% | 19.85% |
Correlation
The correlation between PSIX and PM is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.00 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since Apr 17, 2012 | 0.02 |
Fundamentals
PSIX:
$919.06M
PM:
$275.15B
PSIX:
$4.43
PM:
$7.12
PSIX:
8.99
PM:
24.74
PSIX:
0.09
PM:
2.69
PSIX:
1.57
PM:
6.62
PSIX:
$586.96M
PM:
$41.49B
PSIX:
$172.81M
PM:
$27.93B
PSIX:
$102.78M
PM:
$17.74B
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Return for Risk
PSIX vs. PM — Risk / Return Rank
PSIX
PM
PSIX vs. PM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Power Solutions International, Inc. (PSIX) and Philip Morris International Inc. (PM). 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.
| PSIX | PM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.03 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.24 | 0.02 | -0.25 |
| Martin ratioReturn relative to average drawdown | -0.45 | 0.03 | -0.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PSIX | PM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.16 | 0.01 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.81 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | 0.45 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.06 | 0.52 | -0.47 |
Drawdowns
PSIX vs. PM - Drawdown Comparison
The maximum PSIX drawdown since its inception was -98.55%, which is greater than PM's maximum drawdown of -42.87%. Use the drawdown chart below to compare losses from any high point for PSIX and PM.
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Drawdown Indicators
| PSIX | PM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.55% | -42.87% | -55.68% |
Max Drawdown (1Y)Largest decline over 1 year | -68.60% | -20.64% | -47.96% |
Max Drawdown (3Y)Largest decline over 3 years | -68.60% | -20.64% | -47.96% |
Max Drawdown (5Y)Largest decline over 5 years | -84.37% | -22.78% | -61.59% |
Max Drawdown (10Y)Largest decline over 10 years | -93.77% | -42.87% | -50.90% |
Current DrawdownCurrent decline from peak | -65.58% | -8.24% | -57.34% |
Average DrawdownAverage peak-to-trough decline | -68.23% | -10.02% | -58.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.00% | 10.79% | +25.21% |
Volatility
PSIX vs. PM - Volatility Comparison
Power Solutions International, Inc. (PSIX) has a higher volatility of 60.17% compared to Philip Morris International Inc. (PM) at 9.76%. This indicates that PSIX's price experiences larger fluctuations and is considered to be riskier than PM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSIX | PM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 60.17% | 9.76% | +50.41% |
Volatility (6M)Calculated over the trailing 6-month period | 89.62% | 20.84% | +68.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 103.20% | 27.67% | +75.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 113.43% | 22.69% | +90.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 105.98% | 24.45% | +81.53% |
Dividends
PSIX vs. PM - Dividend Comparison
PSIX has not paid dividends to shareholders, while PM's dividend yield for the trailing twelve months is around 3.27%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PM Philip Morris International Inc. | 3.27% | 3.52% | 4.40% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% |
PSIX Power Solutions International, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
PSIX vs. PM - Financials Comparison
This section allows you to compare key financial metrics between Power Solutions International, Inc. and Philip Morris International Inc.. 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
PSIX and PM have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PSIX has higher volatility (60.17%) compared to PM (9.76%). In terms of maximum drawdown, PSIX dropped -98.55% vs PM's -42.87%.
PM currently has the higher Sharpe Ratio (0.01 vs -0.16), 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.
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