STAG vs. PM
STAG (STAG Industrial, Inc.) and PM (Philip Morris International Inc.) are both stocks. STAG operates in REIT - Industrial (Real Estate), while PM operates in Tobacco (Consumer Defensive). Over the past 10 years, STAG returned 9.93%/yr vs 11.05%/yr for PM. At a 0.30 correlation, their price movements are largely independent.
Performance
STAG vs. PM - Performance Comparison
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Returns By Period
In the year-to-date period, STAG achieves a 2.13% return, which is significantly lower than PM's 10.74% return. Over the past 10 years, STAG has underperformed PM with an annualized return of 9.93%, while PM has yielded a comparatively higher 11.05% annualized return.
STAG
- 1D
- -0.32%
- 1M
- -4.65%
- YTD
- 2.13%
- 6M
- -1.21%
- 1Y
- 4.41%
- 3Y*
- 4.98%
- 5Y*
- 3.47%
- 10Y*
- 9.93%
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%
STAG vs. PM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STAG STAG Industrial, Inc. | 2.13% | 13.30% | -10.34% | 26.73% | -29.66% | 59.10% | 4.18% | 33.20% | -3.81% | 20.68% |
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 STAG 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 | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2011 | 0.30 |
The correlation between STAG and PM shifts across timeframes, from -0.01 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.
Fundamentals
STAG:
$7.10B
PM:
$275.15B
STAG:
$1.30
PM:
$7.12
STAG:
28.66
PM:
24.74
STAG:
3.63
PM:
2.69
STAG:
8.10
PM:
6.62
STAG:
$863.82M
PM:
$41.49B
STAG:
$356.54M
PM:
$27.93B
STAG:
$598.36M
PM:
$17.74B
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Return for Risk
STAG vs. PM — Risk / Return Rank
STAG
PM
STAG vs. PM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for STAG Industrial, Inc. (STAG) 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.
| STAG | PM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.03 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.47 | 0.02 | +0.45 |
| Martin ratioReturn relative to average drawdown | 1.14 | 0.03 | +1.11 |
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
| STAG | PM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.23 | 0.01 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.81 | -0.66 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.45 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.52 | -0.01 |
Drawdowns
STAG vs. PM - Drawdown Comparison
The maximum STAG drawdown since its inception was -45.08%, which is greater than PM's maximum drawdown of -42.87%. Use the drawdown chart below to compare losses from any high point for STAG and PM.
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Drawdown Indicators
| STAG | PM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.08% | -42.87% | -2.21% |
Max Drawdown (1Y)Largest decline over 1 year | -9.44% | -20.64% | +11.20% |
Max Drawdown (3Y)Largest decline over 3 years | -24.59% | -20.64% | -3.95% |
Max Drawdown (5Y)Largest decline over 5 years | -42.22% | -22.78% | -19.44% |
Max Drawdown (10Y)Largest decline over 10 years | -45.08% | -42.87% | -2.21% |
Current DrawdownCurrent decline from peak | -7.51% | -8.24% | +0.73% |
Average DrawdownAverage peak-to-trough decline | -10.51% | -10.02% | -0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.88% | 10.79% | -6.91% |
Volatility
STAG vs. PM - Volatility Comparison
The current volatility for STAG Industrial, Inc. (STAG) is 4.82%, while Philip Morris International Inc. (PM) has a volatility of 9.76%. This indicates that STAG experiences smaller price fluctuations and is considered to be less risky 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
| STAG | PM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 9.76% | -4.94% |
Volatility (6M)Calculated over the trailing 6-month period | 13.71% | 20.84% | -7.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.36% | 27.67% | -8.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.40% | 22.69% | +0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.16% | 24.45% | +1.71% |
Dividends
STAG vs. PM - Dividend Comparison
STAG's dividend yield for the trailing twelve months is around 3.38%, more than PM's 3.27% yield.
| 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% |
STAG STAG Industrial, Inc. | 3.38% | 4.05% | 4.38% | 3.74% | 4.52% | 3.02% | 4.60% | 4.53% | 5.71% | 5.14% | 5.82% | 7.40% |
Financials
STAG vs. PM - Financials Comparison
This section allows you to compare key financial metrics between STAG Industrial, 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
STAG vs. PM - Profitability Comparison
STAG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, STAG Industrial, Inc. reported a gross profit of 0.00 and revenue of 224.21M. Therefore, the gross margin over that period was 0.0%.
PM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Philip Morris International Inc. reported a gross profit of 6.91B and revenue of 10.15B. Therefore, the gross margin over that period was 68.1%.
STAG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, STAG Industrial, Inc. reported an operating income of 1.32M and revenue of 224.21M, resulting in an operating margin of 0.6%.
PM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Philip Morris International Inc. reported an operating income of 3.89B and revenue of 10.15B, resulting in an operating margin of 38.4%.
STAG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, STAG Industrial, Inc. reported a net income of 61.96M and revenue of 224.21M, resulting in a net margin of 27.6%.
PM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Philip Morris International Inc. reported a net income of 2.44B and revenue of 10.15B, resulting in a net margin of 24.0%.
Frequently Asked Questions
STAG 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.
PM has higher volatility (9.76%) compared to STAG (4.82%). In terms of maximum drawdown, STAG dropped -45.08% vs PM's -42.87%.
STAG currently has the higher Sharpe Ratio (0.23 vs 0.01), 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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