PortfoliosLab logo
TR vs. PM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TR and PM is 0.44, 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: 0.4

Performance

TR vs. PM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tootsie Roll Industries, Inc. (TR) and Philip Morris International Inc. (PM). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
149.28%
671.08%
TR
PM

Key characteristics

Sharpe Ratio

TR:

0.37

PM:

3.33

Sortino Ratio

TR:

0.70

PM:

4.47

Omega Ratio

TR:

1.08

PM:

1.68

Calmar Ratio

TR:

0.25

PM:

7.48

Martin Ratio

TR:

1.44

PM:

22.79

Ulcer Index

TR:

6.25%

PM:

3.60%

Daily Std Dev

TR:

24.46%

PM:

24.73%

Max Drawdown

TR:

-47.58%

PM:

-42.87%

Current Drawdown

TR:

-24.85%

PM:

0.00%

Fundamentals

Market Cap

TR:

$2.20B

PM:

$264.98B

EPS

TR:

$1.22

PM:

$6.35

PE Ratio

TR:

25.99

PM:

26.81

PEG Ratio

TR:

0.00

PM:

1.42

PS Ratio

TR:

3.04

PM:

6.90

PB Ratio

TR:

2.60

PM:

0.00

Total Revenue (TTM)

TR:

$570.04M

PM:

$38.33B

Gross Profit (TTM)

TR:

$203.83M

PM:

$24.96B

EBITDA (TTM)

TR:

$125.31M

PM:

$16.03B

Returns By Period

In the year-to-date period, TR achieves a 1.31% return, which is significantly lower than PM's 42.70% return. Over the past 10 years, TR has underperformed PM with an annualized return of 3.77%, while PM has yielded a comparatively higher 13.02% annualized return.


TR

YTD

1.31%

1M

1.28%

6M

8.86%

1Y

10.83%

5Y*

1.84%

10Y*

3.77%

PM

YTD

42.70%

1M

9.72%

6M

33.72%

1Y

87.21%

5Y*

23.52%

10Y*

13.02%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

TR vs. PM — Risk-Adjusted Performance Rank

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

TR
The Risk-Adjusted Performance Rank of TR is 6363
Overall Rank
The Sharpe Ratio Rank of TR is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of TR is 5858
Sortino Ratio Rank
The Omega Ratio Rank of TR is 5555
Omega Ratio Rank
The Calmar Ratio Rank of TR is 6464
Calmar Ratio Rank
The Martin Ratio Rank of TR is 6969
Martin Ratio Rank

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
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.

TR vs. PM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tootsie Roll Industries, Inc. (TR) 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.


The chart of Sharpe ratio for TR, currently valued at 0.37, compared to the broader market-2.00-1.000.001.002.003.00
TR: 0.37
PM: 3.33
The chart of Sortino ratio for TR, currently valued at 0.70, compared to the broader market-6.00-4.00-2.000.002.004.00
TR: 0.70
PM: 4.47
The chart of Omega ratio for TR, currently valued at 1.08, compared to the broader market0.501.001.502.00
TR: 1.08
PM: 1.68
The chart of Calmar ratio for TR, currently valued at 0.25, compared to the broader market0.001.002.003.004.005.00
TR: 0.25
PM: 7.48
The chart of Martin ratio for TR, currently valued at 1.44, compared to the broader market-5.000.005.0010.0015.0020.00
TR: 1.44
PM: 22.79

The current TR Sharpe Ratio is 0.37, which is lower than the PM Sharpe Ratio of 3.33. The chart below compares the historical Sharpe Ratios of TR and PM, 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
0.37
3.33
TR
PM

Dividends

TR vs. PM - Dividend Comparison

TR's dividend yield for the trailing twelve months is around 1.10%, less than PM's 3.14% yield.


TTM20242023202220212020201920182017201620152014
TR
Tootsie Roll Industries, Inc.
1.10%1.11%1.08%0.84%1.27%1.21%1.05%1.06%0.99%0.88%1.09%1.02%
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%

Drawdowns

TR vs. PM - Drawdown Comparison

The maximum TR drawdown since its inception was -47.58%, which is greater than PM's maximum drawdown of -42.87%. Use the drawdown chart below to compare losses from any high point for TR and PM. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-24.85%
0
TR
PM

Volatility

TR vs. PM - Volatility Comparison

The current volatility for Tootsie Roll Industries, Inc. (TR) is 6.71%, while Philip Morris International Inc. (PM) has a volatility of 10.15%. This indicates that TR 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.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
6.71%
10.15%
TR
PM

Financials

TR vs. PM - Financials Comparison

This section allows you to compare key financial metrics between Tootsie Roll Industries, 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.


Quarterly
Annual

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


Values in USD except per share items