TR vs. PM
TR (Tootsie Roll Industries, Inc.) and PM (Philip Morris International Inc.) are both stocks. Both are in the Consumer Defensive sector — TR in Confectioners, PM in Tobacco. Over the past 10 years, TR returned 3.28%/yr vs 11.06%/yr for PM. At a 0.32 correlation, their price movements are largely independent.
Performance
TR vs. PM - Performance Comparison
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Returns By Period
In the year-to-date period, TR achieves a 6.12% return, which is significantly lower than PM's 10.67% return. Over the past 10 years, TR has underperformed PM with an annualized return of 3.28%, while PM has yielded a comparatively higher 11.06% annualized return.
TR
- 1D
- 0.64%
- 1M
- -9.93%
- YTD
- 6.12%
- 6M
- 3.74%
- 1Y
- 10.19%
- 3Y*
- 3.39%
- 5Y*
- 6.70%
- 10Y*
- 3.28%
PM
- 1D
- 1.31%
- 1M
- 3.99%
- YTD
- 10.67%
- 6M
- 18.07%
- 1Y
- -0.11%
- 3Y*
- 29.88%
- 5Y*
- 17.91%
- 10Y*
- 11.06%
TR vs. PM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TR Tootsie Roll Industries, Inc. | 6.12% | 17.87% | 1.36% | -18.76% | 22.25% | 27.01% | -12.02% | 3.23% | -7.18% | -4.77% |
PM Philip Morris International Inc. | 10.67% | 37.99% | 34.34% | -1.85% | 12.31% | 20.78% | 3.69% | 35.02% | -33.30% | 19.85% |
Correlation
The correlation between TR and PM is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2008 | 0.32 |
The correlation between TR and PM shifts across timeframes, from 0.22 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.
Fundamentals
TR:
$2.83B
PM:
$274.96B
TR:
$1.36
PM:
$7.12
TR:
27.75
PM:
24.72
TR:
2.34
PM:
2.69
TR:
3.76
PM:
6.61
TR:
$735.61M
PM:
$41.49B
TR:
$257.59M
PM:
$27.93B
TR:
$138.31M
PM:
$17.74B
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Return for Risk
TR vs. PM — Risk / Return Rank
TR
PM
TR vs. PM - Risk-Adjusted Trends 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.
| TR | PM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.02 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.51 | -0.01 | +0.52 |
| Martin ratioReturn relative to average drawdown | 1.18 | -0.01 | +1.19 |
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
| TR | PM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.39 | -0.00 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.79 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.13 | 0.45 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.52 | -0.22 |
Drawdowns
TR vs. PM - Drawdown Comparison
The maximum TR drawdown since its inception was -44.74%, roughly equal to the maximum PM drawdown of -42.87%. Use the drawdown chart below to compare losses from any high point for TR and PM.
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Drawdown Indicators
| TR | PM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.74% | -42.87% | -1.87% |
Max Drawdown (1Y)Largest decline over 1 year | -20.03% | -20.64% | +0.61% |
Max Drawdown (3Y)Largest decline over 3 years | -25.32% | -20.64% | -4.68% |
Max Drawdown (5Y)Largest decline over 5 years | -36.41% | -22.78% | -13.63% |
Max Drawdown (10Y)Largest decline over 10 years | -36.41% | -42.87% | +6.46% |
Current DrawdownCurrent decline from peak | -15.96% | -8.30% | -7.66% |
Average DrawdownAverage peak-to-trough decline | -16.76% | -10.03% | -6.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.65% | 10.75% | -2.10% |
Volatility
TR vs. PM - Volatility Comparison
Tootsie Roll Industries, Inc. (TR) and Philip Morris International Inc. (PM) have volatilities of 9.28% and 9.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TR | PM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.28% | 9.48% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 16.34% | 20.96% | -4.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.33% | 27.55% | -1.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.97% | 22.69% | +2.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.28% | 24.43% | +0.85% |
Dividends
TR vs. PM - Dividend Comparison
TR's dividend yield for the trailing twelve months is around 0.94%, less 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% |
TR Tootsie Roll Industries, Inc. | 0.94% | 0.98% | 1.11% | 1.08% | 0.85% | 0.99% | 1.21% | 1.05% | 1.08% | 0.99% | 0.91% | 1.11% |
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.
Total Revenue: Total amount of money received from sales and other business activities
TR vs. PM - Profitability Comparison
TR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tootsie Roll Industries, Inc. reported a gross profit of 49.77M and revenue of 151.54M. Therefore, the gross margin over that period was 32.8%.
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%.
TR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tootsie Roll Industries, Inc. reported an operating income of 23.21M and revenue of 151.54M, resulting in an operating margin of 15.3%.
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%.
TR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tootsie Roll Industries, Inc. reported a net income of 17.66M and revenue of 151.54M, resulting in a net margin of 11.7%.
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
TR and PM have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PM has higher volatility (9.48%) compared to TR (9.28%). In terms of maximum drawdown, TR dropped -44.74% vs PM's -42.87%.
TR currently has the higher Sharpe Ratio (0.39 vs -0.00), 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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