UL vs. PM
UL (Unilever PLC) and PM (Philip Morris International Inc.) are both stocks. Both are in the Consumer Defensive sector — UL in Household & Personal Products, PM in Tobacco. Over the past 10 years, UL returned 5.78%/yr vs 12.48%/yr for PM. Their 0.42 correlation means their historical movements had little consistent relationship.
Performance
UL vs. PM - Performance Comparison
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Returns By Period
In the year-to-date period, UL achieves a 2.66% return, which is significantly lower than PM's 25.85% return. Over the past 10 years, UL has underperformed PM with an annualized return of 5.78%, while PM has yielded a comparatively higher 12.48% annualized return.
UL
- 1D
- -1.30%
- 1M
- 7.84%
- 6M
- 0.92%
- YTD
- 2.66%
- 1Y
- 2.23%
- 3Y*
- 6.22%
- 5Y*
- 3.97%
- 10Y*
- 5.78%
- ALL TIME*
- 9.56%
PM
- 1D
- -0.86%
- 1M
- 8.51%
- 6M
- 13.04%
- YTD
- 25.85%
- 1Y
- 26.35%
- 3Y*
- 31.22%
- 5Y*
- 20.16%
- 10Y*
- 12.48%
- ALL TIME*
- 12.94%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.10B | $983.72M | $925.44M | |
| $340.84M | $286.47M | $254.19M |
UL vs. PM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UL Unilever PLC | 2.66% | 5.96% | 20.90% | -0.17% | -2.82% | -7.61% | 9.04% | 12.88% | -2.34% | 40.15% |
PM Philip Morris International Inc. | 25.85% | 37.99% | 34.34% | -1.85% | 12.31% | 20.78% | 3.69% | 35.02% | -33.30% | 19.85% |
Correlation
The correlation between UL and PM is 0.45, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.45 |
Correlation (3Y) Balances recent behavior with more history. | 0.40 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.39 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.36 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2008 | 0.42 |
Fundamentals
UL:
$142.18B
PM:
$309.28B
UL:
€5.38
PM:
$6.97
UL:
10.76
PM:
28.48
UL:
2.11
PM:
3.09
UL:
1.14
PM:
7.28
UL:
€111.11B
PM:
$42.55B
UL:
€111.26B
PM:
$28.72B
UL:
€24.12B
PM:
$18.20B
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Return for Risk
UL vs. PM — Risk / Return Rank
UL
PM
UL vs. PM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Unilever PLC (UL) 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.
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.
| UL | PM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.18 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.09 | 1.43 | -1.34 |
| Martin ratioReturn relative to average drawdown | 0.17 | 3.14 | -2.97 |
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Drawdowns
UL vs. PM - Drawdown Comparison
The maximum UL drawdown since its inception was -53.55%, which is greater than PM's maximum drawdown of -42.87%. Use the drawdown chart below to compare losses from any high point for UL and PM.
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Drawdown Indicators
| UL | PM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.55% | -42.87% | -10.68% |
Max Drawdown (1Y)Largest decline over 1 year | -25.09% | -18.54% | -6.55% |
Max Drawdown (3Y)Largest decline over 3 years | -25.09% | -20.64% | -4.45% |
Max Drawdown (5Y)Largest decline over 5 years | -25.09% | -22.78% | -2.31% |
Max Drawdown (10Y)Largest decline over 10 years | -30.13% | -42.87% | +12.74% |
Current DrawdownCurrent decline from peak | -9.99% | -0.86% | -9.13% |
Average DrawdownAverage peak-to-trough decline | -10.63% | -9.98% | -0.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.43% | 8.41% | +5.02% |
Volatility
UL vs. PM - Volatility Comparison
Unilever PLC (UL) has a higher volatility of 11.13% compared to Philip Morris International Inc. (PM) at 9.77%. This indicates that UL'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
| UL | PM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.13% | 9.77% | +1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 19.57% | 22.24% | -2.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.13% | 27.86% | -3.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.28% | 23.15% | -1.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.74% | 24.63% | -2.89% |
Dividends
UL vs. PM - Dividend Comparison
UL's dividend yield for the trailing twelve months is around 3.45%, more than PM's 2.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PM Philip Morris International Inc. | 2.96% | 3.52% | 4.40% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% |
UL Unilever PLC | 3.45% | 3.51% | 3.29% | 3.83% | 3.57% | 3.77% | 3.07% | 3.18% | 3.49% | 2.80% | 3.42% | 3.02% |
Financials
UL vs. PM - Financials Comparison
This section allows you to compare key financial metrics between Unilever PLC 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
UL and PM have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UL has higher volatility (11.13%) compared to PM (9.77%). In terms of maximum drawdown, UL dropped -53.55% vs PM's -42.87%.
PM currently has the higher Sharpe Ratio (0.96 vs 0.09), 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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