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VOD vs. PFE

Last updated Sep 30, 2023

Compare and contrast key facts about Vodafone Group Plc (VOD) and Pfizer Inc. (PFE).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VOD or PFE.

Key characteristics


VODPFE
YTD Return-1.31%-33.23%
1Y Return-8.16%-21.86%
5Y Return (Ann)-9.58%-0.89%
10Y Return (Ann)-5.63%5.73%
Sharpe Ratio-0.31-1.02
Daily Std Dev28.51%21.80%
Max Drawdown-79.31%-69.25%

Fundamentals


VODPFE
Market Cap$25.67B$187.28B
EPS$4.48$3.76
PE Ratio2.128.82
PEG Ratio0.611.17
Revenue (TTM)$45.71B$77.94B
Gross Profit (TTM)$14.86B$66.23B
EBITDA (TTM)$11.77B$31.07B

Correlation

0.26
-1.001.00

The correlation between VOD and PFE is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

VOD vs. PFE - Performance Comparison

In the year-to-date period, VOD achieves a -1.31% return, which is significantly higher than PFE's -33.23% return. Over the past 10 years, VOD has underperformed PFE with an annualized return of -5.63%, while PFE has yielded a comparatively higher 5.73% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%5.00%MayJuneJulyAugustSeptember
-10.18%
-18.01%
VOD
PFE

Compare stocks, funds, or ETFs


Vodafone Group Plc

Pfizer Inc.

VOD vs. PFE - Dividend Comparison

VOD's dividend yield for the trailing twelve months is around 10.16%, more than PFE's 4.91% yield.


TTM20222021202020192018201720162015201420132012
VOD
Vodafone Group Plc
10.16%9.76%7.87%7.45%6.35%12.39%7.68%14.11%9.00%34.48%8.61%13.46%
PFE
Pfizer Inc.
4.91%3.22%2.81%4.33%4.23%3.72%4.37%4.75%4.63%4.60%4.48%5.18%

VOD vs. PFE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vodafone Group Plc (VOD) and Pfizer Inc. (PFE). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VOD
Vodafone Group Plc
-0.31
PFE
Pfizer Inc.
-1.02

VOD vs. PFE - Sharpe Ratio Comparison

The current VOD Sharpe Ratio is -0.38, which is higher than the PFE Sharpe Ratio of -1.02. The chart below compares the 12-month rolling Sharpe Ratio of VOD and PFE.


Rolling 12-month Sharpe Ratio-1.40-1.20-1.00-0.80-0.60-0.40-0.20MayJuneJulyAugustSeptember
-0.38
-1.02
VOD
PFE

VOD vs. PFE - Drawdown Comparison

The maximum VOD drawdown for the period was -60.25%, lower than the maximum PFE drawdown of -44.20%. The drawdown chart below compares losses from any high point along the way for VOD and PFE


-60.00%-50.00%-40.00%-30.00%MayJuneJulyAugustSeptember
-58.13%
-42.33%
VOD
PFE

VOD vs. PFE - Volatility Comparison

Vodafone Group Plc (VOD) and Pfizer Inc. (PFE) have volatilities of 6.01% and 6.26%, 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.


4.00%6.00%8.00%10.00%12.00%MayJuneJulyAugustSeptember
6.01%
6.26%
VOD
PFE