PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VOD vs. PFE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between VOD and PFE is 0.28, 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.


-0.50.00.51.00.3

Performance

VOD vs. PFE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vodafone Group Plc (VOD) and Pfizer Inc. (PFE). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-5.39%
-4.33%
VOD
PFE

Key characteristics

Sharpe Ratio

VOD:

0.27

PFE:

-0.12

Sortino Ratio

VOD:

0.54

PFE:

-0.01

Omega Ratio

VOD:

1.07

PFE:

1.00

Calmar Ratio

VOD:

0.11

PFE:

-0.05

Martin Ratio

VOD:

1.01

PFE:

-0.34

Ulcer Index

VOD:

6.81%

PFE:

8.61%

Daily Std Dev

VOD:

25.78%

PFE:

23.41%

Max Drawdown

VOD:

-79.34%

PFE:

-54.82%

Current Drawdown

VOD:

-60.30%

PFE:

-51.81%

Fundamentals

Market Cap

VOD:

$22.67B

PFE:

$149.78B

EPS

VOD:

$0.92

PFE:

$0.75

PE Ratio

VOD:

9.38

PFE:

35.24

PEG Ratio

VOD:

0.61

PFE:

0.19

Total Revenue (TTM)

VOD:

$33.17B

PFE:

$60.11B

Gross Profit (TTM)

VOD:

$11.79B

PFE:

$35.53B

EBITDA (TTM)

VOD:

$12.19B

PFE:

$13.84B

Returns By Period

In the year-to-date period, VOD achieves a 3.93% return, which is significantly higher than PFE's -5.02% return. Over the past 10 years, VOD has underperformed PFE with an annualized return of -7.20%, while PFE has yielded a comparatively higher 2.32% annualized return.


VOD

YTD

3.93%

1M

-3.58%

6M

-5.39%

1Y

6.88%

5Y*

-9.04%

10Y*

-7.20%

PFE

YTD

-5.02%

1M

2.67%

6M

-4.33%

1Y

-1.03%

5Y*

-3.00%

10Y*

2.32%

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

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 ratio
The chart of Sharpe ratio for VOD, currently valued at 0.27, compared to the broader market-4.00-2.000.002.000.27-0.04
The chart of Sortino ratio for VOD, currently valued at 0.54, compared to the broader market-4.00-2.000.002.004.000.540.11
The chart of Omega ratio for VOD, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.01
The chart of Calmar ratio for VOD, currently valued at 0.11, compared to the broader market0.002.004.006.000.11-0.02
The chart of Martin ratio for VOD, currently valued at 1.01, compared to the broader market0.0010.0020.001.01-0.12
VOD
PFE

The current VOD Sharpe Ratio is 0.27, which is higher than the PFE Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of VOD and PFE, 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 Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.27
-0.04
VOD
PFE

Dividends

VOD vs. PFE - Dividend Comparison

VOD's dividend yield for the trailing twelve months is around 8.50%, more than PFE's 6.52% yield.


TTM20232022202120202019201820172016201520142013
VOD
Vodafone Group Plc
8.50%11.14%9.27%7.12%6.18%4.97%9.18%5.29%9.16%5.40%19.75%3.34%
PFE
Pfizer Inc.
6.52%5.70%3.12%2.64%3.92%3.68%3.12%3.54%3.70%3.48%3.34%3.14%

Drawdowns

VOD vs. PFE - Drawdown Comparison

The maximum VOD drawdown since its inception was -79.34%, which is greater than PFE's maximum drawdown of -54.82%. Use the drawdown chart below to compare losses from any high point for VOD and PFE. For additional features, visit the drawdowns tool.


-60.00%-55.00%-50.00%-45.00%JulyAugustSeptemberOctoberNovemberDecember
-60.30%
-51.81%
VOD
PFE

Volatility

VOD vs. PFE - Volatility Comparison

The current volatility for Vodafone Group Plc (VOD) is 6.73%, while Pfizer Inc. (PFE) has a volatility of 7.76%. This indicates that VOD experiences smaller price fluctuations and is considered to be less risky than PFE 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%JulyAugustSeptemberOctoberNovemberDecember
6.73%
7.76%
VOD
PFE

Financials

VOD vs. PFE - Financials Comparison

This section allows you to compare key financial metrics between Vodafone Group Plc and Pfizer 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab