VOD vs. PFE
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
| VOD | PFE | |
|---|---|---|
| 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 Dev | 28.51% | 21.80% |
| Max Drawdown | -79.31% | -69.25% |
Fundamentals
| VOD | PFE | |
|---|---|---|
| Market Cap | $25.67B | $187.28B |
| EPS | $4.48 | $3.76 |
| PE Ratio | 2.12 | 8.82 |
| PEG Ratio | 0.61 | 1.17 |
| Revenue (TTM) | $45.71B | $77.94B |
| Gross Profit (TTM) | $14.86B | $66.23B |
| EBITDA (TTM) | $11.77B | $31.07B |
Correlation
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.
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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.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
VOD Vodafone Group Plc | -0.31 | ||||
PFE Pfizer Inc. | -1.02 |
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
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.