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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.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-3.97%
-8.18%
VOD
PFE

Key characteristics

Sharpe Ratio

VOD:

0.27

PFE:

-0.04

Sortino Ratio

VOD:

0.54

PFE:

0.11

Omega Ratio

VOD:

1.07

PFE:

1.01

Calmar Ratio

VOD:

0.11

PFE:

-0.02

Martin Ratio

VOD:

0.86

PFE:

-0.10

Ulcer Index

VOD:

8.04%

PFE:

8.69%

Daily Std Dev

VOD:

25.71%

PFE:

22.94%

Max Drawdown

VOD:

-79.34%

PFE:

-54.82%

Current Drawdown

VOD:

-59.75%

PFE:

-50.82%

Fundamentals

Market Cap

VOD:

$21.55B

PFE:

$149.04B

EPS

VOD:

$0.90

PFE:

$0.75

PE Ratio

VOD:

9.42

PFE:

35.07

PEG Ratio

VOD:

0.61

PFE:

0.20

Total Revenue (TTM)

VOD:

$33.17B

PFE:

$45.86B

Gross Profit (TTM)

VOD:

$11.79B

PFE:

$29.87B

EBITDA (TTM)

VOD:

$12.19B

PFE:

$15.61B

Returns By Period

In the year-to-date period, VOD achieves a -0.12% return, which is significantly higher than PFE's -0.87% return. Over the past 10 years, VOD has underperformed PFE with an annualized return of -7.31%, while PFE has yielded a comparatively higher 2.42% annualized return.


VOD

YTD

-0.12%

1M

1.07%

6M

-3.87%

1Y

5.72%

5Y*

-9.19%

10Y*

-7.31%

PFE

YTD

-0.87%

1M

-0.23%

6M

-8.50%

1Y

-1.32%

5Y*

-3.08%

10Y*

2.42%

*Annualized

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Risk-Adjusted Performance

VOD vs. PFE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VOD
The Risk-Adjusted Performance Rank of VOD is 5151
Overall Rank
The Sharpe Ratio Rank of VOD is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of VOD is 4747
Sortino Ratio Rank
The Omega Ratio Rank of VOD is 4646
Omega Ratio Rank
The Calmar Ratio Rank of VOD is 5151
Calmar Ratio Rank
The Martin Ratio Rank of VOD is 5656
Martin Ratio Rank

PFE
The Risk-Adjusted Performance Rank of PFE is 4040
Overall Rank
The Sharpe Ratio Rank of PFE is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of PFE is 3535
Sortino Ratio Rank
The Omega Ratio Rank of PFE is 3434
Omega Ratio Rank
The Calmar Ratio Rank of PFE is 4444
Calmar Ratio Rank
The Martin Ratio Rank of PFE is 4343
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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-2.000.002.004.000.27-0.04
The chart of Sortino ratio for VOD, currently valued at 0.54, compared to the broader market-4.00-2.000.002.004.006.000.540.11
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 0.86, compared to the broader market-10.000.0010.0020.0030.000.86-0.10
VOD
PFE

The current VOD Sharpe Ratio is 0.27, which is higher than the PFE Sharpe Ratio of -0.04. 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-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
0.27
-0.04
VOD
PFE

Dividends

VOD vs. PFE - Dividend Comparison

VOD's dividend yield for the trailing twelve months is around 8.38%, more than PFE's 6.39% yield.


TTM20242023202220212020201920182017201620152014
VOD
Vodafone Group Plc
8.38%8.37%11.14%9.27%7.12%6.18%4.97%9.18%5.29%9.16%5.40%19.75%
PFE
Pfizer Inc.
6.39%6.33%5.70%3.12%2.64%3.92%3.68%3.12%3.54%3.70%3.48%3.34%

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%AugustSeptemberOctoberNovemberDecember2025
-59.75%
-50.82%
VOD
PFE

Volatility

VOD vs. PFE - Volatility Comparison

The current volatility for Vodafone Group Plc (VOD) is 5.64%, while Pfizer Inc. (PFE) has a volatility of 6.51%. 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%AugustSeptemberOctoberNovemberDecember2025
5.64%
6.51%
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
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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.

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