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VOD vs. PFE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VODPFE
YTD Return1.49%-2.06%
1Y Return-9.60%-26.96%
3Y Return (Ann)-15.93%-4.80%
5Y Return (Ann)-7.16%-3.40%
10Y Return (Ann)-7.28%2.98%
Sharpe Ratio-0.39-1.17
Daily Std Dev25.92%23.45%
Max Drawdown-79.25%-69.36%
Current Drawdown-58.84%-50.31%

Fundamentals


VODPFE
Market Cap$23.39B$154.93B
EPS$4.15$0.37
PE Ratio2.0773.95
PEG Ratio0.610.27
Revenue (TTM)$44.71B$58.50B
Gross Profit (TTM)$14.86B$66.23B
EBITDA (TTM)$10.64B$11.52B

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.

Performance

VOD vs. PFE - Performance Comparison

In the year-to-date period, VOD achieves a 1.49% return, which is significantly higher than PFE's -2.06% return. Over the past 10 years, VOD has underperformed PFE with an annualized return of -7.28%, while PFE has yielded a comparatively higher 2.98% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%OctoberNovemberDecember2024FebruaryMarch
2,114.14%
3,505.45%
VOD
PFE

Compare stocks, funds, or ETFs


Vodafone Group Plc

Pfizer Inc.

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VOD
Vodafone Group Plc
-0.39
PFE
Pfizer Inc.
-1.17

VOD vs. PFE - Sharpe Ratio Comparison

The current VOD Sharpe Ratio is -0.39, which is higher than the PFE Sharpe Ratio of -1.17. The chart below compares the 12-month rolling Sharpe Ratio of VOD and PFE.


Rolling 12-month Sharpe Ratio-2.00-1.50-1.00-0.500.00OctoberNovemberDecember2024FebruaryMarch
-0.39
-1.17
VOD
PFE

Dividends

VOD vs. PFE - Dividend Comparison

VOD's dividend yield for the trailing twelve months is around 11.16%, more than PFE's 5.94% yield.


TTM20232022202120202019201820172016201520142013
VOD
Vodafone Group Plc
11.16%11.33%9.27%7.06%6.18%4.97%9.20%5.29%9.18%5.42%19.75%4.11%
PFE
Pfizer Inc.
5.94%5.70%3.12%2.64%3.92%3.68%3.12%3.54%3.70%3.47%3.34%3.14%

Drawdowns

VOD vs. PFE - Drawdown Comparison

The maximum VOD drawdown since its inception was -79.25%, which is greater than PFE's maximum drawdown of -69.36%. The drawdown chart below compares losses from any high point along the way for VOD and PFE


-60.00%-55.00%-50.00%-45.00%-40.00%OctoberNovemberDecember2024FebruaryMarch
-58.84%
-50.31%
VOD
PFE

Volatility

VOD vs. PFE - Volatility Comparison

Vodafone Group Plc (VOD) has a higher volatility of 9.60% compared to Pfizer Inc. (PFE) at 7.64%. This indicates that VOD's price experiences larger fluctuations and is considered to be riskier 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%OctoberNovemberDecember2024FebruaryMarch
9.60%
7.64%
VOD
PFE