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

Key characteristics


VODPFE
YTD Return20.24%4.05%
1Y Return17.43%-10.54%
3Y Return (Ann)-5.98%-8.78%
5Y Return (Ann)-5.60%1.01%
10Y Return (Ann)-4.96%4.33%
Sharpe Ratio0.65-0.34
Daily Std Dev25.25%24.83%
Max Drawdown-79.25%-69.25%
Current Drawdown-51.24%-47.21%

Fundamentals


VODPFE
Market Cap$26.20B$164.84B
EPS$0.49-$0.46
PEG Ratio0.610.22
Total Revenue (TTM)$14.90B$42.41B
Gross Profit (TTM)$5.64B$24.40B
EBITDA (TTM)$6.09B$9.98B

Correlation

-0.50.00.51.00.3

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 20.24% return, which is significantly higher than PFE's 4.05% return. Over the past 10 years, VOD has underperformed PFE with an annualized return of -4.96%, while PFE has yielded a comparatively higher 4.33% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%MayJuneJulyAugustSeptemberOctober
17.80%
7.13%
VOD
PFE

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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.


VOD
Sharpe ratio
The chart of Sharpe ratio for VOD, currently valued at 0.65, compared to the broader market-4.00-2.000.002.000.65
Sortino ratio
The chart of Sortino ratio for VOD, currently valued at 1.08, compared to the broader market-4.00-2.000.002.004.001.08
Omega ratio
The chart of Omega ratio for VOD, currently valued at 1.13, compared to the broader market0.501.001.501.13
Calmar ratio
The chart of Calmar ratio for VOD, currently valued at 0.26, compared to the broader market0.001.002.003.004.005.006.000.26
Martin ratio
The chart of Martin ratio for VOD, currently valued at 3.13, compared to the broader market-10.000.0010.0020.003.13
PFE
Sharpe ratio
The chart of Sharpe ratio for PFE, currently valued at -0.34, compared to the broader market-4.00-2.000.002.00-0.34
Sortino ratio
The chart of Sortino ratio for PFE, currently valued at -0.33, compared to the broader market-4.00-2.000.002.004.00-0.33
Omega ratio
The chart of Omega ratio for PFE, currently valued at 0.96, compared to the broader market0.501.001.500.96
Calmar ratio
The chart of Calmar ratio for PFE, currently valued at -0.15, compared to the broader market0.001.002.003.004.005.006.00-0.15
Martin ratio
The chart of Martin ratio for PFE, currently valued at -0.62, compared to the broader market-10.000.0010.0020.00-0.62

VOD vs. PFE - Sharpe Ratio Comparison

The current VOD Sharpe Ratio is 0.65, which is higher than the PFE Sharpe Ratio of -0.34. The chart below compares the 12-month rolling Sharpe Ratio of VOD and PFE.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.00MayJuneJulyAugustSeptemberOctober
0.65
-0.34
VOD
PFE

Dividends

VOD vs. PFE - Dividend Comparison

VOD's dividend yield for the trailing twelve months is around 9.63%, more than PFE's 5.82% yield.


TTM20232022202120202019201820172016201520142013
VOD
Vodafone Group Plc
9.63%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.
5.82%5.70%3.12%2.64%3.91%3.68%3.12%3.53%3.69%3.47%3.34%3.13%

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 -69.25%. 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%MayJuneJulyAugustSeptemberOctober
-51.24%
-47.21%
VOD
PFE

Volatility

VOD vs. PFE - Volatility Comparison

Vodafone Group Plc (VOD) and Pfizer Inc. (PFE) have volatilities of 5.75% and 5.95%, 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%5.00%6.00%7.00%8.00%9.00%10.00%MayJuneJulyAugustSeptemberOctober
5.75%
5.95%
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