Philip Morris International (PM): analysis and statistics
Return, volatility, Sharpe ratio and risk for Philip Morris International, a component of the S&P 500 in the Consumer Staples. Data as of 2026-10-29.
| Last close price | $202.64 |
| Sector (GICS) | Consumer Staples |
| Annualized return (3.0 yr) | +37.70% |
| Total return over period | +159.78% |
| Annualized volatility | 24.69% |
| Period volatility | 42.65% |
| Period T-bill | 12.40% |
| Sharpe ratio | 3.46 |
| Sortino ratio | 5.23 |
| Max drawdown | -20.64% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.43% |
| Correlation with the S&P 500 | 0.02 |
| Period range | $79.38 – $205.58 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Philip Morris International (PM) has posted an annualized return of +37.70% with annual volatility of 24.69%, a Sharpe ratio of 3.46. Its worst stretch (max drawdown from a peak) was -20.64%. Its correlation with the S&P 500 is 0.02, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how PM would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Philip Morris International (PM) is of the S&P 500.
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