Philip Morris International (PM): analysis and statistics
Return, volatility, Sharpe ratio and risk for Philip Morris International, an S&P 500 component in the Consumer Staples sector. Data as of 2026-07-30.
| Last close price | $192.04 |
| Sector (GICS) | Consumer Staples |
| Annualized return (3.0 yr) | +30.04% |
| Total return over period | +118.99% |
| Annualized volatility | 24.30% |
| Sharpe ratio | 1.08 |
| Sortino ratio | 1.63 |
| Max drawdown | -20.64% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.41% |
| Correlation with the S&P 500 | 0.07 |
| Period range | $78.01 – $200.17 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Philip Morris International (PM) has posted an annualized return of +30.04% with annual volatility of 24.30%, a Sharpe ratio of 1.08. Its worst stretch (max drawdown from a peak) was -20.64%. Its correlation with the S&P 500 is 0.07, 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 S&P 500 stocks, try the optimizer.
Optimize a portfolio with PM →
Other Consumer Staples stocks
What is the Sharpe ratio? · How to optimize an S&P 500 portfolio