CVM vs PM: Correlation
Measured on weekly returns over the past three years, Cel-Sci Corporation (CVM) and Philip Morris International (PM) carry a correlation of -0.21, a negative link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are CVM and PM?
Over the past 3 years, CVM and PM moved with a correlation of -0.21, which is negative, meaning they tend to move in opposite directions. The relationship has been stable: the 1-year correlation (-0.18) sits close to the 3-year figure. Over 5 years the correlation is -0.11, and the annualized covariance of weekly returns is -624.2 %².
Out of 10 assets tracked against CVM, PM lands near the bottom at #8. Their recent paths diverged sharply: over the last 12 months PM outperformed by 107.9 percentage points (-87.7% for CVM against +20.2% for PM). Note the risk asymmetry: CVM runs 5.5 times the annualized volatility of the other leg, so equal-weighting the two is not an equal-risk position.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
CVM vs PM: side by side
| CVM (Cel-Sci Corporation) | PM (Philip Morris International) | |
|---|---|---|
| 1-year return | -87.7% | +20.2% |
| 5-year return | -99.5% | +133.5% |
| Volatility (ann.) | 126.6% | 23.1% |
| Beta vs S&P 500 | 2.35 | -0.01 |
| Max drawdown (3Y) | -99.0% | -20.6% |
| Market cap | – | $296.9B |
| P/E (trailing) | – | 26.7 |
| Dividend yield | 0.00% | 3.03% |
| Sector / category | US Listed | Consumer Staples |
Year-by-year returns
| Year | CVM | PM |
|---|---|---|
| 2022 | -66.9% | +12.3% |
| 2023 | +15.7% | -1.9% |
| 2024 | -85.3% | +34.3% |
| 2025 | -56.2% | +38.0% |
| 2026 | -69.6% | +20.8% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are CVM and PM good diversifiers for each other?
Yes: at -0.21, the two have gone their own ways historically, which is what genuine diversification looks like.
FAQ
What is the correlation between CVM and PM?
As of 2026-08-27, the correlation of weekly returns between CVM and PM is -0.21 over 3 years, -0.18 over 1 year and -0.11 over 5 years.
Is PM a good diversifier for CVM?
Yes: at -0.21, the two have gone their own ways historically, which is what genuine diversification looks like.
What does a correlation of -0.21 mean?
A reading of -0.21 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/cvm-vs-pm.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/cvm-vs-pm/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: CVM correlations · PM correlations
