EFOR vs PM: Correlation
How closely do Everforth, Inc. (EFOR) and Philip Morris International (PM) trade together? Their weekly returns over three years give a correlation of -0.26, which is negative.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are EFOR and PM?
Over the past 3 years, EFOR and PM moved with a correlation of -0.26, which is negative, meaning they tend to move in opposite directions. The relationship has been stable: the 1-year correlation (-0.25) sits close to the 3-year figure. Over 5 years the correlation is -0.13, and the annualized covariance of weekly returns is -328.3 %².
Among the 12 assets we track against EFOR, PM sits near the bottom by co-movement, at rank #9. Their recent paths diverged sharply: over the last 12 months PM outperformed by 60.9 percentage points (-40.7% for EFOR against +20.2% for PM). One caveat on sizing: EFOR is 2.4 times as volatile as the other leg, so an equal-dollar split is far from equal-risk.
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.
EFOR vs PM: side by side
| EFOR (Everforth, Inc.) | PM (Philip Morris International) | |
|---|---|---|
| 1-year return | -40.7% | +20.2% |
| 5-year return | -71.9% | +133.5% |
| Volatility (ann.) | 54.8% | 23.1% |
| Beta vs S&P 500 | 0.83 | -0.01 |
| Max drawdown (3Y) | -83.7% | -20.6% |
| Market cap | $1.3B | $296.9B |
| P/E (trailing) | 16.2 | 26.7 |
| Dividend yield | 0.00% | 3.03% |
| Sector / category | US Listed | Consumer Staples |
Year-by-year returns
| Year | EFOR | PM |
|---|---|---|
| 2022 | -34.0% | +12.3% |
| 2023 | +18.0% | -1.9% |
| 2024 | -13.3% | +34.3% |
| 2025 | -42.2% | +38.0% |
| 2026 | -34.3% | +20.8% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are EFOR and PM good diversifiers for each other?
Yes: at -0.26, the two have gone their own ways historically, which is what genuine diversification looks like.
FAQ
What is the correlation between EFOR and PM?
As of 2026-08-27, the correlation of weekly returns between EFOR and PM is -0.26 over 3 years, -0.25 over 1 year and -0.13 over 5 years.
Is PM a good diversifier for EFOR?
Yes: at -0.26, the two have gone their own ways historically, which is what genuine diversification looks like.
What does a correlation of -0.26 mean?
A reading of -0.26 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/efor-vs-pm.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/efor-vs-pm/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: EFOR correlations · PM correlations
