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Diageo plc (DEO)

Equity · Currency in USD
Sector
Consumer Defensive
Industry
Beverages—Wineries & Distilleries
ISIN
US25243Q2057
CUSIP
25243Q205

DEOPrice Chart


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DEOPerformance

The chart shows the growth of $10,000 invested in Diageo plc on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $40,575 for a total return of roughly 305.75%. All prices are adjusted for splits and dividends.


DEO (Diageo plc)
Benchmark (S&P 500)

DEOReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD-7.79%-3.97%
1M-3.70%-0.94%
6M9.80%7.48%
1Y31.61%21.47%
5Y16.40%15.05%
10Y11.81%13.31%

DEOMonthly Returns Heatmap


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DEOSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Diageo plc Sharpe ratio is 1.79. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


DEO (Diageo plc)
Benchmark (S&P 500)

DEODividends

Diageo plc granted a 1.98% dividend yield in the last twelve months, as of Jan 19, 2022. The annual payout for that period amounted to $4.01 per share.


PeriodTTM202120202019201820172016201520142013201220112010
Dividend$4.01$4.01$3.64$3.49$3.55$3.22$3.23$3.48$5.62$2.92$2.76$2.63$2.38

Dividend yield

1.98%1.82%2.35%2.17%2.69%2.43%3.50%3.70%5.90%2.72%2.98%3.89%4.29%

DEODrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


DEO (Diageo plc)
Benchmark (S&P 500)

DEOWorst Drawdowns

The table below shows the maximum drawdowns of the Diageo plc. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Diageo plc is 41.14%, recorded on Mar 23, 2020. It took 261 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.14%Sep 5, 2019138Mar 23, 2020261Apr 6, 2021399
-18.88%Jan 23, 2014518Feb 11, 2016317May 16, 2017835
-17.74%Apr 15, 201030May 26, 201094Oct 8, 2010124
-14.77%Jun 3, 201148Aug 10, 201151Oct 21, 201199
-11.38%Jul 23, 201858Oct 11, 201875Jan 31, 2019133
-11.35%Jan 20, 201014Feb 8, 201042Apr 9, 201056
-10.2%May 3, 201221Jun 1, 201221Jul 2, 201242
-10.09%Apr 3, 201358Jun 24, 201328Aug 2, 201386
-9.98%Feb 10, 201124Mar 16, 201129Apr 27, 201153
-8.67%Jan 24, 201842Mar 23, 201834May 11, 201876

DEOVolatility Chart

Current Diageo plc volatility is 10.79%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


DEO (Diageo plc)
Benchmark (S&P 500)

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