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BELU.ME vs. DGE.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

BELU.ME vs. DGE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a RUB 10,000 investment in Beluga Group PAO (BELU.ME) and Diageo plc (DGE.L). The values are adjusted to include any dividend payments, if applicable.

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BELU.ME vs. DGE.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BELU.ME
Beluga Group PAO
-2.83%-20.43%-86.79%144.51%-10.68%151.87%94.91%81.13%-36.74%3.04%
DGE.L
Diageo plc
-12.67%-48.94%10.52%3.98%-20.41%44.17%13.38%9.06%19.04%35.92%
Different Trading Currencies

BELU.ME is traded in RUB, while DGE.L is traded in GBp. To make them comparable, the DGE.L values have been converted to RUB using the latest available exchange rates.

Returns By Period

In the year-to-date period, BELU.ME achieves a -2.83% return, which is significantly higher than DGE.L's -12.67% return. Over the past 10 years, BELU.ME has outperformed DGE.L with an annualized return of 6.12%, while DGE.L has yielded a comparatively lower 0.59% annualized return.


BELU.ME

1D
-0.40%
1M
-8.44%
YTD
-2.83%
6M
3.69%
1Y
-31.33%
3Y*
-44.96%
5Y*
-27.51%
10Y*
6.12%

DGE.L

1D
-0.67%
1M
-10.82%
YTD
-12.67%
6M
-23.07%
1Y
-30.71%
3Y*
-22.38%
5Y*
-11.76%
10Y*
0.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BELU.ME vs. DGE.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BELU.ME
BELU.ME Risk / Return Rank: 55
Overall Rank
BELU.ME Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BELU.ME Sortino Ratio Rank: 33
Sortino Ratio Rank
BELU.ME Omega Ratio Rank: 44
Omega Ratio Rank
BELU.ME Calmar Ratio Rank: 55
Calmar Ratio Rank
BELU.ME Martin Ratio Rank: 1010
Martin Ratio Rank

DGE.L
DGE.L Risk / Return Rank: 77
Overall Rank
DGE.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
DGE.L Sortino Ratio Rank: 77
Sortino Ratio Rank
DGE.L Omega Ratio Rank: 88
Omega Ratio Rank
DGE.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
DGE.L Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BELU.ME vs. DGE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Beluga Group PAO (BELU.ME) and Diageo plc (DGE.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


BELU.MEDGE.LDifference

Sharpe ratio

Return per unit of total volatility

-1.35

-0.90

-0.45

Sortino ratio

Return per unit of downside risk

-1.88

-1.16

-0.71

Omega ratio

Gain probability vs. loss probability

0.77

0.86

-0.08

Calmar ratio

Return relative to maximum drawdown

-0.94

-0.86

-0.08

Martin ratio

Return relative to average drawdown

-1.46

-1.66

+0.20

BELU.ME vs. DGE.L - Sharpe Ratio Comparison

The current BELU.ME Sharpe Ratio is -1.35, which is lower than the DGE.L Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of BELU.ME and DGE.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BELU.MEDGE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.35

-0.90

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.51

-0.31

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

0.02

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.06

0.30

-0.36

Correlation

The correlation between BELU.ME and DGE.L is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BELU.ME vs. DGE.L - Dividend Comparison

BELU.ME has not paid dividends to shareholders, while DGE.L's dividend yield for the trailing twelve months is around 3.36%.


TTM20252024202320222021202020192018201720162015
BELU.ME
Beluga Group PAO
0.00%0.00%107.80%19.97%7.13%4.86%3.01%0.00%0.00%0.00%0.00%0.00%
DGE.L
Diageo plc
3.36%4.92%3.12%2.80%2.09%1.80%2.43%2.14%2.34%2.28%2.81%3.04%

Drawdowns

BELU.ME vs. DGE.L - Drawdown Comparison

The maximum BELU.ME drawdown since its inception was -96.78%, which is greater than DGE.L's maximum drawdown of -74.35%. Use the drawdown chart below to compare losses from any high point for BELU.ME and DGE.L.


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Drawdown Indicators


BELU.MEDGE.LDifference

Max Drawdown

Largest peak-to-trough decline

-96.78%

-62.74%

-34.04%

Max Drawdown (1Y)

Largest decline over 1 year

-33.80%

-35.78%

+1.98%

Max Drawdown (5Y)

Largest decline over 5 years

-92.14%

-62.74%

-29.40%

Max Drawdown (10Y)

Largest decline over 10 years

-92.14%

-62.74%

-29.40%

Current Drawdown

Current decline from peak

-91.54%

-61.85%

-29.69%

Average Drawdown

Average peak-to-trough decline

-56.75%

-12.38%

-44.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.71%

17.23%

+2.48%

Volatility

BELU.ME vs. DGE.L - Volatility Comparison

The current volatility for Beluga Group PAO (BELU.ME) is 5.53%, while Diageo plc (DGE.L) has a volatility of 9.46%. This indicates that BELU.ME experiences smaller price fluctuations and is considered to be less risky than DGE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BELU.MEDGE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.53%

9.46%

-3.93%

Volatility (6M)

Calculated over the trailing 6-month period

14.50%

28.09%

-13.59%

Volatility (1Y)

Calculated over the trailing 1-year period

24.47%

34.11%

-9.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.04%

37.70%

+16.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.02%

31.28%

+23.74%

Financials

BELU.ME vs. DGE.L - Financials Comparison

This section allows you to compare key financial metrics between Beluga Group PAO and Diageo plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. BELU.ME values in RUB, DGE.L values in GBp