BF-B vs. PRNDY

Last updated Jun 3, 2026

BF-B (Brown-Forman Corporation) and PRNDY (Pernod Ricard SA.) are both stocks. Both operate in the Beverages - Wineries & Distilleries industry within the Consumer Defensive sector. Over the past 3 years, BF-B returned -25.30%/yr vs -28.19%/yr for PRNDY. At a 0.43 correlation, their price movements are largely independent.

Performance

BF-B vs. PRNDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brown-Forman Corporation (BF-B) and Pernod Ricard SA. (PRNDY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BF-B achieves a -3.41% return, which is significantly higher than PRNDY's -16.33% return.

BF-B

• 1D: -0.87%
• 1M: -2.39%
• YTD: -3.41%
• 6M: -15.13%
• 1Y: -22.37%
• 3Y*: -25.30%
• 5Y*: -19.36%
• 10Y*: -2.65%

PRNDY

• 1D: 0.35%
• 1M: -3.50%
• YTD: -16.33%
• 6M: -19.88%
• 1Y: -26.60%
• 3Y*: -28.19%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BF-B vs. PRNDY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
BF-B Brown-Forman Corporation	-3.41%	-29.29%	-32.23%	-11.91%	-8.86%	1.90%
PRNDY Pernod Ricard SA.	-16.33%	-19.27%	-33.61%	-7.89%	-17.06%	3.67%

Correlation

The correlation between BF-B and PRNDY is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.41
Correlation (3Y) Calculated over the trailing 3-year period	0.43
Correlation (All Time) Calculated using the full available price history since Nov 8, 2021	0.43

Fundamentals

EPS BF-B : $2.56 PRNDY : $1.98
PE Ratio BF-B : 9.74 PRNDY : 7.23
PEG Ratio BF-B : 12.11 PRNDY : 0.64
PS Ratio BF-B : 2.01 PRNDY : 0.85
Total Revenue (TTM) BF-B : $3.92B PRNDY : $21.18B
Gross Profit (TTM) BF-B : $2.33B PRNDY : $12.50B
EBITDA (TTM) BF-B : $1.17B PRNDY : $6.13B

Return for Risk

BF-B vs. PRNDY — Risk / Return Rank

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

BF-B

BF-B Risk / Return Rank: 14
BF-B Sharpe Ratio Rank: 17
BF-B Sortino Ratio Rank: 19
BF-B Omega Ratio Rank: 18
BF-B Calmar Ratio Rank: 11
BF-B Martin Ratio Rank: 6

PRNDY

PRNDY Risk / Return Rank: 12
PRNDY Sharpe Ratio Rank: 8
PRNDY Sortino Ratio Rank: 9
PRNDY Omega Ratio Rank: 11
PRNDY Calmar Ratio Rank: 17
PRNDY Martin Ratio Rank: 15

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.

BF-B vs. PRNDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brown-Forman Corporation (BF-B) and Pernod Ricard SA. (PRNDY). 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.

	BF-B	PRNDY	Difference
Sharpe ratio Return per unit of total volatility	-0.53	-0.84	+0.30
Sortino ratio Return per unit of downside risk	-0.52	-1.11	+0.59
Omega ratio Gain probability vs. loss probability	0.93	0.87	+0.06
Calmar ratio Return relative to maximum drawdown	-0.78	-0.64	-0.14
Martin ratio Return relative to average drawdown	-1.45	-1.18	-0.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BF-B vs. PRNDY - Sharpe Ratio Comparison

The current BF-B Sharpe Ratio is -0.53, which is higher than the PRNDY Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of BF-B and PRNDY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BF-B	PRNDY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.53	-0.84	+0.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.65	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.09	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	-0.75	+1.23

Drawdowns

BF-B vs. PRNDY - Drawdown Comparison

The maximum BF-B drawdown since its inception was -68.96%, roughly equal to the maximum PRNDY drawdown of -67.59%. Use the drawdown chart below to compare losses from any high point for BF-B and PRNDY.

Drawdown Indicators

	BF-B	PRNDY	Difference
Max Drawdown Largest peak-to-trough decline	-68.96%	-67.59%	-1.37%
Max Drawdown (1Y) Largest decline over 1 year	-29.05%	-41.41%	+12.36%
Max Drawdown (3Y) Largest decline over 3 years	-65.65%	-66.31%	+0.66%
Max Drawdown (5Y) Largest decline over 5 years	-68.68%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-68.96%	—	—
Current Drawdown Current decline from peak	-66.04%	-65.95%	-0.09%
Average Drawdown Average peak-to-trough decline	-11.58%	-32.38%	+20.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.61%	22.73%	-7.12%

Volatility

BF-B vs. PRNDY - Volatility Comparison

Brown-Forman Corporation (BF-B) has a higher volatility of 10.45% compared to Pernod Ricard SA. (PRNDY) at 8.07%. This indicates that BF-B's price experiences larger fluctuations and is considered to be riskier than PRNDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BF-B	PRNDY	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.45%	8.07%	+2.38%
Volatility (6M) Calculated over the trailing 6-month period	31.30%	24.23%	+7.07%
Volatility (1Y) Calculated over the trailing 1-year period	42.17%	31.93%	+10.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.88%	27.34%	+2.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.02%	27.34%	+0.68%

Dividends

BF-B vs. PRNDY - Dividend Comparison

BF-B's dividend yield for the trailing twelve months is around 3.67%, less than PRNDY's 7.70% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BF-B Brown-Forman Corporation	3.67%	3.49%	2.32%	1.46%	1.17%	2.37%	0.88%	0.99%	3.10%	1.09%	1.54%	1.29%
PRNDY Pernod Ricard SA.	7.70%	6.44%	4.53%	2.86%	2.10%	0.83%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

BF-B vs. PRNDY - Profitability Comparison

The chart below illustrates the profitability comparison between Brown-Forman Corporation and Pernod Ricard SA. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

BF-B - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Brown-Forman Corporation reported a gross profit of 640.00M and revenue of 1.06B. Therefore, the gross margin over that period was 60.6%.

PRNDY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Pernod Ricard SA. reported a gross profit of 3.09B and revenue of 5.21B. Therefore, the gross margin over that period was 59.3%.

BF-B - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Brown-Forman Corporation reported an operating income of 340.00M and revenue of 1.06B, resulting in an operating margin of 32.2%.

PRNDY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Pernod Ricard SA. reported an operating income of 1.60B and revenue of 5.21B, resulting in an operating margin of 30.7%.

BF-B - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Brown-Forman Corporation reported a net income of 267.00M and revenue of 1.06B, resulting in a net margin of 25.3%.

PRNDY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Pernod Ricard SA. reported a net income of 967.78M and revenue of 5.21B, resulting in a net margin of 18.6%.

Frequently Asked Questions

Can I hold both BF-B and PRNDY in my portfolio?

BF-B and PRNDY have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BF-B or PRNDY?

BF-B has higher volatility (10.45%) compared to PRNDY (8.07%). In terms of maximum drawdown, BF-B dropped -68.96% vs PRNDY's -67.59%.

Which has better risk-adjusted returns?

BF-B currently has the higher Sharpe Ratio (-0.53 vs -0.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.