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BUD vs. DEO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BUD and DEO is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

BUD vs. DEO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Anheuser-Busch InBev SA/NV (BUD) and Diageo plc (DEO). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
72.12%
231.49%
BUD
DEO

Key characteristics

Sharpe Ratio

BUD:

-0.92

DEO:

-0.47

Sortino Ratio

BUD:

-1.22

DEO:

-0.56

Omega Ratio

BUD:

0.85

DEO:

0.94

Calmar Ratio

BUD:

-0.34

DEO:

-0.23

Martin Ratio

BUD:

-1.88

DEO:

-0.80

Ulcer Index

BUD:

10.11%

DEO:

12.05%

Daily Std Dev

BUD:

20.57%

DEO:

20.74%

Max Drawdown

BUD:

-71.10%

DEO:

-53.18%

Current Drawdown

BUD:

-56.49%

DEO:

-39.18%

Fundamentals

Market Cap

BUD:

$104.82B

DEO:

$72.95B

EPS

BUD:

$3.20

DEO:

$6.92

PE Ratio

BUD:

16.18

DEO:

18.58

PEG Ratio

BUD:

0.73

DEO:

2.03

Total Revenue (TTM)

BUD:

$59.47B

DEO:

$16.12B

Gross Profit (TTM)

BUD:

$40.62B

DEO:

$9.67B

EBITDA (TTM)

BUD:

$21.64B

DEO:

$5.11B

Returns By Period

In the year-to-date period, BUD achieves a -21.14% return, which is significantly lower than DEO's -11.27% return. Over the past 10 years, BUD has underperformed DEO with an annualized return of -6.27%, while DEO has yielded a comparatively higher 3.39% annualized return.


BUD

YTD

-21.14%

1M

-9.04%

6M

-14.98%

1Y

-19.91%

5Y*

-8.39%

10Y*

-6.27%

DEO

YTD

-11.27%

1M

5.04%

6M

-1.87%

1Y

-11.02%

5Y*

-3.16%

10Y*

3.39%

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Risk-Adjusted Performance

BUD vs. DEO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Anheuser-Busch InBev SA/NV (BUD) and Diageo plc (DEO). 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.


Sharpe ratio
The chart of Sharpe ratio for BUD, currently valued at -0.92, compared to the broader market-4.00-2.000.002.00-0.92-0.47
The chart of Sortino ratio for BUD, currently valued at -1.22, compared to the broader market-4.00-2.000.002.004.00-1.22-0.56
The chart of Omega ratio for BUD, currently valued at 0.85, compared to the broader market0.501.001.502.000.850.94
The chart of Calmar ratio for BUD, currently valued at -0.34, compared to the broader market0.002.004.006.00-0.34-0.23
The chart of Martin ratio for BUD, currently valued at -1.88, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.88-0.80
BUD
DEO

The current BUD Sharpe Ratio is -0.92, which is lower than the DEO Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of BUD and DEO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.92
-0.47
BUD
DEO

Dividends

BUD vs. DEO - Dividend Comparison

BUD's dividend yield for the trailing twelve months is around 1.75%, less than DEO's 3.30% yield.


TTM20232022202120202019201820172016201520142013
BUD
Anheuser-Busch InBev SA/NV
1.75%1.28%0.67%0.98%0.81%2.45%3.84%2.88%3.03%2.58%2.38%2.35%
DEO
Diageo plc
3.30%2.77%2.16%1.82%2.29%2.07%2.51%2.21%3.10%3.19%4.92%2.21%

Drawdowns

BUD vs. DEO - Drawdown Comparison

The maximum BUD drawdown since its inception was -71.10%, which is greater than DEO's maximum drawdown of -53.18%. Use the drawdown chart below to compare losses from any high point for BUD and DEO. For additional features, visit the drawdowns tool.


-55.00%-50.00%-45.00%-40.00%-35.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-56.49%
-39.18%
BUD
DEO

Volatility

BUD vs. DEO - Volatility Comparison

The current volatility for Anheuser-Busch InBev SA/NV (BUD) is 5.17%, while Diageo plc (DEO) has a volatility of 7.34%. This indicates that BUD experiences smaller price fluctuations and is considered to be less risky than DEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.17%
7.34%
BUD
DEO

Financials

BUD vs. DEO - Financials Comparison

This section allows you to compare key financial metrics between Anheuser-Busch InBev SA/NV 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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