DEO vs. 0027.HK

Last updated Jun 13, 2026

DEO (Diageo plc) and 0027.HK (Galaxy Entertainment Group Ltd) are both stocks. DEO operates in Beverages - Wineries & Distilleries (Consumer Defensive), while 0027.HK operates in Resorts & Casinos (Consumer Cyclical). Over the past 10 years, DEO returned 0.50%/yr vs 4.33%/yr for 0027.HK. At a 0.11 correlation, their price movements are largely independent.

Performance

DEO vs. 0027.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Diageo plc (DEO) and Galaxy Entertainment Group Ltd (0027.HK). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

DEO is traded in USD, while 0027.HK is traded in HKD. To make them comparable, the 0027.HK values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DEO achieves a -4.24% return, which is significantly higher than 0027.HK's -16.72% return. Over the past 10 years, DEO has underperformed 0027.HK with an annualized return of 0.50%, while 0027.HK has yielded a comparatively higher 4.33% annualized return.

DEO

• 1D: 0.83%
• 1M: 0.12%
• YTD: -4.24%
• 6M: -7.27%
• 1Y: -19.48%
• 3Y*: -19.42%
• 5Y*: -13.55%
• 10Y*: 0.50%

0027.HK

• 1D: 1.24%
• 1M: -5.02%
• YTD: -16.72%
• 6M: -18.02%
• 1Y: -0.02%
• 3Y*: -12.93%
• 5Y*: -11.43%
• 10Y*: 4.33%

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

DEO vs. 0027.HK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DEO Diageo plc	-4.24%	-29.31%	-10.09%	-16.28%	-17.40%	41.72%	-3.26%	21.39%	-0.43%	44.13%
0027.HK Galaxy Entertainment Group Ltd	-16.72%	19.79%	-22.37%	-14.87%	28.33%	-33.32%	6.57%	17.93%	-19.54%	86.44%

Correlation

The correlation between DEO and 0027.HK is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.06
Correlation (3Y) Calculated over the trailing 3-year period	0.09
Correlation (5Y) Calculated over the trailing 5-year period	0.07
Correlation (10Y) Calculated over the trailing 10-year period	0.11
Correlation (All Time) Calculated using the full available price history since Jul 3, 2007	0.11

Return for Risk

DEO vs. 0027.HK — Risk / Return Rank

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

DEO

DEO Risk / Return Rank: 18
DEO Sharpe Ratio Rank: 14
DEO Sortino Ratio Rank: 16
DEO Omega Ratio Rank: 16
DEO Calmar Ratio Rank: 22
DEO Martin Ratio Rank: 21

0027.HK

0027.HK Risk / Return Rank: 38
0027.HK Sharpe Ratio Rank: 40
0027.HK Sortino Ratio Rank: 34
0027.HK Omega Ratio Rank: 34
0027.HK Calmar Ratio Rank: 41
0027.HK Martin Ratio Rank: 40

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.

DEO vs. 0027.HK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Diageo plc (DEO) and Galaxy Entertainment Group Ltd (0027.HK). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DEO	0027.HK	Difference
Sharpe ratio: Return per unit of total volatility	-0.66	-0.06	-0.60
Sortino ratio: Return per unit of downside risk	-0.75	0.12	-0.87
Omega ratio: Gain probability vs. loss probability	0.90	1.01	-0.11
Calmar ratio: Return relative to maximum drawdown	-0.59	-0.06	-0.53
Martin ratio: Return relative to average drawdown	-1.05	-0.13	-0.92

DEO vs. 0027.HK - Sharpe Ratio Comparison

The current DEO Sharpe Ratio is -0.66, which is lower than the 0027.HK Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of DEO and 0027.HK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DEO vs. 0027.HK - Drawdown Comparison

The maximum DEO drawdown since its inception was -63.41%, smaller than the maximum 0027.HK drawdown of -94.20%. Use the drawdown chart below to compare losses from any high point for DEO and 0027.HK.

Drawdown Indicators

	DEO	0027.HK	Difference
Max Drawdown Largest peak-to-trough decline	-63.41%	-94.20%	+30.79%
Max Drawdown (1Y) Largest decline over 1 year	-35.52%	-28.17%	-7.35%
Max Drawdown (3Y) Largest decline over 3 years	-56.07%	-53.47%	-2.60%
Max Drawdown (5Y) Largest decline over 5 years	-63.41%	-58.18%	-5.23%
Max Drawdown (10Y) Largest decline over 10 years	-63.41%	-66.20%	+2.79%
Current Drawdown Current decline from peak	-58.28%	-56.49%	-1.79%
Average Drawdown Average peak-to-trough decline	-13.02%	-38.32%	+25.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.98%	13.16%	+6.82%

Volatility

DEO vs. 0027.HK - Volatility Comparison

Diageo plc (DEO) has a higher volatility of 6.98% compared to Galaxy Entertainment Group Ltd (0027.HK) at 6.02%. This indicates that DEO's price experiences larger fluctuations and is considered to be riskier than 0027.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DEO	0027.HK	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.98%	6.02%	+0.96%
Volatility (6M) Calculated over the trailing 6-month period	26.52%	19.01%	+7.51%
Volatility (1Y) Calculated over the trailing 1-year period	32.17%	29.00%	+3.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.74%	38.07%	-13.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.39%	37.68%	-14.29%

Dividends

DEO vs. 0027.HK - Dividend Comparison

DEO's dividend yield for the trailing twelve months is around 4.06%, less than 0027.HK's 4.79% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
0027.HK Galaxy Entertainment Group Ltd	4.79%	3.13%	2.42%	0.46%	0.58%	0.00%	0.75%	1.59%	1.83%	0.94%	0.98%	1.72%
DEO Diageo plc	4.06%	4.80%	3.26%	2.77%	2.16%	1.82%	2.29%	2.07%	2.51%	2.18%	3.00%	3.13%

Financials

Frequently Asked Questions

Can I hold both DEO and 0027.HK in my portfolio?

DEO and 0027.HK have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.