DEO vs. 1128.HK
DEO (Diageo plc) and 1128.HK (Wynn Macau Ltd) are both stocks. DEO operates in Beverages - Wineries & Distilleries (Consumer Defensive), while 1128.HK operates in Resorts & Casinos (Consumer Cyclical). Over the past 10 years, DEO returned 0.50%/yr vs -4.66%/yr for 1128.HK. At a 0.09 correlation, their price movements are largely independent.
Performance
DEO vs. 1128.HK - Performance Comparison
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Different Trading Currencies
DEO is traded in USD, while 1128.HK is traded in HKD. To make them comparable, the 1128.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 1128.HK's -5.65% return. Over the past 10 years, DEO has outperformed 1128.HK with an annualized return of 0.50%, while 1128.HK has yielded a comparatively lower -4.66% 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%
1128.HK
- 1D
- 0.20%
- 1M
- -1.07%
- YTD
- -5.65%
- 6M
- -10.30%
- 1Y
- 13.79%
- 3Y*
- -5.98%
- 5Y*
- -14.27%
- 10Y*
- -4.66%
DEO vs. 1128.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% |
1128.HK Wynn Macau Ltd | -5.65% | 16.94% | -13.69% | -26.08% | 36.34% | -51.35% | -31.85% | 19.49% | -28.06% | 106.42% |
Correlation
The correlation between DEO and 1128.HK is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Oct 9, 2009 | 0.09 |
The correlation between DEO and 1128.HK shifts across timeframes, from -0.04 (1 year) to 0.09 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
DEO vs. 1128.HK — Risk / Return Rank
DEO
1128.HK
DEO vs. 1128.HK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Diageo plc (DEO) and Wynn Macau Ltd (1128.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 | 1128.HK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.06 | ||
| Sortino ratioReturn per unit of downside risk | -1.60 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.10 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 0.46 | -1.05 |
| Martin ratioReturn relative to average drawdown | -1.05 | 0.81 | -1.86 |
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Drawdowns
DEO vs. 1128.HK - Drawdown Comparison
The maximum DEO drawdown since its inception was -63.41%, smaller than the maximum 1128.HK drawdown of -89.41%. Use the drawdown chart below to compare losses from any high point for DEO and 1128.HK.
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Drawdown Indicators
| DEO | 1128.HK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.41% | -89.41% | +26.00% |
Max Drawdown (1Y)Largest decline over 1 year | -35.52% | -26.96% | -8.56% |
Max Drawdown (3Y)Largest decline over 3 years | -56.07% | -41.70% | -14.37% |
Max Drawdown (5Y)Largest decline over 5 years | -63.41% | -77.04% | +13.63% |
Max Drawdown (10Y)Largest decline over 10 years | -63.41% | -89.41% | +26.00% |
Current DrawdownCurrent decline from peak | -58.28% | -78.63% | +20.35% |
Average DrawdownAverage peak-to-trough decline | -13.02% | -45.76% | +32.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.98% | 15.03% | +4.95% |
Volatility
DEO vs. 1128.HK - Volatility Comparison
The current volatility for Diageo plc (DEO) is 6.98%, while Wynn Macau Ltd (1128.HK) has a volatility of 8.73%. This indicates that DEO experiences smaller price fluctuations and is considered to be less risky than 1128.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DEO | 1128.HK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.98% | 8.73% | -1.75% |
Volatility (6M)Calculated over the trailing 6-month period | 26.52% | 17.26% | +9.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.17% | 30.40% | +1.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.74% | 49.35% | -24.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.39% | 45.35% | -21.96% |
Dividends
DEO vs. 1128.HK - Dividend Comparison
DEO's dividend yield for the trailing twelve months is around 4.06%, less than 1128.HK's 7.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
1128.HK Wynn Macau Ltd | 7.53% | 6.23% | 2.78% | 0.00% | 0.00% | 0.00% | 0.00% | 4.69% | 6.26% | 2.55% | 4.86% | 11.59% |
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
DEO vs. 1128.HK - Financials Comparison
This section allows you to compare key financial metrics between Diageo plc and Wynn Macau Ltd. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
DEO and 1128.HK have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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