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

Correlation

The correlation between DEO and BUD 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

DEO vs. BUD - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-1.87%
-14.98%
DEO
BUD

Key characteristics

Sharpe Ratio

DEO:

-0.47

BUD:

-0.92

Sortino Ratio

DEO:

-0.56

BUD:

-1.22

Omega Ratio

DEO:

0.94

BUD:

0.85

Calmar Ratio

DEO:

-0.23

BUD:

-0.34

Martin Ratio

DEO:

-0.80

BUD:

-1.88

Ulcer Index

DEO:

12.05%

BUD:

10.11%

Daily Std Dev

DEO:

20.74%

BUD:

20.57%

Max Drawdown

DEO:

-53.18%

BUD:

-71.10%

Current Drawdown

DEO:

-39.18%

BUD:

-56.49%

Fundamentals

Market Cap

DEO:

$72.95B

BUD:

$104.82B

EPS

DEO:

$6.92

BUD:

$3.20

PE Ratio

DEO:

18.58

BUD:

16.18

PEG Ratio

DEO:

2.03

BUD:

0.73

Total Revenue (TTM)

DEO:

$16.12B

BUD:

$59.47B

Gross Profit (TTM)

DEO:

$9.67B

BUD:

$40.62B

EBITDA (TTM)

DEO:

$5.11B

BUD:

$21.64B

Returns By Period

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


DEO

YTD

-11.27%

1M

5.04%

6M

-1.87%

1Y

-11.02%

5Y*

-3.16%

10Y*

3.39%

BUD

YTD

-21.14%

1M

-9.04%

6M

-14.98%

1Y

-19.91%

5Y*

-8.39%

10Y*

-6.27%

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Risk-Adjusted Performance

DEO vs. BUD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Diageo plc (DEO) and Anheuser-Busch InBev SA/NV (BUD). 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 DEO, currently valued at -0.47, compared to the broader market-4.00-2.000.002.00-0.47-0.92
The chart of Sortino ratio for DEO, currently valued at -0.56, compared to the broader market-4.00-2.000.002.004.00-0.56-1.22
The chart of Omega ratio for DEO, currently valued at 0.94, compared to the broader market0.501.001.502.000.940.85
The chart of Calmar ratio for DEO, currently valued at -0.23, compared to the broader market0.002.004.006.00-0.23-0.34
The chart of Martin ratio for DEO, currently valued at -0.80, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.80-1.88
DEO
BUD

The current DEO Sharpe Ratio is -0.47, which is higher than the BUD Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of DEO and BUD, 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
-0.47
-0.92
DEO
BUD

Dividends

DEO vs. BUD - Dividend Comparison

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


TTM20232022202120202019201820172016201520142013
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%
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%

Drawdowns

DEO vs. BUD - Drawdown Comparison

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


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

Volatility

DEO vs. BUD - Volatility Comparison

Diageo plc (DEO) has a higher volatility of 7.34% compared to Anheuser-Busch InBev SA/NV (BUD) at 5.17%. This indicates that DEO's price experiences larger fluctuations and is considered to be riskier than BUD 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
7.34%
5.17%
DEO
BUD

Financials

DEO vs. BUD - Financials Comparison

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