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DEO vs. HEIA.AS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


DEOHEIA.AS
YTD Return-4.14%0.45%
1Y Return-23.31%-10.55%
3Y Return (Ann)-6.25%-0.17%
5Y Return (Ann)-1.40%0.47%
10Y Return (Ann)3.92%7.86%
Sharpe Ratio-1.11-0.59
Daily Std Dev21.34%18.18%
Max Drawdown-53.18%-58.39%
Current Drawdown-34.29%-11.70%

Fundamentals


DEOHEIA.AS
Market Cap$77.08B€51.50B
EPS$7.47€4.09
PE Ratio18.5622.35
PEG Ratio1.611.19
Revenue (TTM)$21.64B€30.36B
Gross Profit (TTM)$10.21B€10.34B
EBITDA (TTM)$6.99B€5.70B

Correlation

-0.50.00.51.00.3

The correlation between DEO and HEIA.AS is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

DEO vs. HEIA.AS - Performance Comparison

In the year-to-date period, DEO achieves a -4.14% return, which is significantly lower than HEIA.AS's 0.45% return. Over the past 10 years, DEO has underperformed HEIA.AS with an annualized return of 3.92%, while HEIA.AS has yielded a comparatively higher 7.86% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%4,500.00%NovemberDecember2024FebruaryMarchApril
1,812.06%
4,242.29%
DEO
HEIA.AS

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Diageo plc

Heineken N.V.

Risk-Adjusted Performance

DEO vs. HEIA.AS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Diageo plc (DEO) and Heineken N.V. (HEIA.AS). 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.


DEO
Sharpe ratio
The chart of Sharpe ratio for DEO, currently valued at -1.11, compared to the broader market-2.00-1.000.001.002.003.00-1.11
Sortino ratio
The chart of Sortino ratio for DEO, currently valued at -1.40, compared to the broader market-4.00-2.000.002.004.006.00-1.40
Omega ratio
The chart of Omega ratio for DEO, currently valued at 0.81, compared to the broader market0.501.001.500.81
Calmar ratio
The chart of Calmar ratio for DEO, currently valued at -0.67, compared to the broader market0.002.004.006.00-0.67
Martin ratio
The chart of Martin ratio for DEO, currently valued at -1.52, compared to the broader market-10.000.0010.0020.0030.00-1.52
HEIA.AS
Sharpe ratio
The chart of Sharpe ratio for HEIA.AS, currently valued at -0.62, compared to the broader market-2.00-1.000.001.002.003.00-0.62
Sortino ratio
The chart of Sortino ratio for HEIA.AS, currently valued at -0.72, compared to the broader market-4.00-2.000.002.004.006.00-0.72
Omega ratio
The chart of Omega ratio for HEIA.AS, currently valued at 0.91, compared to the broader market0.501.001.500.91
Calmar ratio
The chart of Calmar ratio for HEIA.AS, currently valued at -0.45, compared to the broader market0.002.004.006.00-0.45
Martin ratio
The chart of Martin ratio for HEIA.AS, currently valued at -0.82, compared to the broader market-10.000.0010.0020.0030.00-0.82

DEO vs. HEIA.AS - Sharpe Ratio Comparison

The current DEO Sharpe Ratio is -1.11, which is lower than the HEIA.AS Sharpe Ratio of -0.59. The chart below compares the 12-month rolling Sharpe Ratio of DEO and HEIA.AS.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50NovemberDecember2024FebruaryMarchApril
-1.11
-0.62
DEO
HEIA.AS

Dividends

DEO vs. HEIA.AS - Dividend Comparison

DEO's dividend yield for the trailing twelve months is around 2.99%, more than HEIA.AS's 1.89% yield.


TTM20232022202120202019201820172016201520142013
DEO
Diageo plc
2.99%2.77%2.16%1.82%2.29%2.07%2.51%2.21%3.10%3.19%4.93%2.21%
HEIA.AS
Heineken N.V.
1.89%2.09%1.66%0.99%1.14%1.74%1.97%1.56%1.94%1.50%1.51%1.87%

Drawdowns

DEO vs. HEIA.AS - Drawdown Comparison

The maximum DEO drawdown since its inception was -53.18%, smaller than the maximum HEIA.AS drawdown of -58.39%. Use the drawdown chart below to compare losses from any high point for DEO and HEIA.AS. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%NovemberDecember2024FebruaryMarchApril
-34.29%
-17.09%
DEO
HEIA.AS

Volatility

DEO vs. HEIA.AS - Volatility Comparison

Diageo plc (DEO) has a higher volatility of 5.52% compared to Heineken N.V. (HEIA.AS) at 4.79%. This indicates that DEO's price experiences larger fluctuations and is considered to be riskier than HEIA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2024FebruaryMarchApril
5.52%
4.79%
DEO
HEIA.AS

Financials

DEO vs. HEIA.AS - Financials Comparison

This section allows you to compare key financial metrics between Diageo plc and Heineken N.V.. 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



Please note, different currencies. DEO values in USD, HEIA.AS values in EUR