DEO vs. IEO
Compare and contrast key facts about Diageo plc (DEO) and iShares U.S. Oil & Gas Exploration & Production ETF (IEO).
IEO is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Select Oil Exploration & Production Index. It was launched on May 5, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DEO or IEO.
Performance
DEO vs. IEO - Performance Comparison
Returns By Period
In the year-to-date period, DEO achieves a -15.70% return, which is significantly lower than IEO's 8.31% return. Over the past 10 years, DEO has underperformed IEO with an annualized return of 2.50%, while IEO has yielded a comparatively higher 4.21% annualized return.
DEO
-15.70%
-14.50%
-13.05%
-12.94%
-3.42%
2.50%
IEO
8.31%
6.10%
-2.96%
7.89%
17.52%
4.21%
Key characteristics
| DEO | IEO | |
|---|---|---|
| Sharpe Ratio | -0.65 | 0.40 |
| Sortino Ratio | -0.83 | 0.68 |
| Omega Ratio | 0.91 | 1.08 |
| Calmar Ratio | -0.30 | 0.40 |
| Martin Ratio | -1.20 | 0.81 |
| Ulcer Index | 10.79% | 10.18% |
| Daily Std Dev | 20.07% | 20.55% |
| Max Drawdown | -53.18% | -79.17% |
| Current Drawdown | -42.22% | -10.35% |
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Correlation
The correlation between DEO and IEO is 0.32, 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.
Risk-Adjusted Performance
DEO vs. IEO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Diageo plc (DEO) and iShares U.S. Oil & Gas Exploration & Production ETF (IEO). 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.
Dividends
DEO vs. IEO - Dividend Comparison
DEO's dividend yield for the trailing twelve months is around 3.47%, more than IEO's 2.82% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEO Diageo plc | 3.47% | 2.77% | 2.16% | 1.82% | 2.29% | 2.07% | 2.51% | 2.21% | 3.10% | 3.19% | 4.92% | 2.21% |
IEO iShares U.S. Oil & Gas Exploration & Production ETF | 2.82% | 3.00% | 3.77% | 2.62% | 3.17% | 1.85% | 1.67% | 0.94% | 0.98% | 2.03% | 1.30% | 0.88% |
Drawdowns
DEO vs. IEO - Drawdown Comparison
The maximum DEO drawdown since its inception was -53.18%, smaller than the maximum IEO drawdown of -79.17%. Use the drawdown chart below to compare losses from any high point for DEO and IEO. For additional features, visit the drawdowns tool.
Volatility
DEO vs. IEO - Volatility Comparison
The current volatility for Diageo plc (DEO) is 5.90%, while iShares U.S. Oil & Gas Exploration & Production ETF (IEO) has a volatility of 6.47%. This indicates that DEO experiences smaller price fluctuations and is considered to be less risky than IEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.