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DEO vs. IEO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DEO vs. IEO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Diageo plc (DEO) and iShares U.S. Oil & Gas Exploration & Production ETF (IEO). The values are adjusted to include any dividend payments, if applicable.

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DEO vs. IEO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DEO
Diageo plc
-13.70%-29.31%-10.09%-16.28%-17.40%41.72%-3.26%21.39%-0.43%44.13%
IEO
iShares U.S. Oil & Gas Exploration & Production ETF
40.59%2.15%-1.45%3.57%57.82%75.57%-32.77%9.63%-19.44%0.33%

Returns By Period

In the year-to-date period, DEO achieves a -13.70% return, which is significantly lower than IEO's 40.59% return. Over the past 10 years, DEO has underperformed IEO with an annualized return of -1.15%, while IEO has yielded a comparatively higher 12.05% annualized return.


DEO

1D
1.36%
1M
-16.82%
YTD
-13.70%
6M
-19.94%
1Y
-27.09%
3Y*
-23.51%
5Y*
-12.77%
10Y*
-1.15%

IEO

1D
-1.57%
1M
15.77%
YTD
40.59%
6M
36.46%
1Y
35.31%
3Y*
16.25%
5Y*
23.38%
10Y*
12.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DEO vs. IEO — Risk / Return Rank

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

DEO
DEO Risk / Return Rank: 1010
Overall Rank
DEO Sharpe Ratio Rank: 88
Sharpe Ratio Rank
DEO Sortino Ratio Rank: 1111
Sortino Ratio Rank
DEO Omega Ratio Rank: 1010
Omega Ratio Rank
DEO Calmar Ratio Rank: 1515
Calmar Ratio Rank
DEO Martin Ratio Rank: 66
Martin Ratio Rank

IEO
IEO Risk / Return Rank: 6565
Overall Rank
IEO Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
IEO Sortino Ratio Rank: 6565
Sortino Ratio Rank
IEO Omega Ratio Rank: 6565
Omega Ratio Rank
IEO Calmar Ratio Rank: 6969
Calmar Ratio Rank
IEO Martin Ratio Rank: 5656
Martin Ratio Rank
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. IEO - Risk-Adjusted Trends 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.


DEOIEODifference

Sharpe ratio

Return per unit of total volatility

-0.85

1.16

-2.02

Sortino ratio

Return per unit of downside risk

-1.06

1.58

-2.64

Omega ratio

Gain probability vs. loss probability

0.86

1.23

-0.37

Calmar ratio

Return relative to maximum drawdown

-0.77

1.70

-2.47

Martin ratio

Return relative to average drawdown

-1.68

5.28

-6.96

DEO vs. IEO - Sharpe Ratio Comparison

The current DEO Sharpe Ratio is -0.85, which is lower than the IEO Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of DEO and IEO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DEOIEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.85

1.16

-2.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.53

0.77

-1.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.05

0.35

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.18

+0.10

Correlation

The correlation between DEO and IEO is 0.31, 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.


Dividends

DEO vs. IEO - Dividend Comparison

DEO's dividend yield for the trailing twelve months is around 3.38%, more than IEO's 1.88% yield.


TTM20252024202320222021202020192018201720162015
DEO
Diageo plc
3.38%4.80%3.26%2.77%2.16%1.82%2.29%2.07%2.51%2.18%3.00%3.13%
IEO
iShares U.S. Oil & Gas Exploration & Production ETF
1.88%2.61%2.63%3.00%3.77%2.62%3.17%1.85%1.67%0.94%0.98%2.03%

Drawdowns

DEO vs. IEO - Drawdown Comparison

The maximum DEO drawdown since its inception was -63.41%, 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.


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Drawdown Indicators


DEOIEODifference

Max Drawdown

Largest peak-to-trough decline

-63.41%

-79.17%

+15.76%

Max Drawdown (1Y)

Largest decline over 1 year

-35.75%

-21.95%

-13.80%

Max Drawdown (5Y)

Largest decline over 5 years

-63.41%

-31.46%

-31.95%

Max Drawdown (10Y)

Largest decline over 10 years

-63.41%

-75.00%

+11.59%

Current Drawdown

Current decline from peak

-62.41%

-3.17%

-59.24%

Average Drawdown

Average peak-to-trough decline

-12.71%

-26.43%

+13.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.37%

7.06%

+9.31%

Volatility

DEO vs. IEO - Volatility Comparison

Diageo plc (DEO) has a higher volatility of 6.63% compared to iShares U.S. Oil & Gas Exploration & Production ETF (IEO) at 6.23%. This indicates that DEO's price experiences larger fluctuations and is considered to be riskier than IEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DEOIEODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.63%

6.23%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

26.83%

17.31%

+9.52%

Volatility (1Y)

Calculated over the trailing 1-year period

31.87%

30.50%

+1.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.27%

30.65%

-6.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.13%

34.93%

-11.80%