DEO vs. KO
Compare and contrast key facts about Diageo plc (DEO) and The Coca-Cola Company (KO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DEO or KO.
Key characteristics
| DEO | KO | |
|---|---|---|
| YTD Return | -3.39% | 6.12% |
| 1Y Return | -22.99% | -0.21% |
| 3Y Return (Ann) | -6.02% | 8.00% |
| 5Y Return (Ann) | -1.34% | 8.34% |
| 10Y Return (Ann) | 4.00% | 7.62% |
| Sharpe Ratio | -1.15 | 0.04 |
| Daily Std Dev | 21.37% | 13.20% |
| Max Drawdown | -53.18% | -68.23% |
| Current Drawdown | -33.78% | -0.45% |
Fundamentals
| DEO | KO | |
|---|---|---|
| Market Cap | $77.08B | $266.17B |
| EPS | $7.47 | $2.47 |
| PE Ratio | 18.56 | 25.00 |
| PEG Ratio | 1.61 | 2.93 |
| Revenue (TTM) | $21.64B | $45.75B |
| Gross Profit (TTM) | $10.21B | $25.00B |
| EBITDA (TTM) | $6.99B | $14.44B |
Correlation
The correlation between DEO and KO 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.
Performance
DEO vs. KO - Performance Comparison
In the year-to-date period, DEO achieves a -3.39% return, which is significantly lower than KO's 6.12% return. Over the past 10 years, DEO has underperformed KO with an annualized return of 4.00%, while KO has yielded a comparatively higher 7.62% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
DEO vs. KO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Diageo plc (DEO) and The Coca-Cola Company (KO). 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. KO - Dividend Comparison
DEO's dividend yield for the trailing twelve months is around 2.97%, less than KO's 3.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEO Diageo plc | 2.97% | 2.77% | 2.16% | 1.82% | 2.29% | 2.07% | 2.51% | 2.21% | 3.10% | 3.19% | 4.93% | 2.21% |
KO The Coca-Cola Company | 3.01% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
Drawdowns
DEO vs. KO - Drawdown Comparison
The maximum DEO drawdown since its inception was -53.18%, smaller than the maximum KO drawdown of -68.23%. Use the drawdown chart below to compare losses from any high point for DEO and KO. For additional features, visit the drawdowns tool.
Volatility
DEO vs. KO - Volatility Comparison
Diageo plc (DEO) has a higher volatility of 5.51% compared to The Coca-Cola Company (KO) at 4.03%. This indicates that DEO's price experiences larger fluctuations and is considered to be riskier than KO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
DEO vs. KO - Financials Comparison
This section allows you to compare key financial metrics between Diageo plc and The Coca-Cola Company. 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