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.
Performance
DEO vs. KO - Performance Comparison
Returns By Period
In the year-to-date period, DEO achieves a -15.70% return, which is significantly lower than KO's 8.63% return. Over the past 10 years, DEO has underperformed KO with an annualized return of 2.50%, while KO has yielded a comparatively higher 6.82% annualized return.
DEO
-15.70%
-14.50%
-13.05%
-12.94%
-3.42%
2.50%
KO
8.63%
-11.14%
0.95%
12.41%
6.67%
6.82%
Fundamentals
| DEO | KO | |
|---|---|---|
| Market Cap | $66.79B | $272.94B |
| EPS | $6.91 | $2.40 |
| PE Ratio | 17.10 | 26.33 |
| PEG Ratio | 1.96 | 2.67 |
| Total Revenue (TTM) | $13.61B | $46.37B |
| Gross Profit (TTM) | $8.12B | $28.02B |
| EBITDA (TTM) | $4.14B | $11.65B |
Key characteristics
| DEO | KO | |
|---|---|---|
| Sharpe Ratio | -0.65 | 1.01 |
| Sortino Ratio | -0.83 | 1.49 |
| Omega Ratio | 0.91 | 1.18 |
| Calmar Ratio | -0.30 | 0.85 |
| Martin Ratio | -1.20 | 3.52 |
| Ulcer Index | 10.79% | 3.61% |
| Daily Std Dev | 20.07% | 12.57% |
| Max Drawdown | -53.18% | -40.60% |
| Current Drawdown | -42.22% | -13.68% |
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Correlation
The correlation between DEO and KO is 0.42, 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.
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 3.47%, more than KO's 3.06% 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% |
KO The Coca-Cola Company | 3.06% | 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%, which is greater than KO's maximum drawdown of -40.60%. 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 5.90% compared to The Coca-Cola Company (KO) at 4.18%. 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