DEO vs. PRNDY

Last updated Jun 13, 2026

DEO (Diageo plc) and PRNDY (Pernod Ricard SA.) are both stocks. Both operate in the Beverages - Wineries & Distilleries industry within the Consumer Defensive sector. Over the past 3 years, DEO returned -19.42%/yr vs -27.43%/yr for PRNDY. A 0.71 correlation means they provide meaningful diversification when combined.

Performance

DEO vs. PRNDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Diageo plc (DEO) and Pernod Ricard SA. (PRNDY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DEO achieves a -4.24% return, which is significantly higher than PRNDY's -14.20% return.

DEO

• 1D: 0.83%
• 1M: 0.12%
• YTD: -4.24%
• 6M: -7.27%
• 1Y: -19.48%
• 3Y*: -19.42%
• 5Y*: -13.55%
• 10Y*: 0.50%

PRNDY

• 1D: 0.38%
• 1M: 2.90%
• YTD: -14.20%
• 6M: -18.02%
• 1Y: -24.70%
• 3Y*: -27.43%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DEO vs. PRNDY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
DEO Diageo plc	-4.24%	-29.31%	-10.09%	-16.28%	-17.40%	7.90%
PRNDY Pernod Ricard SA.	-14.20%	-19.27%	-33.61%	-7.89%	-17.06%	3.67%

Correlation

The correlation between DEO and PRNDY is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.71
Correlation (3Y) Calculated over the trailing 3-year period	0.70
Correlation (All Time) Calculated using the full available price history since Nov 5, 2021	0.71

The correlation between DEO and PRNDY has been stable across timeframes, ranging from 0.70 to 0.71 - a consistent structural relationship.

Fundamentals

Market Cap DEO : $45.62B PRNDY : $18.55B
EPS DEO : £9.85 PRNDY : €1.98
PE Ratio DEO : 6.19 PRNDY : 6.41
PEG Ratio DEO : 1.78 PRNDY : 0.57
PS Ratio DEO : 0.91 PRNDY : 0.76
PB Ratio DEO : 3.95 PRNDY : 1.04
Total Revenue (TTM) DEO : £37.37B PRNDY : €21.18B
Gross Profit (TTM) DEO : £22.42B PRNDY : €12.50B
EBITDA (TTM) DEO : £10.72B PRNDY : €6.13B

Return for Risk

DEO vs. PRNDY — Risk / Return Rank

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

DEO

DEO Risk / Return Rank: 18
DEO Sharpe Ratio Rank: 14
DEO Sortino Ratio Rank: 16
DEO Omega Ratio Rank: 16
DEO Calmar Ratio Rank: 22
DEO Martin Ratio Rank: 21

PRNDY

PRNDY Risk / Return Rank: 14
PRNDY Sharpe Ratio Rank: 9
PRNDY Sortino Ratio Rank: 11
PRNDY Omega Ratio Rank: 12
PRNDY Calmar Ratio Rank: 19
PRNDY Martin Ratio Rank: 19

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. PRNDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Diageo plc (DEO) and Pernod Ricard SA. (PRNDY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DEO	PRNDY	Difference
Sharpe ratio: Return per unit of total volatility	-0.66	-0.83	+0.17
Sortino ratio: Return per unit of downside risk	-0.75	-1.10	+0.36
Omega ratio: Gain probability vs. loss probability	0.90	0.87	+0.03
Calmar ratio: Return relative to maximum drawdown	-0.59	-0.63	+0.04
Martin ratio: Return relative to average drawdown	-1.05	-1.10	+0.04

DEO vs. PRNDY - Sharpe Ratio Comparison

The current DEO Sharpe Ratio is -0.66, which is comparable to the PRNDY Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of DEO and PRNDY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DEO vs. PRNDY - Drawdown Comparison

The maximum DEO drawdown since its inception was -63.41%, smaller than the maximum PRNDY drawdown of -67.59%. Use the drawdown chart below to compare losses from any high point for DEO and PRNDY.

Drawdown Indicators

	DEO	PRNDY	Difference
Max Drawdown Largest peak-to-trough decline	-63.41%	-67.59%	+4.18%
Max Drawdown (1Y) Largest decline over 1 year	-35.52%	-41.41%	+5.89%
Max Drawdown (3Y) Largest decline over 3 years	-56.07%	-66.31%	+10.24%
Max Drawdown (5Y) Largest decline over 5 years	-63.41%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-63.41%	—	—
Current Drawdown Current decline from peak	-58.28%	-65.09%	+6.81%
Average Drawdown Average peak-to-trough decline	-13.02%	-32.58%	+19.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.98%	23.72%	-3.74%

Volatility

DEO vs. PRNDY - Volatility Comparison

Diageo plc (DEO) and Pernod Ricard SA. (PRNDY) have volatilities of 6.98% and 6.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DEO	PRNDY	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.98%	6.80%	+0.18%
Volatility (6M) Calculated over the trailing 6-month period	26.52%	24.23%	+2.29%
Volatility (1Y) Calculated over the trailing 1-year period	32.17%	31.55%	+0.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.74%	27.30%	-2.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.39%	27.30%	-3.91%

Dividends

DEO vs. PRNDY - Dividend Comparison

DEO's dividend yield for the trailing twelve months is around 4.06%, less than PRNDY's 7.51% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DEO Diageo plc	4.06%	4.80%	3.26%	2.77%	2.16%	1.82%	2.29%	2.07%	2.51%	2.18%	3.00%	3.13%
PRNDY Pernod Ricard SA.	7.51%	6.44%	4.53%	2.86%	2.10%	0.83%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

DEO vs. PRNDY - Profitability Comparison

The chart below illustrates the profitability comparison between Diageo plc and Pernod Ricard SA. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

DEO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Diageo plc reported a gross profit of 4.72B and revenue of 7.73B. Therefore, the gross margin over that period was 61.0%.

PRNDY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Pernod Ricard SA. reported a gross profit of 3.09B and revenue of 5.21B. Therefore, the gross margin over that period was 59.3%.

DEO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Diageo plc reported an operating income of 2.41B and revenue of 7.73B, resulting in an operating margin of 31.1%.

PRNDY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Pernod Ricard SA. reported an operating income of 1.60B and revenue of 5.21B, resulting in an operating margin of 30.7%.

DEO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Diageo plc reported a net income of 1.48B and revenue of 7.73B, resulting in a net margin of 19.1%.

PRNDY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Pernod Ricard SA. reported a net income of 967.78M and revenue of 5.21B, resulting in a net margin of 18.6%.

Frequently Asked Questions

Can I hold both DEO and PRNDY in my portfolio?

DEO and PRNDY have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DEO or PRNDY?

DEO has higher volatility (6.98%) compared to PRNDY (6.80%). In terms of maximum drawdown, DEO dropped -63.41% vs PRNDY's -67.59%.

Which has better risk-adjusted returns?

DEO currently has the higher Sharpe Ratio (-0.66 vs -0.83), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.