DEO vs. VDC
Compare and contrast key facts about Diageo plc (DEO) and Vanguard Consumer Staples ETF (VDC).
VDC is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Consumer Staples 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DEO or VDC.
Key characteristics
| DEO | VDC | |
|---|---|---|
| YTD Return | -5.24% | 6.05% |
| 1Y Return | -24.57% | 4.19% |
| 3Y Return (Ann) | -6.77% | 5.81% |
| 5Y Return (Ann) | -1.88% | 9.10% |
| 10Y Return (Ann) | 3.77% | 8.65% |
| Sharpe Ratio | -1.13 | 0.33 |
| Daily Std Dev | 21.35% | 10.44% |
| Max Drawdown | -53.18% | -34.24% |
| Current Drawdown | -35.05% | -1.21% |
Correlation
The correlation between DEO and VDC is 0.52, 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.
Performance
DEO vs. VDC - Performance Comparison
In the year-to-date period, DEO achieves a -5.24% return, which is significantly lower than VDC's 6.05% return. Over the past 10 years, DEO has underperformed VDC with an annualized return of 3.77%, while VDC has yielded a comparatively higher 8.65% 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. VDC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Diageo plc (DEO) and Vanguard Consumer Staples ETF (VDC). 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. VDC - Dividend Comparison
DEO's dividend yield for the trailing twelve months is around 3.02%, more than VDC's 2.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEO Diageo plc | 3.02% | 2.77% | 2.16% | 1.82% | 2.29% | 2.07% | 2.51% | 2.21% | 3.10% | 3.19% | 4.93% | 2.21% |
VDC Vanguard Consumer Staples ETF | 2.52% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% | 1.93% | 2.21% |
Drawdowns
DEO vs. VDC - Drawdown Comparison
The maximum DEO drawdown since its inception was -53.18%, which is greater than VDC's maximum drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for DEO and VDC. For additional features, visit the drawdowns tool.
Volatility
DEO vs. VDC - Volatility Comparison
Diageo plc (DEO) has a higher volatility of 5.37% compared to Vanguard Consumer Staples ETF (VDC) at 2.69%. This indicates that DEO's price experiences larger fluctuations and is considered to be riskier than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.