DGE.L vs. PRNDY
DGE.L (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, DGE.L returned -21.66%/yr vs -30.44%/yr for PRNDY. A 0.64 correlation means they provide meaningful diversification when combined.
Performance
DGE.L vs. PRNDY - Performance Comparison
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Different Trading Currencies
DGE.L is traded in GBp, while PRNDY is traded in USD. To make them comparable, the PRNDY values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, DGE.L achieves a -7.24% return, which is significantly higher than PRNDY's -17.71% return.
DGE.L
- 1D
- -0.44%
- 1M
- -0.56%
- YTD
- -7.24%
- 6M
- -15.00%
- 1Y
- -23.25%
- 3Y*
- -21.66%
- 5Y*
- -13.02%
- 10Y*
- 0.27%
PRNDY
- 1D
- -1.76%
- 1M
- -3.88%
- YTD
- -17.71%
- 6M
- -22.66%
- 1Y
- -27.05%
- 3Y*
- -30.44%
- 5Y*
- —
- 10Y*
- —
DGE.L vs. PRNDY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DGE.L Diageo plc | -7.24% | -34.13% | -8.48% | -19.86% | -7.73% | 6.81% |
PRNDY Pernod Ricard SA. | -17.71% | -25.02% | -32.45% | -12.49% | -7.20% | 3.37% |
Correlation
The correlation between DGE.L and PRNDY is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2021 | 0.64 |
The correlation between DGE.L and PRNDY has been stable across timeframes, ranging from 0.64 to 0.70 - a consistent structural relationship.
Fundamentals
DGE.L:
£32.85B
PRNDY:
$17.72B
DGE.L:
£2.47
PRNDY:
$1.98
DGE.L:
5.96
PRNDY:
7.09
DGE.L:
1.71
PRNDY:
0.63
DGE.L:
0.88
PRNDY:
0.84
DGE.L:
3.81
PRNDY:
1.15
DGE.L:
£37.44B
PRNDY:
$21.18B
DGE.L:
£22.46B
PRNDY:
$12.50B
DGE.L:
£10.70B
PRNDY:
$6.13B
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Return for Risk
DGE.L vs. PRNDY — Risk / Return Rank
DGE.L
PRNDY
DGE.L vs. PRNDY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Diageo plc (DGE.L) 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.
| DGE.L | PRNDY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 0.87 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.68 | -0.66 | -0.02 |
| Martin ratioReturn relative to average drawdown | -1.26 | -1.19 | -0.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DGE.L | PRNDY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.75 | -0.86 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.56 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | -0.80 | +1.08 |
Drawdowns
DGE.L vs. PRNDY - Drawdown Comparison
The maximum DGE.L drawdown since its inception was -62.74%, smaller than the maximum PRNDY drawdown of -69.67%. Use the drawdown chart below to compare losses from any high point for DGE.L and PRNDY.
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Drawdown Indicators
| DGE.L | PRNDY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.74% | -69.67% | +6.93% |
Max Drawdown (1Y)Largest decline over 1 year | -34.02% | -40.86% | +6.84% |
Max Drawdown (3Y)Largest decline over 3 years | -57.03% | -67.13% | +10.10% |
Max Drawdown (5Y)Largest decline over 5 years | -62.74% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -62.74% | — | — |
Current DrawdownCurrent decline from peak | -59.32% | -69.00% | +9.68% |
Average DrawdownAverage peak-to-trough decline | -12.59% | -31.67% | +19.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.38% | 22.69% | -4.31% |
Volatility
DGE.L vs. PRNDY - Volatility Comparison
Diageo plc (DGE.L) has a higher volatility of 9.86% compared to Pernod Ricard SA. (PRNDY) at 7.88%. This indicates that DGE.L's price experiences larger fluctuations and is considered to be riskier than PRNDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGE.L | PRNDY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.86% | 7.88% | +1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 24.86% | 24.30% | +0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.03% | 31.70% | -0.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.17% | 25.77% | -2.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.54% | 25.77% | -3.23% |
Dividends
DGE.L vs. PRNDY - Dividend Comparison
DGE.L's dividend yield for the trailing twelve months is around 4.19%, less than PRNDY's 7.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGE.L Diageo plc | 4.19% | 4.92% | 3.12% | 2.80% | 2.09% | 1.80% | 2.43% | 2.14% | 2.34% | 2.28% | 2.81% | 3.04% |
PRNDY Pernod Ricard SA. | 7.86% | 6.44% | 4.53% | 2.86% | 2.10% | 0.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
DGE.L vs. PRNDY - Financials Comparison
This section allows you to compare key financial metrics between Diageo plc and Pernod Ricard SA.. 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
DGE.L vs. PRNDY - Profitability Comparison
DGE.L - 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 4.77B and revenue of 7.81B. 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%.
DGE.L - 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 2.43B and revenue of 7.81B, 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%.
DGE.L - 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 1.49B and revenue of 7.81B, 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
DGE.L and PRNDY have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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