DGE.L vs. PRNDY

Last updated Apr 2, 2026

Compare and contrast key facts about Diageo plc (DGE.L) and Pernod Ricard SA. (PRNDY).

Performance

DGE.L vs. PRNDY - Performance Comparison

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

DGE.L vs. PRNDY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
DGE.L Diageo plc	-13.00%	-34.13%	-8.48%	-19.86%	-7.73%	6.81%
PRNDY Pernod Ricard SA.	-12.57%	-25.02%	-32.45%	-12.49%	-7.20%	3.37%

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.

Fundamentals

Market Cap DGE.L : £31.12B PRNDY : $18.59B
EPS DGE.L : £2.47 PRNDY : $1.98
PE Ratio DGE.L : 5.65 PRNDY : 7.43
PEG Ratio DGE.L : 1.62 PRNDY : 0.66
PS Ratio DGE.L : 0.83 PRNDY : 0.88
PB Ratio DGE.L : 3.61 PRNDY : 1.20
Total Revenue (TTM) DGE.L : £37.44B PRNDY : $21.18B
Gross Profit (TTM) DGE.L : £22.46B PRNDY : $12.50B
EBITDA (TTM) DGE.L : £10.70B PRNDY : $6.13B

Returns By Period

The year-to-date returns for both investments are quite close, with DGE.L having a -13.00% return and PRNDY slightly higher at -12.57%.

DGE.L

• 1D: -0.07%
• 1M: -13.30%
• YTD: -13.00%
• 6M: -19.95%
• 1Y: -29.17%
• 3Y*: -25.06%
• 5Y*: -12.02%
• 10Y*: -0.50%

PRNDY

• 1D: -1.37%
• 1M: -17.72%
• YTD: -12.57%
• 6M: -20.30%
• 1Y: -23.68%
• 3Y*: -29.99%
• 5Y*: —
• 10Y*: —

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

Return for Risk

DGE.L vs. PRNDY — Risk / Return Rank

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

DGE.L

DGE.L Risk / Return Rank: 7
DGE.L Sharpe Ratio Rank: 5
DGE.L Sortino Ratio Rank: 7
DGE.L Omega Ratio Rank: 8
DGE.L Calmar Ratio Rank: 10
DGE.L Martin Ratio Rank: 4

PRNDY

PRNDY Risk / Return Rank: 16
PRNDY Sharpe Ratio Rank: 12
PRNDY Sortino Ratio Rank: 13
PRNDY Omega Ratio Rank: 14
PRNDY Calmar Ratio Rank: 24
PRNDY Martin Ratio Rank: 17

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.

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 ratio Return per unit of total volatility	-0.96	-0.73	-0.23
Sortino ratio Return per unit of downside risk	-1.26	-0.96	-0.31
Omega ratio Gain probability vs. loss probability	0.84	0.89	-0.05
Calmar ratio Return relative to maximum drawdown	-0.84	-0.57	-0.27
Martin ratio Return relative to average drawdown	-1.74	-1.33	-0.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DGE.L vs. PRNDY - Sharpe Ratio Comparison

The current DGE.L Sharpe Ratio is -0.96, which is lower than the PRNDY Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of DGE.L and PRNDY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DGE.L	PRNDY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.96	-0.73	-0.23
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.53	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.02	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	-0.78	+1.06

Correlation

The correlation between DGE.L and PRNDY is 0.64, 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.

Dividends

DGE.L vs. PRNDY - Dividend Comparison

DGE.L's dividend yield for the trailing twelve months is around 3.36%, less than PRNDY's 7.49% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGE.L Diageo plc	3.36%	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.	7.49%	6.44%	4.53%	2.86%	2.10%	0.83%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

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.

Drawdown Indicators

	DGE.L	PRNDY	Difference
Max Drawdown Largest peak-to-trough decline	-62.74%	-67.59%	+4.85%
Max Drawdown (1Y) Largest decline over 1 year	-35.78%	-41.41%	+5.63%
Max Drawdown (5Y) Largest decline over 5 years	-62.74%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-62.74%	—	—
Current Drawdown Current decline from peak	-61.85%	-65.00%	+3.15%
Average Drawdown Average peak-to-trough decline	-12.38%	-31.16%	+18.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.23%	17.57%	-0.34%

Volatility

DGE.L vs. PRNDY - Volatility Comparison

The current volatility for Diageo plc (DGE.L) is 7.19%, while Pernod Ricard SA. (PRNDY) has a volatility of 13.98%. This indicates that DGE.L experiences smaller price fluctuations and is considered to be less risky than PRNDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGE.L	PRNDY	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.19%	13.98%	-6.79%
Volatility (6M) Calculated over the trailing 6-month period	25.29%	24.89%	+0.40%
Volatility (1Y) Calculated over the trailing 1-year period	30.21%	32.54%	-2.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.83%	25.81%	-2.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.28%	25.81%	-3.53%

Financials

DGE.L 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.

DGE.L - Gross Margin

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