DGE.L vs. RI.PA
Compare and contrast key facts about Diageo plc (DGE.L) and Pernod Ricard SA (RI.PA).
Performance
DGE.L vs. RI.PA - Performance Comparison
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DGE.L vs. RI.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGE.L Diageo plc | -13.00% | -34.13% | -8.48% | -19.86% | -7.73% | 43.40% | -7.76% | 17.01% | 5.10% | 32.51% |
RI.PA Pernod Ricard SA | -12.72% | -25.41% | -32.13% | -12.55% | -6.56% | 28.90% | 5.80% | 6.94% | 11.54% | 35.86% |
Different Trading Currencies
DGE.L is traded in GBp, while RI.PA is traded in EUR. To make them comparable, the RI.PA values have been converted to GBp using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with DGE.L having a -13.00% return and RI.PA slightly higher at -12.72%. Over the past 10 years, DGE.L has outperformed RI.PA with an annualized return of -0.50%, while RI.PA has yielded a comparatively lower -0.75% annualized return.
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%
RI.PA
- 1D
- -0.86%
- 1M
- -17.58%
- YTD
- -12.72%
- 6M
- -20.54%
- 1Y
- -23.70%
- 3Y*
- -30.04%
- 5Y*
- -13.84%
- 10Y*
- -0.75%
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Return for Risk
DGE.L vs. RI.PA — Risk / Return Rank
DGE.L
RI.PA
DGE.L vs. RI.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Diageo plc (DGE.L) and Pernod Ricard SA (RI.PA). 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 | RI.PA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.96 | -0.76 | -0.20 |
Sortino ratioReturn per unit of downside risk | -1.26 | -1.00 | -0.27 |
Omega ratioGain probability vs. loss probability | 0.84 | 0.89 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | -0.84 | -0.55 | -0.29 |
Martin ratioReturn relative to average drawdown | -1.74 | -1.26 | -0.48 |
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 | RI.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.96 | -0.76 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.53 | -0.55 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.02 | -0.03 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.11 | +0.16 |
Correlation
The correlation between DGE.L and RI.PA is 0.61, 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. RI.PA - Dividend Comparison
DGE.L's dividend yield for the trailing twelve months is around 3.36%, less than RI.PA's 7.39% 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% |
RI.PA Pernod Ricard SA | 7.39% | 6.43% | 4.31% | 2.94% | 2.24% | 1.48% | 1.70% | 1.96% | 1.65% | 1.53% | 1.83% | 1.71% |
Drawdowns
DGE.L vs. RI.PA - Drawdown Comparison
The maximum DGE.L drawdown since its inception was -62.74%, smaller than the maximum RI.PA drawdown of -69.55%. Use the drawdown chart below to compare losses from any high point for DGE.L and RI.PA.
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Drawdown Indicators
| DGE.L | RI.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.74% | -68.87% | +6.13% |
Max Drawdown (1Y)Largest decline over 1 year | -35.78% | -40.07% | +4.29% |
Max Drawdown (5Y)Largest decline over 5 years | -62.74% | -68.87% | +6.13% |
Max Drawdown (10Y)Largest decline over 10 years | -62.74% | -68.87% | +6.13% |
Current DrawdownCurrent decline from peak | -61.85% | -66.98% | +5.13% |
Average DrawdownAverage peak-to-trough decline | -12.38% | -12.46% | +0.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.23% | 17.87% | -0.64% |
Volatility
DGE.L vs. RI.PA - Volatility Comparison
The current volatility for Diageo plc (DGE.L) is 7.19%, while Pernod Ricard SA (RI.PA) has a volatility of 12.84%. This indicates that DGE.L experiences smaller price fluctuations and is considered to be less risky than RI.PA 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 | RI.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.19% | 12.84% | -5.65% |
Volatility (6M)Calculated over the trailing 6-month period | 25.29% | 23.73% | +1.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.21% | 30.82% | -0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.83% | 24.88% | -2.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.28% | 22.81% | -0.53% |
Financials
DGE.L vs. RI.PA - 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