HEINY vs. DEO

Last updated Apr 2, 2026

Compare and contrast key facts about Heineken NV ADR (HEINY) and Diageo plc (DEO).

Performance

HEINY vs. DEO - Performance Comparison

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

HEINY vs. DEO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HEINY Heineken NV ADR	-4.12%	18.20%	-29.20%	10.55%	-15.50%	2.22%	5.70%	23.24%	-14.46%	41.15%
DEO Diageo plc	-13.49%	-29.31%	-10.09%	-16.28%	-17.40%	41.72%	-3.26%	21.39%	-0.43%	44.13%

Fundamentals

Market Cap HEINY : $43.86B DEO : $41.62B
EPS HEINY : $2.55 DEO : $9.85
PE Ratio HEINY : 15.35 DEO : 7.57
PS Ratio HEINY : 0.75 DEO : 1.11
PB Ratio HEINY : 2.44 DEO : 4.83
Total Revenue (TTM) HEINY : $58.47B DEO : $37.37B
Gross Profit (TTM) HEINY : $17.32B DEO : $22.42B
EBITDA (TTM) HEINY : $11.16B DEO : $10.72B

Returns By Period

In the year-to-date period, HEINY achieves a -4.12% return, which is significantly higher than DEO's -13.49% return. Over the past 10 years, HEINY has outperformed DEO with an annualized return of 0.17%, while DEO has yielded a comparatively lower -1.13% annualized return.

HEINY

• 1D: 1.66%
• 1M: -12.50%
• YTD: -4.12%
• 6M: 0.10%
• 1Y: -0.03%
• 3Y*: -8.11%
• 5Y*: -3.84%
• 10Y*: 0.17%

DEO

• 1D: 0.24%
• 1M: -13.75%
• YTD: -13.49%
• 6M: -20.67%
• 1Y: -26.72%
• 3Y*: -23.44%
• 5Y*: -12.72%
• 10Y*: -1.13%

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

Return for Risk

HEINY vs. DEO — Risk / Return Rank

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

HEINY

HEINY Risk / Return Rank: 36
HEINY Sharpe Ratio Rank: 39
HEINY Sortino Ratio Rank: 33
HEINY Omega Ratio Rank: 33
HEINY Calmar Ratio Rank: 38
HEINY Martin Ratio Rank: 38

DEO

DEO Risk / Return Rank: 9
DEO Sharpe Ratio Rank: 7
DEO Sortino Ratio Rank: 10
DEO Omega Ratio Rank: 10
DEO Calmar Ratio Rank: 14
DEO Martin Ratio Rank: 6

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.

HEINY vs. DEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Heineken NV ADR (HEINY) and Diageo plc (DEO). 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.

	HEINY	DEO	Difference
Sharpe ratio Return per unit of total volatility	-0.00	-0.84	+0.84
Sortino ratio Return per unit of downside risk	0.16	-1.04	+1.20
Omega ratio Gain probability vs. loss probability	1.02	0.86	+0.16
Calmar ratio Return relative to maximum drawdown	-0.08	-0.75	+0.68
Martin ratio Return relative to average drawdown	-0.15	-1.63	+1.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HEINY vs. DEO - Sharpe Ratio Comparison

The current HEINY Sharpe Ratio is -0.00, which is higher than the DEO Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of HEINY and DEO, 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

	HEINY	DEO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.00	-0.84	+0.84
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.16	-0.53	+0.37
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.01	-0.05	+0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.13	0.28	-0.15

Correlation

The correlation between HEINY and DEO is 0.57, 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

HEINY vs. DEO - Dividend Comparison

HEINY's dividend yield for the trailing twelve months is around 2.67%, less than DEO's 3.38% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HEINY Heineken NV ADR	2.67%	2.56%	2.63%	2.03%	1.71%	0.96%	0.83%	1.41%	1.67%	1.17%	1.68%	1.23%
DEO Diageo plc	3.38%	4.80%	3.26%	2.77%	2.16%	1.82%	2.29%	2.07%	2.51%	2.18%	3.00%	3.13%

Drawdowns

HEINY vs. DEO - Drawdown Comparison

The maximum HEINY drawdown since its inception was -43.42%, smaller than the maximum DEO drawdown of -63.41%. Use the drawdown chart below to compare losses from any high point for HEINY and DEO.

Drawdown Indicators

	HEINY	DEO	Difference
Max Drawdown Largest peak-to-trough decline	-43.42%	-63.41%	+19.99%
Max Drawdown (1Y) Largest decline over 1 year	-20.87%	-35.75%	+14.88%
Max Drawdown (5Y) Largest decline over 5 years	-43.42%	-63.41%	+19.99%
Max Drawdown (10Y) Largest decline over 10 years	-43.42%	-63.41%	+19.99%
Current Drawdown Current decline from peak	-31.33%	-62.32%	+30.99%
Average Drawdown Average peak-to-trough decline	-12.90%	-12.72%	-0.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.02%	16.51%	-5.49%

Volatility

HEINY vs. DEO - Volatility Comparison

Heineken NV ADR (HEINY) and Diageo plc (DEO) have volatilities of 6.18% and 6.30%, 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

	HEINY	DEO	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.18%	6.30%	-0.12%
Volatility (6M) Calculated over the trailing 6-month period	15.43%	26.83%	-11.40%
Volatility (1Y) Calculated over the trailing 1-year period	23.93%	31.87%	-7.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.30%	24.25%	+0.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.92%	23.13%	-0.21%

Financials

HEINY vs. DEO - Profitability Comparison

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

HEINY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Heineken NV ADR reported a gross profit of 1.87B and revenue of 14.47B. Therefore, the gross margin over that period was 12.9%.

DEO - 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 4.72B and revenue of 7.73B. Therefore, the gross margin over that period was 61.0%.

HEINY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Heineken NV ADR reported an operating income of 1.87B and revenue of 14.47B, resulting in an operating margin of 12.9%.

DEO - 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 2.41B and revenue of 7.73B, resulting in an operating margin of 31.1%.

HEINY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Heineken NV ADR reported a net income of 1.13B and revenue of 14.47B, resulting in a net margin of 7.8%.

DEO - 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 1.48B and revenue of 7.73B, resulting in a net margin of 19.1%.