IEO vs. DEO
Compare and contrast key facts about iShares U.S. Oil & Gas Exploration & Production ETF (IEO) and Diageo plc (DEO).
IEO is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Select Oil Exploration & Production Index. It was launched on May 5, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IEO or DEO.
Performance
IEO vs. DEO - Performance Comparison
Returns By Period
In the year-to-date period, IEO achieves a 7.08% return, which is significantly higher than DEO's -16.44% return. Over the past 10 years, IEO has outperformed DEO with an annualized return of 4.53%, while DEO has yielded a comparatively lower 2.56% annualized return.
IEO
7.08%
5.36%
-5.01%
9.42%
17.00%
4.53%
DEO
-16.44%
-15.24%
-15.43%
-13.72%
-3.77%
2.56%
Key characteristics
| IEO | DEO | |
|---|---|---|
| Sharpe Ratio | 0.32 | -0.74 |
| Sortino Ratio | 0.57 | -0.98 |
| Omega Ratio | 1.07 | 0.89 |
| Calmar Ratio | 0.32 | -0.35 |
| Martin Ratio | 0.65 | -1.41 |
| Ulcer Index | 10.14% | 10.63% |
| Daily Std Dev | 20.75% | 20.23% |
| Max Drawdown | -79.17% | -53.18% |
| Current Drawdown | -11.36% | -42.73% |
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Correlation
The correlation between IEO and DEO is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
IEO vs. DEO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Oil & Gas Exploration & Production ETF (IEO) 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.
Dividends
IEO vs. DEO - Dividend Comparison
IEO's dividend yield for the trailing twelve months is around 2.85%, less than DEO's 3.50% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEO iShares U.S. Oil & Gas Exploration & Production ETF | 2.85% | 3.00% | 3.77% | 2.62% | 3.17% | 1.85% | 1.67% | 0.94% | 0.98% | 2.03% | 1.30% | 0.88% |
DEO Diageo plc | 3.50% | 2.77% | 2.16% | 1.82% | 2.29% | 2.07% | 2.51% | 2.21% | 3.10% | 3.19% | 4.92% | 2.21% |
Drawdowns
IEO vs. DEO - Drawdown Comparison
The maximum IEO drawdown since its inception was -79.17%, which is greater than DEO's maximum drawdown of -53.18%. Use the drawdown chart below to compare losses from any high point for IEO and DEO. For additional features, visit the drawdowns tool.
Volatility
IEO vs. DEO - Volatility Comparison
iShares U.S. Oil & Gas Exploration & Production ETF (IEO) and Diageo plc (DEO) have volatilities of 6.32% and 6.03%, 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.