LPE.PA vs. DGE.L
LPE.PA (Laurent-Perrier S.A.) and DGE.L (Diageo plc) are both stocks. Both operate in the Beverages - Wineries & Distilleries industry within the Consumer Defensive sector. Over the past 10 years, LPE.PA returned 3.67%/yr vs -0.75%/yr for DGE.L. At a 0.12 correlation, their price movements are largely independent.
Performance
LPE.PA vs. DGE.L - Performance Comparison
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Different Trading Currencies
LPE.PA is traded in EUR, while DGE.L is traded in GBp. To make them comparable, the DGE.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, LPE.PA achieves a -0.22% return, which is significantly higher than DGE.L's -6.36% return. Over the past 10 years, LPE.PA has outperformed DGE.L with an annualized return of 3.67%, while DGE.L has yielded a comparatively lower -0.75% annualized return.
LPE.PA
- 1D
- 0.23%
- 1M
- 4.71%
- YTD
- -0.22%
- 6M
- -6.12%
- 1Y
- -4.20%
- 3Y*
- -10.09%
- 5Y*
- 1.48%
- 10Y*
- 3.67%
DGE.L
- 1D
- -0.04%
- 1M
- -6.19%
- YTD
- -6.36%
- 6M
- -10.09%
- 1Y
- -23.72%
- 3Y*
- -21.45%
- 5Y*
- -13.13%
- 10Y*
- -0.75%
LPE.PA vs. DGE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LPE.PA Laurent-Perrier S.A. | -0.22% | -11.44% | -13.37% | -8.25% | 31.06% | 39.34% | -12.94% | -6.82% | 15.20% | 17.31% |
DGE.L Diageo plc | -6.36% | -37.56% | -4.06% | -18.16% | -12.48% | 52.73% | -12.77% | 24.45% | 3.81% | 27.29% |
Correlation
The correlation between LPE.PA and DGE.L is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2007 | 0.12 |
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Return for Risk
LPE.PA vs. DGE.L — Risk / Return Rank
LPE.PA
DGE.L
LPE.PA vs. DGE.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Laurent-Perrier S.A. (LPE.PA) and Diageo plc (DGE.L). 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.
| LPE.PA | DGE.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.66 | ||
| Sortino ratioReturn per unit of downside risk | +0.95 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 0.86 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | -0.79 | +0.51 |
| Martin ratioReturn relative to average drawdown | -0.55 | -1.43 | +0.89 |
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
| LPE.PA | DGE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.21 | -0.87 | +0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | -0.56 | +0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | -0.03 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.16 | +0.03 |
Drawdowns
LPE.PA vs. DGE.L - Drawdown Comparison
The maximum LPE.PA drawdown since its inception was -71.77%, which is greater than DGE.L's maximum drawdown of -64.10%. Use the drawdown chart below to compare losses from any high point for LPE.PA and DGE.L.
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Drawdown Indicators
| LPE.PA | DGE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.77% | -64.10% | -7.67% |
Max Drawdown (1Y)Largest decline over 1 year | -15.92% | -33.96% | +18.04% |
Max Drawdown (3Y)Largest decline over 3 years | -34.03% | -57.47% | +23.44% |
Max Drawdown (5Y)Largest decline over 5 years | -38.20% | -64.10% | +25.90% |
Max Drawdown (10Y)Largest decline over 10 years | -38.20% | -64.10% | +25.90% |
Current DrawdownCurrent decline from peak | -33.25% | -60.75% | +27.50% |
Average DrawdownAverage peak-to-trough decline | -28.13% | -14.42% | -13.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.36% | 18.80% | -10.44% |
Volatility
LPE.PA vs. DGE.L - Volatility Comparison
The current volatility for Laurent-Perrier S.A. (LPE.PA) is 6.88%, while Diageo plc (DGE.L) has a volatility of 9.84%. This indicates that LPE.PA experiences smaller price fluctuations and is considered to be less risky than DGE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LPE.PA | DGE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.88% | 9.84% | -2.96% |
Volatility (6M)Calculated over the trailing 6-month period | 17.04% | 24.76% | -7.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.64% | 31.13% | -9.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.14% | 23.48% | -1.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.71% | 23.06% | -1.35% |
Dividends
LPE.PA vs. DGE.L - Dividend Comparison
LPE.PA's dividend yield for the trailing twelve months is around 2.36%, less than DGE.L's 4.19% 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% |
LPE.PA Laurent-Perrier S.A. | 2.36% | 2.35% | 2.04% | 1.65% | 0.90% | 0.97% | 1.37% | 1.32% | 1.11% | 1.26% | 1.46% | 1.20% |
Financials
LPE.PA vs. DGE.L - Financials Comparison
This section allows you to compare key financial metrics between Laurent-Perrier S.A. and Diageo plc. 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
Frequently Asked Questions
LPE.PA and DGE.L have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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