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PENN vs. BUD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PENN vs. BUD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Penn National Gaming, Inc. (PENN) and Anheuser-Busch InBev SA/NV (BUD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PENN achieves a 46.98% return, which is significantly higher than BUD's 31.39% return. Over the past 10 years, PENN has outperformed BUD with an annualized return of 4.00%, while BUD has yielded a comparatively lower -1.70% annualized return.


PENN

1D
2.22%
1M
33.83%
YTD
46.98%
6M
51.82%
1Y
38.89%
3Y*
-6.65%
5Y*
-23.70%
10Y*
4.00%

BUD

1D
0.78%
1M
2.46%
YTD
31.39%
6M
32.01%
1Y
18.48%
3Y*
16.08%
5Y*
2.63%
10Y*
-1.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PENN vs. BUD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PENN
Penn National Gaming, Inc.
46.98%-25.58%-23.83%-12.39%-42.72%-39.97%237.91%35.74%-39.90%127.19%
BUD
Anheuser-Busch InBev SA/NV
31.39%30.33%-21.37%9.04%0.09%-12.66%-13.97%27.69%-38.79%9.62%

Correlation

The correlation between PENN and BUD is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (10Y)
Calculated over the trailing 10-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2009

0.28

The correlation between PENN and BUD shifts across timeframes, from 0.12 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

PENN:

$2.89B

BUD:

$163.97B

EPS

PENN:

-$6.84

BUD:

$6.15

PS Ratio

PENN:

0.43

BUD:

1.37

PB Ratio

PENN:

1.58

BUD:

1.88

Total Revenue (TTM)

PENN:

$7.07B

BUD:

$120.38B

Gross Profit (TTM)

PENN:

$2.10B

BUD:

$67.02B

EBITDA (TTM)

PENN:

-$131.70M

BUD:

$35.48B

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Return for Risk

PENN vs. BUD — Risk / Return Rank

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

PENN
PENN Risk / Return Rank: 6161
Overall Rank
PENN Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
PENN Sortino Ratio Rank: 6363
Sortino Ratio Rank
PENN Omega Ratio Rank: 6060
Omega Ratio Rank
PENN Calmar Ratio Rank: 6060
Calmar Ratio Rank
PENN Martin Ratio Rank: 5858
Martin Ratio Rank

BUD
BUD Risk / Return Rank: 6161
Overall Rank
BUD Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
BUD Sortino Ratio Rank: 5656
Sortino Ratio Rank
BUD Omega Ratio Rank: 6262
Omega Ratio Rank
BUD Calmar Ratio Rank: 6262
Calmar Ratio Rank
BUD Martin Ratio Rank: 6060
Martin Ratio Rank
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.

PENN vs. BUD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Penn National Gaming, Inc. (PENN) and Anheuser-Busch InBev SA/NV (BUD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PENNBUDDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

+0.29

Omega ratioGain probability vs. loss probability

1.15

1.16

0.00

Calmar ratioReturn relative to maximum drawdown

0.74

0.88

-0.14

Martin ratioReturn relative to average drawdown

1.43

1.66

-0.23

PENN vs. BUD - Sharpe Ratio Comparison

The current PENN Sharpe Ratio is 0.60, which is comparable to the BUD Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of PENN and BUD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PENN vs. BUD - Drawdown Comparison

The maximum PENN drawdown since its inception was -91.38%, which is greater than BUD's maximum drawdown of -70.02%. Use the drawdown chart below to compare losses from any high point for PENN and BUD.


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Drawdown Indicators


PENNBUDDifference

Max Drawdown

Largest peak-to-trough decline

-91.38%

-70.02%

-21.36%

Max Drawdown (1Y)

Largest decline over 1 year

-42.55%

-20.12%

-22.43%

Max Drawdown (3Y)

Largest decline over 3 years

-57.42%

-31.55%

-25.87%

Max Drawdown (5Y)

Largest decline over 5 years

-86.14%

-42.34%

-43.80%

Max Drawdown (10Y)

Largest decline over 10 years

-91.38%

-70.02%

-21.36%

Current Drawdown

Current decline from peak

-84.11%

-22.81%

-61.30%

Average Drawdown

Average peak-to-trough decline

-33.91%

-23.45%

-10.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.12%

10.86%

+11.26%

Volatility

PENN vs. BUD - Volatility Comparison

Penn National Gaming, Inc. (PENN) has a higher volatility of 16.21% compared to Anheuser-Busch InBev SA/NV (BUD) at 6.20%. This indicates that PENN's price experiences larger fluctuations and is considered to be riskier than BUD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PENNBUDDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.21%

6.20%

+10.01%

Volatility (6M)

Calculated over the trailing 6-month period

42.22%

17.97%

+24.25%

Volatility (1Y)

Calculated over the trailing 1-year period

52.75%

26.38%

+26.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.21%

24.90%

+29.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.49%

27.65%

+33.84%

Dividends

PENN vs. BUD - Dividend Comparison

PENN has not paid dividends to shareholders, while BUD's dividend yield for the trailing twelve months is around 1.62%.


PositionTTM20252024202320222021202020192018201720162015
BUD
Anheuser-Busch InBev SA/NV
1.62%1.91%1.74%1.28%0.88%0.98%0.79%2.45%5.15%3.63%5.41%3.21%
PENN
Penn National Gaming, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

PENN vs. BUD - Financials Comparison

This section allows you to compare key financial metrics between Penn National Gaming, Inc. and Anheuser-Busch InBev SA/NV. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00B10.00B15.00B20.00B25.00B30.00B35.00B20222023202420252026
1.78B
30.61B
(PENN) Total Revenue
(BUD) Total Revenue
Values in USD except per share items

PENN vs. BUD - Profitability Comparison

The chart below illustrates the profitability comparison between Penn National Gaming, Inc. and Anheuser-Busch InBev SA/NV over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%20222023202420252026
29.5%
55.9%
Portfolio components
PENN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Penn National Gaming, Inc. reported a gross profit of 524.80M and revenue of 1.78B. Therefore, the gross margin over that period was 29.5%.

BUD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Anheuser-Busch InBev SA/NV reported a gross profit of 17.10B and revenue of 30.61B. Therefore, the gross margin over that period was 55.9%.

PENN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Penn National Gaming, Inc. reported an operating income of 97.10M and revenue of 1.78B, resulting in an operating margin of 5.5%.

BUD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Anheuser-Busch InBev SA/NV reported an operating income of 80.56M and revenue of 30.61B, resulting in an operating margin of 0.3%.

PENN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Penn National Gaming, Inc. reported a net income of -2.30M and revenue of 1.78B, resulting in a net margin of -0.1%.

BUD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Anheuser-Busch InBev SA/NV reported a net income of 3.01B and revenue of 30.61B, resulting in a net margin of 9.8%.


Frequently Asked Questions


PENN and BUD have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PENN has higher volatility (16.21%) compared to BUD (6.20%). In terms of maximum drawdown, PENN dropped -91.38% vs BUD's -70.02%.

BUD currently has the higher Sharpe Ratio (0.67 vs 0.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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