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PRNDY vs. BA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PRNDY vs. BA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pernod Ricard SA. (PRNDY) and BAE Systems plc (BA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

PRNDY is traded in USD, while BA.L is traded in GBp. To make them comparable, the BA.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, PRNDY achieves a -18.02% return, which is significantly lower than BA.L's 10.60% return.


PRNDY

1D
-2.02%
1M
-4.65%
YTD
-18.02%
6M
-22.25%
1Y
-27.56%
3Y*
-28.67%
5Y*
10Y*

BA.L

1D
-0.71%
1M
-7.59%
YTD
10.60%
6M
16.24%
1Y
-2.85%
3Y*
31.88%
5Y*
30.70%
10Y*
17.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRNDY vs. BA.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PRNDY
Pernod Ricard SA.
-18.02%-19.27%-33.61%-7.89%-17.06%3.67%
BA.L
BAE Systems plc
10.60%63.60%4.12%40.34%43.72%-3.94%

Correlation

The correlation between PRNDY and BA.L is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.03

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

0.07

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2021

0.10

The correlation between PRNDY and BA.L shifts across timeframes, from -0.03 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

PRNDY:

$17.72B

BA.L:

£57.64B

EPS

PRNDY:

$1.98

BA.L:

£1.33

PE Ratio

PRNDY:

7.09

BA.L:

14.33

PEG Ratio

PRNDY:

0.63

BA.L:

2.29

PS Ratio

PRNDY:

0.84

BA.L:

1.05

PB Ratio

PRNDY:

1.15

BA.L:

4.89

Total Revenue (TTM)

PRNDY:

$21.18B

BA.L:

£54.65B

Gross Profit (TTM)

PRNDY:

$12.50B

BA.L:

£4.75B

EBITDA (TTM)

PRNDY:

$6.13B

BA.L:

£7.55B

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Return for Risk

PRNDY vs. BA.L — Risk / Return Rank

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

PRNDY
PRNDY Risk / Return Rank: 1212
Overall Rank
PRNDY Sharpe Ratio Rank: 77
Sharpe Ratio Rank
PRNDY Sortino Ratio Rank: 99
Sortino Ratio Rank
PRNDY Omega Ratio Rank: 1010
Omega Ratio Rank
PRNDY Calmar Ratio Rank: 1717
Calmar Ratio Rank
PRNDY Martin Ratio Rank: 1414
Martin Ratio Rank

BA.L
BA.L Risk / Return Rank: 3535
Overall Rank
BA.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
BA.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
BA.L Omega Ratio Rank: 3232
Omega Ratio Rank
BA.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
BA.L Martin Ratio Rank: 3636
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.

PRNDY vs. BA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pernod Ricard SA. (PRNDY) and BAE Systems plc (BA.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.


PRNDYBA.LDifference

Sharpe ratio

Return per unit of total volatility

-0.86

-0.09

-0.77

Sortino ratio

Return per unit of downside risk

-1.16

0.09

-1.25

Omega ratio

Gain probability vs. loss probability

0.86

1.01

-0.15

Calmar ratio

Return relative to maximum drawdown

-0.67

-0.13

-0.54

Martin ratio

Return relative to average drawdown

-1.21

-0.28

-0.93

PRNDY vs. BA.L - Sharpe Ratio Comparison

The current PRNDY Sharpe Ratio is -0.86, which is lower than the BA.L Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of PRNDY and BA.L, 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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Sharpe Ratios by Period


PRNDYBA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.86

-0.09

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.76

0.38

-1.14

Drawdowns

PRNDY vs. BA.L - Drawdown Comparison

The maximum PRNDY drawdown since its inception was -67.59%, which is greater than BA.L's maximum drawdown of -57.18%. Use the drawdown chart below to compare losses from any high point for PRNDY and BA.L.


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Drawdown Indicators


PRNDYBA.LDifference

Max Drawdown

Largest peak-to-trough decline

-67.59%

-57.18%

-10.41%

Max Drawdown (1Y)

Largest decline over 1 year

-41.41%

-22.64%

-18.77%

Max Drawdown (3Y)

Largest decline over 3 years

-66.31%

-22.64%

-43.67%

Max Drawdown (5Y)

Largest decline over 5 years

-22.64%

Max Drawdown (10Y)

Largest decline over 10 years

-41.57%

Current Drawdown

Current decline from peak

-66.64%

-18.06%

-48.58%

Average Drawdown

Average peak-to-trough decline

-32.41%

-18.51%

-13.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.86%

10.24%

+12.62%

Volatility

PRNDY vs. BA.L - Volatility Comparison

The current volatility for Pernod Ricard SA. (PRNDY) is 8.26%, while BAE Systems plc (BA.L) has a volatility of 10.46%. This indicates that PRNDY experiences smaller price fluctuations and is considered to be less risky than BA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRNDYBA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.26%

10.46%

-2.20%

Volatility (6M)

Calculated over the trailing 6-month period

24.28%

24.58%

-0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

31.99%

31.12%

+0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.34%

27.06%

+0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.34%

26.85%

+0.49%

Dividends

PRNDY vs. BA.L - Dividend Comparison

PRNDY's dividend yield for the trailing twelve months is around 7.86%, more than BA.L's 0.72% yield.


PositionTTM20252024202320222021202020192018201720162015
BA.L
BAE Systems plc
0.72%1.99%2.69%2.53%2.99%4.40%4.75%4.00%4.79%3.75%3.57%4.14%
PRNDY
Pernod Ricard SA.
7.86%6.44%4.53%2.86%2.10%0.83%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

PRNDY vs. BA.L - Financials Comparison

This section allows you to compare key financial metrics between Pernod Ricard SA. and BAE Systems 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.


Quarterly
Annual

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


4.00B6.00B8.00B10.00B12.00B14.00B20212022202320242025
5.21B
14.77B
(PRNDY) Total Revenue
(BA.L) Total Revenue
Please note, different currencies. PRNDY values in USD, BA.L values in GBp

PRNDY vs. BA.L - Profitability Comparison

The chart below illustrates the profitability comparison between Pernod Ricard SA. and BAE Systems plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%60.0%20212022202320242025
59.3%
9.2%
Portfolio components
PRNDY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Pernod Ricard SA. reported a gross profit of 3.09B and revenue of 5.21B. Therefore, the gross margin over that period was 59.3%.

BA.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, BAE Systems plc reported a gross profit of 1.35B and revenue of 14.77B. Therefore, the gross margin over that period was 9.2%.

PRNDY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Pernod Ricard SA. reported an operating income of 1.60B and revenue of 5.21B, resulting in an operating margin of 30.7%.

BA.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, BAE Systems plc reported an operating income of 1.35B and revenue of 14.77B, resulting in an operating margin of 9.2%.

PRNDY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Pernod Ricard SA. reported a net income of 967.78M and revenue of 5.21B, resulting in a net margin of 18.6%.

BA.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, BAE Systems plc reported a net income of 1.09B and revenue of 14.77B, resulting in a net margin of 7.4%.


Frequently Asked Questions


PRNDY and BA.L have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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