PRNDY vs. DGE.L

Last updated Apr 1, 2026

Compare and contrast key facts about Pernod Ricard SA. (PRNDY) and Diageo plc (DGE.L).

Performance

PRNDY vs. DGE.L - Performance Comparison

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

PRNDY vs. DGE.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
PRNDY Pernod Ricard SA.	-13.00%	-19.27%	-33.61%	-7.89%	-17.06%	3.67%
DGE.L Diageo plc	-14.38%	-29.16%	-10.00%	-15.63%	-17.59%	7.12%

Different Trading Currencies

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

Fundamentals

Market Cap PRNDY : $18.81B DGE.L : £31.14B
EPS PRNDY : $1.98 DGE.L : £2.47
PE Ratio PRNDY : 7.52 DGE.L : 5.65
PEG Ratio PRNDY : 0.66 DGE.L : 1.62
PS Ratio PRNDY : 0.89 DGE.L : 0.83
PB Ratio PRNDY : 1.22 DGE.L : 3.61
Total Revenue (TTM) PRNDY : $21.18B DGE.L : £37.44B
Gross Profit (TTM) PRNDY : $12.50B DGE.L : £22.46B
EBITDA (TTM) PRNDY : $6.13B DGE.L : £10.70B

Returns By Period

In the year-to-date period, PRNDY achieves a -13.00% return, which is significantly higher than DGE.L's -14.38% return.

PRNDY

• 1D: 0.00%
• 1M: -19.48%
• YTD: -13.00%
• 6M: -21.29%
• 1Y: -20.26%
• 3Y*: -28.02%
• 5Y*: —
• 10Y*: —

DGE.L

• 1D: -1.28%
• 1M: -17.57%
• YTD: -14.38%
• 6M: -20.51%
• 1Y: -27.08%
• 3Y*: -23.26%
• 5Y*: -12.78%
• 10Y*: -1.21%

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

Return for Risk

PRNDY vs. DGE.L — Risk / Return Rank

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

PRNDY

PRNDY Risk / Return Rank: 17
PRNDY Sharpe Ratio Rank: 14
PRNDY Sortino Ratio Rank: 15
PRNDY Omega Ratio Rank: 16
PRNDY Calmar Ratio Rank: 23
PRNDY Martin Ratio Rank: 15

DGE.L

DGE.L Risk / Return Rank: 8
DGE.L Sharpe Ratio Rank: 6
DGE.L Sortino Ratio Rank: 8
DGE.L Omega Ratio Rank: 9
DGE.L Calmar Ratio Rank: 12
DGE.L Martin Ratio Rank: 5

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. DGE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pernod Ricard SA. (PRNDY) 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.

	PRNDY	DGE.L	Difference
Sharpe ratio Return per unit of total volatility	-0.63	-0.88	+0.25
Sortino ratio Return per unit of downside risk	-0.77	-1.13	+0.37
Omega ratio Gain probability vs. loss probability	0.91	0.86	+0.05
Calmar ratio Return relative to maximum drawdown	-0.55	-0.78	+0.23
Martin ratio Return relative to average drawdown	-1.30	-1.66	+0.35
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PRNDY vs. DGE.L - Sharpe Ratio Comparison

The current PRNDY Sharpe Ratio is -0.63, which is comparable to the DGE.L Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of PRNDY and DGE.L, 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

	PRNDY	DGE.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.63	-0.88	+0.25
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.52	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.05	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.75	0.09	-0.84

Correlation

The correlation between PRNDY and DGE.L is 0.68, 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

PRNDY vs. DGE.L - Dividend Comparison

PRNDY's dividend yield for the trailing twelve months is around 7.41%, more than DGE.L's 3.36% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PRNDY Pernod Ricard SA.	7.41%	6.44%	4.53%	2.86%	2.10%	0.83%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DGE.L Diageo plc	3.36%	4.92%	3.12%	2.80%	2.09%	1.80%	2.43%	2.14%	2.34%	2.28%	2.81%	3.04%

Drawdowns

PRNDY vs. DGE.L - Drawdown Comparison

The maximum PRNDY drawdown since its inception was -67.59%, which is greater than DGE.L's maximum drawdown of -63.06%. Use the drawdown chart below to compare losses from any high point for PRNDY and DGE.L.

Drawdown Indicators

	PRNDY	DGE.L	Difference
Max Drawdown Largest peak-to-trough decline	-67.59%	-62.74%	-4.85%
Max Drawdown (1Y) Largest decline over 1 year	-41.41%	-35.78%	-5.63%
Max Drawdown (5Y) Largest decline over 5 years	—	-62.74%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-62.74%	—
Current Drawdown Current decline from peak	-64.60%	-61.82%	-2.78%
Average Drawdown Average peak-to-trough decline	-31.13%	-12.38%	-18.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.42%	17.10%	+0.32%

Volatility

PRNDY vs. DGE.L - Volatility Comparison

Pernod Ricard SA. (PRNDY) has a higher volatility of 13.97% compared to Diageo plc (DGE.L) at 7.08%. This indicates that PRNDY's price experiences larger fluctuations and is considered to be riskier than DGE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRNDY	DGE.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.97%	7.08%	+6.89%
Volatility (6M) Calculated over the trailing 6-month period	24.41%	25.03%	-0.62%
Volatility (1Y) Calculated over the trailing 1-year period	32.57%	30.85%	+1.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.35%	24.55%	+2.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.35%	23.64%	+3.71%

Financials

PRNDY vs. DGE.L - Profitability Comparison

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

PRNDY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 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%.

DGE.L - 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 4.77B and revenue of 7.81B. Therefore, the gross margin over that period was 61.0%.

PRNDY - Operating Margin

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

DGE.L - 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 2.43B and revenue of 7.81B, resulting in an operating margin of 31.1%.

PRNDY - Net Margin

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

DGE.L - 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 1.49B and revenue of 7.81B, resulting in a net margin of 19.1%.