RI.PA vs. DGE.L
Compare and contrast key facts about Pernod Ricard SA (RI.PA) and Diageo plc (DGE.L).
Performance
RI.PA vs. DGE.L - Performance Comparison
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RI.PA vs. DGE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RI.PA Pernod Ricard SA | -13.02% | -29.20% | -28.90% | -10.77% | -11.15% | 37.02% | 0.14% | 13.37% | 10.45% | 30.30% |
DGE.L Diageo plc | -12.66% | -37.56% | -4.06% | -18.16% | -12.48% | 52.73% | -12.77% | 24.45% | 3.81% | 27.29% |
Different Trading Currencies
RI.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
The year-to-date returns for both investments are quite close, with RI.PA having a -13.02% return and DGE.L slightly higher at -12.66%. Over the past 10 years, RI.PA has underperformed DGE.L with an annualized return of -1.63%, while DGE.L has yielded a comparatively higher -1.31% annualized return.
RI.PA
- 1D
- -1.00%
- 1M
- -17.83%
- YTD
- -13.02%
- 6M
- -20.94%
- 1Y
- -27.15%
- 3Y*
- -29.93%
- 5Y*
- -14.31%
- 10Y*
- -1.63%
DGE.L
- 1D
- 0.48%
- 1M
- -13.04%
- YTD
- -12.66%
- 6M
- -19.85%
- 1Y
- -31.96%
- 3Y*
- -24.78%
- 5Y*
- -12.38%
- 10Y*
- -1.31%
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Return for Risk
RI.PA vs. DGE.L — Risk / Return Rank
RI.PA
DGE.L
RI.PA vs. DGE.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pernod Ricard SA (RI.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.
| RI.PA | DGE.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.89 | -1.05 | +0.16 |
Sortino ratioReturn per unit of downside risk | -1.23 | -1.43 | +0.20 |
Omega ratioGain probability vs. loss probability | 0.86 | 0.82 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | -0.60 | -0.88 | +0.27 |
Martin ratioReturn relative to average drawdown | -1.35 | -1.70 | +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. | |||
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Sharpe Ratios by Period
| RI.PA | DGE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.89 | -1.05 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.58 | -0.54 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.07 | -0.06 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.13 | +0.14 |
Correlation
The correlation between RI.PA and DGE.L is 0.60, 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
RI.PA vs. DGE.L - Dividend Comparison
RI.PA's dividend yield for the trailing twelve months is around 7.39%, more than DGE.L's 3.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RI.PA Pernod Ricard SA | 7.39% | 6.43% | 4.31% | 2.94% | 2.24% | 1.48% | 1.70% | 1.96% | 1.65% | 1.53% | 1.83% | 1.71% |
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
RI.PA vs. DGE.L - Drawdown Comparison
The maximum RI.PA drawdown since its inception was -68.87%, 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 RI.PA and DGE.L.
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Drawdown Indicators
| RI.PA | DGE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.87% | -62.74% | -6.13% |
Max Drawdown (1Y)Largest decline over 1 year | -40.07% | -35.78% | -4.29% |
Max Drawdown (5Y)Largest decline over 5 years | -68.87% | -62.74% | -6.13% |
Max Drawdown (10Y)Largest decline over 10 years | -68.87% | -62.74% | -6.13% |
Current DrawdownCurrent decline from peak | -66.98% | -61.85% | -5.13% |
Average DrawdownAverage peak-to-trough decline | -12.46% | -12.38% | -0.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.87% | 17.23% | +0.64% |
Volatility
RI.PA vs. DGE.L - Volatility Comparison
Pernod Ricard SA (RI.PA) has a higher volatility of 12.60% compared to Diageo plc (DGE.L) at 7.08%. This indicates that RI.PA'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.
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Volatility by Period
| RI.PA | DGE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.60% | 7.08% | +5.52% |
Volatility (6M)Calculated over the trailing 6-month period | 23.29% | 25.22% | -1.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.10% | 30.35% | -0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.19% | 23.11% | +1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.84% | 22.84% | -1.00% |
Financials
RI.PA vs. DGE.L - Financials Comparison
This section allows you to compare key financial metrics between Pernod Ricard SA 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