SAM vs. DEO
SAM (The Boston Beer Company, Inc.) and DEO (Diageo plc) are both stocks. Both are in the Consumer Defensive sector — SAM in Beverages - Brewers, DEO in Beverages - Wineries & Distilleries. Over the past 10 years, SAM returned 0.18%/yr vs -0.14%/yr for DEO. Their 0.22 correlation means their historical movements had little consistent relationship.
Performance
SAM vs. DEO - Performance Comparison
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Returns By Period
In the year-to-date period, SAM achieves a -6.11% return, which is significantly lower than DEO's 3.11% return. Over the past 10 years, SAM has outperformed DEO with an annualized return of 0.18%, while DEO has yielded a comparatively lower -0.14% annualized return.
SAM
- 1D
- -1.14%
- 1M
- -0.23%
- 6M
- -14.24%
- YTD
- -6.11%
- 1Y
- -12.56%
- 3Y*
- -20.69%
- 5Y*
- -23.73%
- 10Y*
- 0.18%
- ALL TIME*
- 6.45%
DEO
- 1D
- -1.12%
- 1M
- 7.18%
- 6M
- -4.15%
- YTD
- 3.11%
- 1Y
- -6.34%
- 3Y*
- -17.93%
- 5Y*
- -12.60%
- 10Y*
- -0.14%
- ALL TIME*
- 7.45%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
DEO Diageo plc | $88.28M | $81.71M | $94.75M |
| $65.07M | $60.97M | $58.62M |
SAM vs. DEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAM The Boston Beer Company, Inc. | -6.11% | -34.95% | -13.20% | 4.88% | -34.76% | -49.20% | 163.14% | 56.89% | 26.03% | 12.51% |
DEO Diageo plc | 3.11% | -29.31% | -10.09% | -16.28% | -17.40% | 41.72% | -3.26% | 21.39% | -0.43% | 44.13% |
Correlation
The correlation between SAM and DEO is 0.41, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.41 |
Correlation (3Y) Balances recent behavior with more history. | 0.40 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.38 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.30 |
Correlation (All Time) Calculated using the full available price history since May 13, 1996 | 0.22 |
The correlation between SAM and DEO shifts across timeframes, from 0.22 (all time) to 0.41 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
SAM:
$1.91B
DEO:
$48.95B
SAM:
-$6.63
DEO:
£9.85
SAM:
0.93
DEO:
0.98
SAM:
2.66
DEO:
4.24
SAM:
$2.09B
DEO:
£37.37B
SAM:
$941.13M
DEO:
£22.42B
SAM:
$8.16M
DEO:
£10.72B
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Return for Risk
SAM vs. DEO — Risk / Return Rank
SAM
DEO
SAM vs. DEO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Boston Beer Company, Inc. (SAM) and Diageo plc (DEO). 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.
| SAM | DEO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 0.99 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.30 | -0.19 | -0.11 |
| Martin ratioReturn relative to average drawdown | -0.67 | -0.31 | -0.36 |
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Drawdowns
SAM vs. DEO - Drawdown Comparison
The maximum SAM drawdown since its inception was -87.67%, which is greater than DEO's maximum drawdown of -63.41%. Use the drawdown chart below to compare losses from any high point for SAM and DEO.
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Drawdown Indicators
| SAM | DEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.67% | -63.41% | -24.26% |
Max Drawdown (1Y)Largest decline over 1 year | -38.06% | -35.52% | -2.54% |
Max Drawdown (3Y)Largest decline over 3 years | -59.09% | -54.50% | -4.59% |
Max Drawdown (5Y)Largest decline over 5 years | -76.47% | -63.41% | -13.06% |
Max Drawdown (10Y)Largest decline over 10 years | -87.67% | -63.41% | -24.26% |
Current DrawdownCurrent decline from peak | -85.98% | -55.09% | -30.89% |
Average DrawdownAverage peak-to-trough decline | -40.92% | -13.22% | -27.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.16% | 21.94% | -4.78% |
Volatility
SAM vs. DEO - Volatility Comparison
The Boston Beer Company, Inc. (SAM) has a higher volatility of 12.47% compared to Diageo plc (DEO) at 9.50%. This indicates that SAM's price experiences larger fluctuations and is considered to be riskier than DEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAM | DEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.47% | 9.50% | +2.97% |
Volatility (6M)Calculated over the trailing 6-month period | 30.33% | 27.42% | +2.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.94% | 33.30% | +4.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.40% | 25.19% | +13.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.71% | 23.48% | +17.23% |
Dividends
SAM vs. DEO - Dividend Comparison
SAM has not paid dividends to shareholders, while DEO's dividend yield for the trailing twelve months is around 3.77%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEO Diageo plc | 3.77% | 4.80% | 3.26% | 2.77% | 2.16% | 1.82% | 2.29% | 2.07% | 2.51% | 2.18% | 3.00% | 3.13% |
SAM The Boston Beer Company, 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
SAM vs. DEO - Financials Comparison
This section allows you to compare key financial metrics between The Boston Beer Company, Inc. 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
SAM vs. DEO - Profitability Comparison
SAM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, The Boston Beer Company, Inc. reported a gross profit of 286.37M and revenue of 607.76M. Therefore, the gross margin over that period was 47.1%.
DEO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Diageo plc reported a gross profit of 4.72B and revenue of 7.73B. Therefore, the gross margin over that period was 61.0%.
SAM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, The Boston Beer Company, Inc. reported an operating income of 70.77M and revenue of 607.76M, resulting in an operating margin of 11.6%.
DEO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Diageo plc reported an operating income of 2.41B and revenue of 7.73B, resulting in an operating margin of 31.1%.
SAM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, The Boston Beer Company, Inc. reported a net income of 51.57M and revenue of 607.76M, resulting in a net margin of 8.5%.
DEO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Diageo plc reported a net income of 1.48B and revenue of 7.73B, resulting in a net margin of 19.1%.
Frequently Asked Questions
SAM and DEO have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SAM has higher volatility (12.47%) compared to DEO (9.50%). In terms of maximum drawdown, SAM dropped -87.67% vs DEO's -63.41%.
DEO currently has the higher Sharpe Ratio (-0.21 vs -0.31), 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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