SOBA.DE vs. DGE.L
SOBA.DE (AT&T Inc) and DGE.L (Diageo plc) are both stocks. SOBA.DE operates in Telecom Services (Communication Services), while DGE.L operates in Beverages - Wineries & Distilleries (Consumer Defensive). Over the past 10 years, SOBA.DE returned 3.25%/yr vs -0.75%/yr for DGE.L. At a 0.25 correlation, their price movements are largely independent.
Performance
SOBA.DE vs. DGE.L - Performance Comparison
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Different Trading Currencies
SOBA.DE 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
In the year-to-date period, SOBA.DE achieves a -4.55% return, which is significantly higher than DGE.L's -6.36% return. Over the past 10 years, SOBA.DE has outperformed DGE.L with an annualized return of 3.25%, while DGE.L has yielded a comparatively lower -0.75% annualized return.
SOBA.DE
- 1D
- -2.47%
- 1M
- -9.41%
- YTD
- -4.55%
- 6M
- -8.48%
- 1Y
- -15.55%
- 3Y*
- 16.46%
- 5Y*
- 7.31%
- 10Y*
- 3.25%
DGE.L
- 1D
- -0.04%
- 1M
- -6.19%
- YTD
- -6.36%
- 6M
- -10.09%
- 1Y
- -23.72%
- 3Y*
- -21.45%
- 5Y*
- -13.13%
- 10Y*
- -0.75%
SOBA.DE vs. DGE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SOBA.DE AT&T Inc | -4.55% | 0.13% | 51.97% | -6.98% | 11.12% | 1.68% | -28.34% | 51.95% | -19.40% | -14.33% |
DGE.L Diageo plc | -6.36% | -37.56% | -4.06% | -18.16% | -12.48% | 52.73% | -12.77% | 24.45% | 3.81% | 27.29% |
Correlation
The correlation between SOBA.DE and DGE.L is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2007 | 0.25 |
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Return for Risk
SOBA.DE vs. DGE.L — Risk / Return Rank
SOBA.DE
DGE.L
SOBA.DE vs. DGE.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AT&T Inc (SOBA.DE) 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.
| SOBA.DE | DGE.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 0.86 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | -0.79 | +0.10 |
| Martin ratioReturn relative to average drawdown | -1.45 | -1.43 | -0.02 |
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
| SOBA.DE | DGE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.67 | -0.87 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | -0.56 | +0.87 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.14 | -0.03 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.16 | 0.00 |
Drawdowns
SOBA.DE vs. DGE.L - Drawdown Comparison
The maximum SOBA.DE drawdown since its inception was -75.29%, 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 SOBA.DE and DGE.L.
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Drawdown Indicators
| SOBA.DE | DGE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.29% | -64.10% | -11.19% |
Max Drawdown (1Y)Largest decline over 1 year | -22.41% | -33.96% | +11.55% |
Max Drawdown (3Y)Largest decline over 3 years | -23.99% | -57.47% | +33.48% |
Max Drawdown (5Y)Largest decline over 5 years | -37.25% | -64.10% | +26.85% |
Max Drawdown (10Y)Largest decline over 10 years | -41.87% | -64.10% | +22.23% |
Current DrawdownCurrent decline from peak | -21.80% | -60.75% | +38.95% |
Average DrawdownAverage peak-to-trough decline | -38.29% | -14.42% | -23.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.64% | 18.80% | -8.16% |
Volatility
SOBA.DE vs. DGE.L - Volatility Comparison
The current volatility for AT&T Inc (SOBA.DE) is 5.80%, while Diageo plc (DGE.L) has a volatility of 9.84%. This indicates that SOBA.DE experiences smaller price fluctuations and is considered to be less risky 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
| SOBA.DE | DGE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 9.84% | -4.04% |
Volatility (6M)Calculated over the trailing 6-month period | 18.47% | 24.76% | -6.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.14% | 31.13% | -7.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.35% | 23.48% | -0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.88% | 23.06% | -0.18% |
Dividends
SOBA.DE vs. DGE.L - Dividend Comparison
SOBA.DE's dividend yield for the trailing twelve months is around 4.14%, less than DGE.L's 4.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGE.L Diageo plc | 4.19% | 4.92% | 3.12% | 2.80% | 2.09% | 1.80% | 2.43% | 2.14% | 2.34% | 2.28% | 2.81% | 3.04% |
SOBA.DE AT&T Inc | 4.14% | 4.06% | 4.01% | 5.84% | 6.34% | 9.15% | 9.05% | 5.90% | 7.77% | 6.17% | 4.87% | 6.01% |
Financials
SOBA.DE vs. DGE.L - Financials Comparison
This section allows you to compare key financial metrics between AT&T 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
Frequently Asked Questions
SOBA.DE and DGE.L have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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