DEO vs JPM-P-J

Comparison between Diageo plc (DEO, Company) and JPMorgan Chase & Company (JPM-P-J, Company).

5-Year PerformanceJPM-P-J has outperformed DEO, delivering a return of -1.4% compared to -10.8%

DEO vs JPM-P-J - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DEO(COMPANY)	JPM-P-J(COMPANY)
Market Cap	$52B	$53B
Max Drawdown	67.37%	33.67%
Sharpe Ratio	-0.44	-0.91
5Y Beta	0.36	N/A
Industry	Beverages - Wineries & Distilleries	Other
P/E Ratio	6.74	0.89
Forward P/E	13.76	N/A
PEG Ratio	0.12	0.09
Dividend Yield	2.13%	N/A
5Y Dividends CAGR	-2.38%	4.56%
5Y EPS CAGR	19.20%	15.42%
Debt to Equity	208.59%	18.69%
Free Cash Flow Yield	13.08%	N/A
P/S Ratio	2.70	N/A
P/B Ratio	4.97	N/A

Market Cap

DEO

$52B

Winner

JPM-P-J

$53B

Max Drawdown

DEO

67.37%

Winner

JPM-P-J

33.67%

Sharpe Ratio

Winner

DEO

-0.44

JPM-P-J

-0.91

5Y Beta

DEO

0.36

JPM-P-J

N/A

Industry

DEO

Beverages - Wineries & Distilleries

JPM-P-J

Other

P/E Ratio

DEO

6.74

Winner

JPM-P-J

0.89

Forward P/E

DEO

13.76

JPM-P-J

N/A

PEG Ratio

DEO

0.12

Winner

JPM-P-J

0.09

Dividend Yield

DEO

2.13%

JPM-P-J

N/A

5Y Dividends CAGR

DEO

-2.38%

Winner

JPM-P-J

4.56%

5Y EPS CAGR

Winner

DEO

19.20%

JPM-P-J

15.42%

Debt to Equity

DEO

208.59%

Winner

JPM-P-J

18.69%

Free Cash Flow Yield

DEO

13.08%

JPM-P-J

N/A

P/S Ratio

DEO

2.70

JPM-P-J

N/A

P/B Ratio

DEO

4.97

JPM-P-J

N/A

DEO vs JPM-P-J - Historical Returns

Returns include dividend reinvestment.

Period	DEO	JPM-P-J
1 month	+13.25%	-2.22%
3 months	+10.05%	-1.31%
6 months	-4.81%	-5.91%
1 year	-14.33%	-3.08%
5 years(CAGR)	-10.76%	-1.42%
10 years(CAGR)	+0.54%	N/A
Max(CAGR)	+6.48%	+0.98%

Winner

DEO

+13.25%

JPM-P-J

-2.22%

Winner

DEO

+10.05%

JPM-P-J

-1.31%

Winner

DEO

-4.81%

JPM-P-J

-5.91%

DEO

-14.33%

Winner

JPM-P-J

-3.08%

5Y(CAGR)

DEO

-10.76%

Winner

JPM-P-J

-1.42%

10Y(CAGR)

DEO

+0.54%

JPM-P-J

N/A

Max(CAGR)

Winner

DEO

+6.48%

JPM-P-J

+0.98%

DEO vs JPM-P-J - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	DEO	JPM-P-J
2026	+9.71%	-4.35%
2025	-28.79%	+0.17%
2024	-9.08%	+5.32%
2023	-15.23%	+14.99%
2022	-17.68%	-22.63%
2021	+40.89%	+0.30%
2020	-2.29%	+12.04%
2019	+23.44%	+3.12%
2018	+0.18%	N/A
2017	+43.66%	N/A
2016	-0.77%	N/A
2015	+0.15%	N/A
2014	-8.43%	N/A
2013	+14.12%	N/A
2012	+35.09%	N/A
2011	+21.48%	N/A
2010	+10.83%	N/A
2009	+25.81%	N/A
2008	-31.11%	N/A
2007	+11.41%	N/A
2006	+37.70%	N/A
2005	+5.44%	N/A
2004	+11.85%	N/A
2003	+23.84%	N/A
2002	-1.98%	N/A
2001	+6.81%	N/A
2000	+44.23%	N/A
1999	-19.88%	N/A

DEO vs JPM-P-J Drawdown Comparison

The maximum drawdown for DEO was -63.43%, occurring on Mar 24, 2026. This drawdown has not yet recovered.

The maximum drawdown for JPM-P-J was -26.05%, occurring on Nov 7, 2022. Recovery took 799 trading sessions.

The current DEO drawdown is -51.78%. The current JPM-P-J drawdown is -12.81%.

Rank	DEO	JPM-P-J
#1	-63.43% Jan 4, 2022 - Mar 24, 2026	-26.05% Jul 7, 2021 - Sep 10, 2024
#2	-53.24% Nov 6, 2007 - May 6, 2011	-24.89% Feb 14, 2020 - Jul 20, 2020
#3	-41.12% Sep 4, 2019 - Apr 6, 2021	-15.34% Sep 20, 2024 - May 21, 2025
#4	-37.50% Nov 4, 1999 - Nov 3, 2000	-6.67% Dec 21, 2020 - Jun 30, 2021
#5	-29.67% May 6, 2002 - Dec 24, 2003	-3.50% Jul 31, 2020 - Oct 15, 2020
#6	-17.47% Jan 22, 2014 - May 4, 2017	-2.72% Oct 15, 2020 - Nov 23, 2020
#7	-15.24% Jan 2, 2001 - May 16, 2001	-1.41% Nov 24, 2020 - Dec 8, 2020
#8	-14.77% Jun 2, 2011 - Oct 21, 2011	-1.23% Nov 1, 2019 - Nov 19, 2019
#9	-14.15% Mar 1, 2004 - Nov 5, 2004	-1.12% Jan 3, 2020 - Jan 30, 2020
#10	-13.56% May 16, 2001 - Dec 21, 2001	-0.48% Nov 27, 2019 - Dec 11, 2019
#11	-11.38% Jul 20, 2018 - Jan 31, 2019	-0.35% Dec 26, 2019 - Jan 2, 2020
#12	-10.64% Dec 4, 2000 - Dec 26, 2000	-0.29% Sep 17, 2024 - Sep 19, 2024
#13	-10.20% May 2, 2012 - Jul 2, 2012	-0.24% Nov 19, 2019 - Nov 27, 2019
#14	-10.09% Apr 2, 2013 - Aug 2, 2013	-0.15% Jun 30, 2021 - Jul 6, 2021
#15	-9.51% May 5, 2005 - Sep 6, 2005	-0.11% Feb 11, 2020 - Feb 14, 2020

Correlation

Correlation between DEO and JPM-P-J is -0.22 which considered as a very weak or no correlation - the stocks move independently of each other.

-0.22

-101

Dividend Comparison (2000 - 2026)

DEO vs JPM-P-J dividend yield comparison.

Year	DEO	JPM-P-J
2026	0.85%	4.78%
2025	4.80%	5.87%
2024	3.26%	5.56%
2023	2.77%	5.55%
2022	2.16%	6.17%
2021	1.82%	4.51%
2020	2.29%	4.57%
2019	2.07%	0.00%
2018	2.51%	0.00%
2017	2.18%	0.00%
2016	3.00%	0.00%
2015	3.13%	0.00%
2014	4.85%	0.00%
2013	2.26%	0.00%
2012	2.38%	0.00%
2011	2.97%	0.00%
2010	3.18%	0.00%
2009	3.26%	0.00%
2008	4.42%	0.00%
2007	3.06%	0.00%
2006	2.86%	0.00%
2005	3.66%	0.00%
2004	3.49%	0.00%
2003	3.17%	0.00%
2002	3.29%	0.00%
2001	2.79%	0.00%
2000	3.01%	0.00%