DEO vs MSCI

Comparison between Diageo plc (DEO, Company) and MSCI Inc (MSCI, Company).

DEO is from the Consumer Defensive sector, while MSCI is from the Financial Services sector.

5-Year PerformanceMSCI has outperformed DEO, delivering a return of +5.3% compared to -13.9%

DEO vs MSCI - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DEO(COMPANY)	MSCI(COMPANY)
Market Cap	$44B	$44B
Max Drawdown	67.37%	69.06%
Sharpe Ratio	-0.67	0.33
5Y Beta	0.39	0.71
Industry	Beverages - Wineries & Distilleries	Financial Data & Stock Exchanges
P/E Ratio	5.73	34.40
Forward P/E	12.27	30.21
PEG Ratio	0.10	1.64
Dividend Yield	4.06%	1.25%
5Y Dividends CAGR	-2.38%	24.94%
5Y EPS CAGR	19.20%	17.64%
Debt to Equity	208.59%	-230.84%
Free Cash Flow Yield	15.40%	3.52%
P/S Ratio	2.26	13.64
P/B Ratio	3.85	37.57

Market Cap

Winner

DEO

$44B

MSCI

$44B

Max Drawdown

Winner

DEO

67.37%

MSCI

69.06%

Sharpe Ratio

DEO

-0.67

Winner

MSCI

0.33

5Y Beta

Winner

DEO

0.39

MSCI

0.71

Industry

DEO

Beverages - Wineries & Distilleries

MSCI

Financial Data & Stock Exchanges

P/E Ratio

Winner

DEO

5.73

MSCI

34.40

Forward P/E

Winner

DEO

12.27

MSCI

30.21

PEG Ratio

Winner

DEO

0.10

MSCI

1.64

Dividend Yield

Winner

DEO

4.06%

MSCI

1.25%

5Y Dividends CAGR

DEO

-2.38%

Winner

MSCI

24.94%

5Y EPS CAGR

Winner

DEO

19.20%

MSCI

17.64%

Debt to Equity

DEO

208.59%

Winner

MSCI

-230.84%

Free Cash Flow Yield

Winner

DEO

15.40%

MSCI

3.52%

P/S Ratio

Winner

DEO

2.26

MSCI

13.64

P/B Ratio

Winner

DEO

3.85

MSCI

37.57

DEO vs MSCI - Historical Returns

Returns include dividend reinvestment.

Period	DEO	MSCI
1 month	-1.41%	+8.27%
3 months	+5.76%	+10.98%
6 months	-9.02%	+11.16%
1 year	-19.09%	+12.67%
5 years(CAGR)	-13.90%	+5.33%
10 years(CAGR)	+0.08%	+24.77%
Max(CAGR)	+5.88%	+19.31%

DEO

-1.41%

Winner

MSCI

+8.27%

DEO

+5.76%

Winner

MSCI

+10.98%

DEO

-9.02%

Winner

MSCI

+11.16%

DEO

-19.09%

Winner

MSCI

+12.67%

5Y(CAGR)

DEO

-13.90%

Winner

MSCI

+5.33%

10Y(CAGR)

DEO

+0.08%

Winner

MSCI

+24.77%

Max(CAGR)

DEO

+5.88%

Winner

MSCI

+19.31%

DEO vs MSCI - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	DEO	MSCI
2026	-6.62%	+8.40%
2025	-28.79%	-2.69%
2024	-9.08%	+9.21%
2023	-15.23%	+23.97%
2022	-17.68%	-21.13%
2021	+40.89%	+40.95%
2020	-2.29%	+69.23%
2019	+23.44%	+77.76%
2018	+0.18%	+16.88%
2017	+43.66%	+62.75%
2016	-0.77%	+12.99%
2015	+0.15%	+53.19%
2014	-8.43%	+10.40%
2013	+14.12%	+36.07%
2012	+35.09%	-5.55%
2011	+21.48%	-16.53%
2010	+10.83%	+21.83%
2009	+25.81%	+70.51%
2008	-31.11%	-47.53%
2007	+11.41%	+47.13%
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 MSCI 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 MSCI was -69.06%, occurring on Nov 20, 2008. Recovery took 750 trading sessions.

The current DEO drawdown is -58.96%. The current MSCI drawdown is -5.54%.

Rank	DEO	MSCI
#1	-63.43% Jan 4, 2022 - Mar 24, 2026	-69.06% Dec 31, 2007 - Dec 21, 2010
#2	-53.24% Nov 6, 2007 - May 6, 2011	-43.74% Nov 16, 2021 - Jun 1, 2026
#3	-41.12% Sep 4, 2019 - Apr 6, 2021	-36.06% Dec 27, 2010 - Sep 16, 2013
#4	-37.50% Nov 4, 1999 - Nov 3, 2000	-32.21% Feb 19, 2020 - Apr 27, 2020
#5	-29.67% May 6, 2002 - Dec 24, 2003	-25.58% Sep 4, 2018 - Feb 28, 2019
#6	-17.47% Jan 22, 2014 - May 4, 2017	-14.93% Jul 31, 2015 - Nov 2, 2015
#7	-15.24% Jan 2, 2001 - May 16, 2001	-14.85% Jul 18, 2019 - Nov 1, 2019
#8	-14.77% Jun 2, 2011 - Oct 21, 2011	-14.11% Aug 31, 2016 - Feb 3, 2017
#9	-14.15% Mar 1, 2004 - Nov 5, 2004	-13.71% Jul 27, 2020 - Nov 4, 2020
#10	-13.56% May 16, 2001 - Dec 21, 2001	-13.50% May 18, 2020 - Jul 6, 2020
#11	-11.38% Jul 20, 2018 - Jan 31, 2019	-13.49% Sep 18, 2014 - Nov 24, 2014
#12	-10.64% Dec 4, 2000 - Dec 26, 2000	-13.30% Dec 29, 2015 - Feb 22, 2016
#13	-10.20% May 2, 2012 - Jul 2, 2012	-13.21% Jan 12, 2021 - Apr 12, 2021
#14	-10.09% Apr 2, 2013 - Aug 2, 2013	-12.38% Mar 12, 2014 - Jul 1, 2014
#15	-9.51% May 5, 2005 - Sep 6, 2005	-11.20% Sep 24, 2021 - Oct 29, 2021

Correlation

Correlation between DEO and MSCI is 0.72 which considered as a strong positive correlation - the stocks tend to move together.

0.72

-101

Dividend Comparison (2000 - 2026)

DEO vs MSCI dividend yield comparison.

Year	DEO	MSCI
2026	0.99%	0.67%
2025	4.80%	1.25%
2024	3.26%	1.07%
2023	2.77%	0.98%
2022	2.16%	0.98%
2021	1.82%	0.59%
2020	2.29%	0.65%
2019	2.07%	0.98%
2018	2.51%	1.30%
2017	2.18%	1.04%
2016	3.00%	1.27%
2015	3.13%	1.11%
2014	4.85%	0.38%
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%