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DEO vs SLF

Comparison between Diageo plc (DEO, Company) and Sun Life Financial Inc (SLF, Company).

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

5-Year PerformanceSLF has outperformed DEO, delivering a return of +14.4% compared to -13.2%

DEO vs SLF - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Market Cap
DEO
$45B
Winner
SLF
$45B
Max Drawdown
Winner
DEO
67.37%
SLF
80.09%
Sharpe Ratio
DEO
-0.59
Winner
SLF
1.45
5Y Beta
Winner
DEO
0.37
SLF
0.49
Industry
DEO
Beverages - Wineries & Distilleries
SLF
Insurance - Diversified
P/E Ratio
Winner
DEO
5.80
SLF
18.99
Forward P/E
Winner
DEO
12.17
SLF
14.45
PEG Ratio
Winner
DEO
0.10
SLF
7.99
Dividend Yield
DEO
4.12%
Winner
SLF
4.53%
5Y Dividends CAGR
DEO
-2.38%
Winner
SLF
13.74%
5Y EPS CAGR
Winner
DEO
19.20%
SLF
-1.29%
Debt to Equity
DEO
208.59%
Winner
SLF
32.51%
Free Cash Flow Yield
DEO
15.20%
Winner
SLF
18.01%
P/S Ratio
DEO
2.27
Winner
SLF
1.26
P/B Ratio
DEO
3.94
Winner
SLF
2.64

DEO vs SLF - Historical Returns

Returns include dividend reinvestment.

1M
DEO
+2.78%
Winner
SLF
+6.66%
3M
DEO
+6.91%
Winner
SLF
+23.60%
6M
DEO
-6.37%
Winner
SLF
+29.76%
1Y
DEO
-19.48%
Winner
SLF
+34.38%
5Y(CAGR)
DEO
-13.16%
Winner
SLF
+14.40%
10Y(CAGR)
DEO
-0.64%
Winner
SLF
+14.34%
Max(CAGR)
DEO
+5.94%
Winner
SLF
+12.90%

DEO vs SLF - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearDEOSLF
2026-4.92%+29.70%
2025-28.79%+10.50%
2024-9.08%+20.82%
2023-15.23%+17.79%
2022-17.68%-13.00%
2021+40.89%+30.55%
2020-2.29%+0.83%
2019+23.44%+42.57%
2018+0.18%-16.04%
2017+43.66%+10.08%
2016-0.77%+31.50%
2015+0.15%-8.64%
2014-8.43%+8.41%
2013+14.12%+36.37%
2012+35.09%+46.51%
2011+21.48%-36.45%
2010+10.83%+5.55%
2009+25.81%+29.81%
2008-31.11%-55.92%
2007+11.41%+36.64%
2006+37.70%+5.41%
2005+5.44%+24.72%
2004+11.85%+35.43%
2003+23.84%+49.26%
2002-1.98%-16.04%
2001+6.81%-16.10%
2000+44.23%+186.37%
1999-19.88%N/A

DEO vs SLF 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 SLF was -78.55%, occurring on Mar 9, 2009. Recovery took 2274 trading sessions.

The current DEO drawdown is -58.21%. The current SLF drawdown is -0.47%.

RankDEOSLF
#1-63.43%
Jan 4, 2022 - Mar 24, 2026
-78.55%
Oct 31, 2007 - Nov 10, 2016
#2-53.24%
Nov 6, 2007 - May 6, 2011
-50.82%
Feb 14, 2020 - Jan 20, 2021
#3-41.12%
Sep 4, 2019 - Apr 6, 2021
-42.49%
Dec 29, 2000 - Oct 16, 2003
#4-37.50%
Nov 4, 1999 - Nov 3, 2000
-30.75%
Feb 9, 2022 - Feb 9, 2024
#5-29.67%
May 6, 2002 - Dec 24, 2003
-24.79%
Jan 22, 2018 - Jul 1, 2019
#6-17.47%
Jan 22, 2014 - May 4, 2017
-18.09%
Feb 15, 2017 - Sep 26, 2017
#7-15.24%
Jan 2, 2001 - May 16, 2001
-16.46%
Sep 6, 2000 - Nov 3, 2000
#8-14.77%
Jun 2, 2011 - Oct 21, 2011
-14.91%
Jun 30, 2025 - Feb 4, 2026
#9-14.15%
Mar 1, 2004 - Nov 5, 2004
-14.35%
Mar 3, 2006 - Nov 15, 2006
#10-13.56%
May 16, 2001 - Dec 21, 2001
-13.92%
Dec 5, 2024 - May 9, 2025
#11-11.38%
Jul 20, 2018 - Jan 31, 2019
-13.65%
Mar 13, 2024 - Aug 26, 2024
#12-10.64%
Dec 4, 2000 - Dec 26, 2000
-11.44%
Feb 15, 2005 - Jun 24, 2005
#13-10.20%
May 2, 2012 - Jul 2, 2012
-10.77%
Apr 5, 2004 - Jun 8, 2004
#14-10.09%
Apr 2, 2013 - Aug 2, 2013
-10.76%
Nov 8, 2000 - Dec 6, 2000
#15-9.51%
May 5, 2005 - Sep 6, 2005
-10.08%
Feb 13, 2026 - Apr 15, 2026

Correlation

Correlation between DEO and SLF is 0.74 which considered as a strong positive correlation - the stocks tend to move together.

0.74
-101

Dividend Comparison (2000 - 2026)

DEO vs SLF dividend yield comparison.

YearDEOSLF
20260.98%1.71%
20254.80%4.03%
20243.26%4.00%
20232.77%4.98%
20222.16%4.59%
20211.82%3.32%
20202.29%3.69%
20192.07%3.47%
20182.51%4.71%
20172.18%3.17%
20163.00%3.98%
20153.13%4.64%
20144.85%3.99%
20132.26%4.08%
20122.38%5.43%
20112.97%7.78%
20103.18%4.78%
20093.26%5.01%
20084.42%6.22%
20073.06%2.36%
20062.86%2.63%
20053.66%2.35%
20043.49%2.56%
20033.17%2.72%
20023.29%2.40%
20012.79%2.59%
20003.01%0.75%

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