DEO vs SPY

Comparison between Diageo plc (DEO, Company) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceSPY has outperformed DEO, delivering a return of +13.3% compared to -12.0%

DEO vs SPY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DEO(COMPANY)	SPY(ETF)
Market Cap / Net Assets	$47B	$652B
Expense Ratio	N/A	0.09%
Max Drawdown	67.37%	56.47%
Sharpe Ratio	-0.82	2.07
5Y Beta	0.42	1.00
Industry	Beverages - Wineries & Distilleries	N/A
P/E Ratio	6.07	28.24
Forward P/E	11.92	21.85
PEG Ratio	0.14	N/A
Dividend Yield	3.94%	N/A
5Y Dividends CAGR	-2.38%	5.43%
5Y EPS CAGR	19.20%	25.79%
Debt to Equity	208.59%	22.35%
Free Cash Flow Yield	19.77%	N/A
P/S Ratio	2.38	3.55
P/B Ratio	3.85	5.29

Market Cap / Net Assets

DEO

$47B

Winner

SPY

$652B

Expense Ratio

DEO

N/A

SPY

0.09%

Max Drawdown

DEO

67.37%

Winner

SPY

56.47%

Sharpe Ratio

DEO

-0.82

Winner

SPY

2.07

5Y Beta

Winner

DEO

0.42

SPY

1.00

Industry

DEO

Beverages - Wineries & Distilleries

SPY

N/A

P/E Ratio

Winner

DEO

6.07

SPY

28.24

Forward P/E

Winner

DEO

11.92

SPY

21.85

PEG Ratio

DEO

0.14

SPY

N/A

Dividend Yield

DEO

3.94%

SPY

N/A

5Y Dividends CAGR

DEO

-2.38%

Winner

SPY

5.43%

5Y EPS CAGR

DEO

19.20%

Winner

SPY

25.79%

Debt to Equity

DEO

208.59%

Winner

SPY

22.35%

Free Cash Flow Yield

DEO

19.77%

SPY

N/A

P/S Ratio

Winner

DEO

2.38

SPY

3.55

P/B Ratio

Winner

DEO

3.85

SPY

5.29

DEO vs SPY - Historical Returns

Returns include dividend reinvestment.

Period	DEO	SPY
1 month	+10.42%	+9.11%
3 months	-12.33%	+6.59%
6 months	-6.25%	+10.56%
1 year	-24.33%	+32.04%
5 years(CAGR)	-12.00%	+13.35%
10 years(CAGR)	+0.01%	+15.49%
Max(CAGR)	+6.09%	+8.50%

Winner

DEO

+10.42%

SPY

+9.11%

DEO

-12.33%

Winner

SPY

+6.59%

DEO

-6.25%

Winner

SPY

+10.56%

DEO

-24.33%

Winner

SPY

+32.04%

5Y(CAGR)

DEO

-12.00%

Winner

SPY

+13.35%

10Y(CAGR)

DEO

+0.01%

Winner

SPY

+15.49%

Max(CAGR)

DEO

+6.09%

Winner

SPY

+8.50%

DEO vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	DEO	SPY
2026	-2.26%	+8.27%
2025	-28.79%	+18.00%
2024	-9.08%	+25.59%
2023	-15.23%	+26.72%
2022	-17.68%	-18.64%
2021	+40.89%	+30.52%
2020	-2.29%	+17.28%
2019	+23.44%	+31.09%
2018	+0.18%	-5.24%
2017	+43.66%	+20.78%
2016	-0.77%	+13.59%
2015	+0.15%	+1.31%
2014	-8.43%	+14.56%
2013	+14.12%	+29.00%
2012	+35.09%	+14.17%
2011	+21.48%	+0.85%
2010	+10.83%	+13.14%
2009	+25.81%	+22.67%
2008	-31.11%	-36.25%
2007	+11.41%	+5.32%
2006	+37.70%	+13.85%
2005	+5.44%	+5.32%
2004	+11.85%	+10.75%
2003	+23.84%	+24.18%
2002	-1.98%	-22.42%
2001	+6.81%	-10.13%
2000	+44.23%	-8.84%
1999	-19.88%	+8.61%

DEO vs SPY 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 SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

The current DEO drawdown is -57.04%.

Rank	DEO	SPY
#1	-63.43% Jan 4, 2022 - Mar 24, 2026	-55.20% Oct 9, 2007 - Aug 16, 2012
#2	-53.24% Nov 6, 2007 - May 6, 2011	-47.50% Mar 24, 2000 - Oct 26, 2006
#3	-41.12% Sep 4, 2019 - Apr 6, 2021	-33.70% Feb 19, 2020 - Aug 10, 2020
#4	-37.50% Nov 4, 1999 - Nov 3, 2000	-24.50% Jan 3, 2022 - Dec 13, 2023
#5	-29.67% May 6, 2002 - Dec 24, 2003	-19.34% Sep 20, 2018 - Apr 12, 2019
#6	-17.47% Jan 22, 2014 - May 4, 2017	-18.76% Feb 19, 2025 - Jun 26, 2025
#7	-15.24% Jan 2, 2001 - May 16, 2001	-13.02% Jul 20, 2015 - Apr 18, 2016
#8	-14.77% Jun 2, 2011 - Oct 21, 2011	-10.10% Jan 26, 2018 - Aug 6, 2018
#9	-14.15% Mar 1, 2004 - Nov 5, 2004	-9.44% Sep 2, 2020 - Nov 11, 2020
#10	-13.56% May 16, 2001 - Dec 21, 2001	-9.30% Jan 19, 2000 - Mar 17, 2000
#11	-11.38% Jul 20, 2018 - Jan 31, 2019	-9.05% Jul 19, 2007 - Oct 5, 2007
#12	-10.64% Dec 4, 2000 - Dec 26, 2000	-8.88% Jan 27, 2026 - Apr 14, 2026
#13	-10.20% May 2, 2012 - Jul 2, 2012	-8.41% Jul 16, 2024 - Sep 19, 2024
#14	-10.09% Apr 2, 2013 - Aug 2, 2013	-7.35% Sep 14, 2012 - Jan 2, 2013
#15	-9.51% May 5, 2005 - Sep 6, 2005	-7.27% Sep 18, 2014 - Oct 31, 2014

Correlation

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

0.74

-101

Dividend Comparison (1999 - 2026)

DEO vs SPY dividend yield comparison.

Year	DEO	SPY
2026	0.95%	0.24%
2025	4.80%	1.07%
2024	3.26%	1.21%
2023	2.77%	1.40%
2022	2.16%	1.65%
2021	1.82%	1.20%
2020	2.29%	1.52%
2019	2.07%	1.75%
2018	2.51%	2.04%
2017	2.18%	1.80%
2016	3.00%	2.03%
2015	3.13%	2.06%
2014	4.85%	1.87%
2013	2.26%	1.81%
2012	2.38%	2.18%
2011	2.97%	2.05%
2010	3.18%	1.80%
2009	3.26%	1.95%
2008	4.42%	3.02%
2007	3.06%	1.85%
2006	2.86%	1.73%
2005	3.66%	1.73%
2004	3.49%	1.82%
2003	3.17%	1.47%
2002	3.29%	1.70%
2001	2.79%	1.25%
2000	3.01%	1.15%
1999	0.00%	0.24%