JPM-P-J vs DEO

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

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

JPM-P-J vs DEO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Market Cap

Winner

JPM-P-J

$53B

DEO

$52B

Max Drawdown

Winner

JPM-P-J

33.67%

DEO

67.37%

Sharpe Ratio

JPM-P-J

-0.91

Winner

DEO

-0.44

5Y Beta

JPM-P-J

N/A

DEO

0.36

Industry

JPM-P-J

Other

DEO

Beverages - Wineries & Distilleries

P/E Ratio

Winner

JPM-P-J

0.89

DEO

6.74

Forward P/E

JPM-P-J

N/A

DEO

13.76

PEG Ratio

Winner

JPM-P-J

0.09

DEO

0.12

Dividend Yield

JPM-P-J

N/A

DEO

2.13%

5Y Dividends CAGR

Winner

JPM-P-J

4.56%

DEO

-2.38%

5Y EPS CAGR

JPM-P-J

15.42%

Winner

DEO

19.20%

Debt to Equity

Winner

JPM-P-J

18.69%

DEO

208.59%

Free Cash Flow Yield

JPM-P-J

N/A

DEO

13.08%

P/S Ratio

JPM-P-J

N/A

DEO

2.70

P/B Ratio

JPM-P-J

N/A

DEO

4.97

JPM-P-J vs DEO - Historical Returns

Returns include dividend reinvestment.

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

JPM-P-J

-2.22%

Winner

DEO

+13.25%

JPM-P-J

-1.31%

Winner

DEO

+10.05%

JPM-P-J

-5.91%

Winner

DEO

-4.81%

Winner

JPM-P-J

-3.08%

DEO

-14.33%

5Y(CAGR)

Winner

JPM-P-J

-1.42%

DEO

-10.76%

10Y(CAGR)

JPM-P-J

N/A

DEO

+0.54%

Max(CAGR)

JPM-P-J

+0.98%

Winner

DEO

+6.48%

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

Returns include dividend reinvestment.

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

JPM-P-J vs DEO Drawdown Comparison

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

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

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

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

Correlation

Correlation between JPM-P-J and DEO 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)

JPM-P-J vs DEO dividend yield comparison.

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