MSCI vs DEO

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

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

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

MSCI vs DEO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Market Cap

MSCI

$44B

Winner

DEO

$44B

Max Drawdown

MSCI

69.06%

Winner

DEO

67.37%

Sharpe Ratio

Winner

MSCI

0.33

DEO

-0.67

5Y Beta

MSCI

0.71

Winner

DEO

0.39

Industry

MSCI

Financial Data & Stock Exchanges

DEO

Beverages - Wineries & Distilleries

P/E Ratio

MSCI

34.40

Winner

DEO

5.73

Forward P/E

MSCI

30.21

Winner

DEO

12.27

PEG Ratio

MSCI

1.64

Winner

DEO

0.10

Dividend Yield

MSCI

1.25%

Winner

DEO

4.06%

5Y Dividends CAGR

Winner

MSCI

24.94%

DEO

-2.38%

5Y EPS CAGR

MSCI

17.64%

Winner

DEO

19.20%

Debt to Equity

Winner

MSCI

-230.84%

DEO

208.59%

Free Cash Flow Yield

MSCI

3.52%

Winner

DEO

15.40%

P/S Ratio

MSCI

13.64

Winner

DEO

2.26

P/B Ratio

MSCI

37.57

Winner

DEO

3.85

MSCI vs DEO - Historical Returns

Returns include dividend reinvestment.

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

Winner

MSCI

+8.27%

DEO

-1.41%

Winner

MSCI

+10.98%

DEO

+5.76%

Winner

MSCI

+11.16%

DEO

-9.02%

Winner

MSCI

+12.67%

DEO

-19.09%

5Y(CAGR)

Winner

MSCI

+5.33%

DEO

-13.90%

10Y(CAGR)

Winner

MSCI

+24.77%

DEO

+0.08%

Max(CAGR)

Winner

MSCI

+19.31%

DEO

+5.88%

MSCI vs DEO - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

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

MSCI vs DEO Drawdown Comparison

The maximum drawdown for MSCI was -69.06%, occurring on Nov 20, 2008. Recovery took 750 trading sessions.

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

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

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

Correlation

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

0.72

-101

Dividend Comparison (2000 - 2026)

MSCI vs DEO dividend yield comparison.

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