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SLF vs DEO

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

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

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

SLF vs DEO - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

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

SLF vs DEO - Historical Returns

Returns include dividend reinvestment.

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

SLF vs DEO - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

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

SLF vs DEO Drawdown Comparison

The maximum drawdown for SLF was -78.55%, occurring on Mar 9, 2009. Recovery took 2274 trading sessions.

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

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

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

Correlation

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

0.74
-101

Dividend Comparison (2000 - 2026)

SLF vs DEO dividend yield comparison.

YearSLFDEO
20261.71%0.98%
20254.03%4.80%
20244.00%3.26%
20234.98%2.77%
20224.59%2.16%
20213.32%1.82%
20203.69%2.29%
20193.47%2.07%
20184.71%2.51%
20173.17%2.18%
20163.98%3.00%
20154.64%3.13%
20143.99%4.85%
20134.08%2.26%
20125.43%2.38%
20117.78%2.97%
20104.78%3.18%
20095.01%3.26%
20086.22%4.42%
20072.36%3.06%
20062.63%2.86%
20052.35%3.66%
20042.56%3.49%
20032.72%3.17%
20022.40%3.29%
20012.59%2.79%
20000.75%3.01%

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