Diageo PLC
10-Year StudyDGE.LSE · Consumer Defensive · GB · Common Stock
Executive Summary: Diageo PLC has compounded at 0.1% annually over the last 10 years, with a maximum drawdown of 61.3% and an annualized volatility of 62.9%.
1Y CAGR
-26.9%
3Y CAGR
-22.3%
5Y CAGR
-13.4%
10Y CAGR
+0.1%
History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.
10-Year Growth of $10,000
Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
61.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.14
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.22
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +43.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -34.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%
Annual Returns
Rolling 12-Month Returns
Rolling 12-Month Annualised Volatility
Historical Drawdowns
Monthly Returns
Monthly Returns Heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Ann. |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.5 | -1.1 | -15.7 | 5.5 | — | — | — | — | — | — | — | — | -8.2% |
| 2025 | -4.7 | -9.3 | -6.9 | 3.8 | -3.6 | -9.4 | 1.4 | 10.6 | -13.3 | 1.2 | -0.8 | -7.6 | -34.1% |
| 2024 | 0.2 | 4.7 | -1.2 | -5.1 | -5.2 | -5.4 | -2.8 | 4.2 | 5.3 | -7.8 | -1.9 | 7.9 | -8.5% |
| 2023 | -3.6 | 0.3 | 3.3 | 0.2 | -7.6 | 1.0 | 0.5 | -3.1 | -6.5 | 2.4 | -11.1 | 3.3 | -19.9% |
| 2022 | -7.8 | 0.9 | 3.7 | 4.0 | -8.5 | -3.9 | 10.0 | -1.9 | 0.9 | -5.3 | 5.8 | -4.1 | -7.7% |
| 2021 | 2.5 | -3.7 | 6.3 | 8.7 | 4.7 | 1.7 | 3.2 | -0.9 | 3.2 | 0.7 | 4.6 | 6.2 | 43.4% |
| 2020 | -6.0 | -7.3 | -6.5 | 6.3 | 1.5 | -3.9 | 4.5 | -9.0 | 5.6 | -5.7 | 15.2 | -0.1 | -7.8% |
| 2019 | 3.8 | 1.3 | 7.7 | 3.0 | 2.8 | 1.8 | 1.8 | 3.0 | -4.9 | -5.1 | 0.0 | 1.1 | 17.0% |
| 2018 | -7.1 | -1.9 | -2.0 | 7.3 | 6.7 | -1.5 | 2.9 | -2.4 | 0.9 | -0.4 | 4.2 | -1.0 | 5.1% |
| 2017 | 4.4 | 4.0 | 0.7 | -1.6 | 3.6 | -2.5 | 7.9 | 7.5 | -5.4 | 4.9 | -0.1 | 6.1 | 32.5% |
| 2016 | — | — | — | -1.9 | 1.3 | 11.5 | 3.6 | -0.8 | 4.8 | -1.4 | -8.0 | 5.2 | 14.0% |
Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.
Risk Profile Insight: This asset has an estimated annualized volatility of 62.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 90.5% of variance. Idiosyncratic stock-specific factors contribute 5.2%.
| Date | Simulated Value |
|---|---|
| 2016-03-01 | 10000 |
| 2016-04-01 | 9811.32040661956 |
| 2016-05-01 | 9941.535968010518 |
| 2016-06-01 | 11089.556338620043 |
| 2016-07-01 | 11485.517065134429 |
| 2016-08-01 | 11396.821004167461 |
| 2016-09-01 | 11948.149651413309 |
| 2016-10-01 | 11780.58888362746 |
| 2016-11-01 | 10837.384974591401 |
| 2016-12-01 | 11404.929069800019 |
| 2017-01-01 | 11910.313150631953 |
| 2017-02-01 | 12387.033381369487 |
| 2017-03-01 | 12471.68907556709 |
| 2017-04-01 | 12269.607873282946 |
| 2017-05-01 | 12709.270567913078 |
| 2017-06-01 | 12389.763857542393 |
| 2017-07-01 | 13372.861690722326 |
| 2017-08-01 | 14375.057824460995 |
| 2017-09-01 | 13604.173200745347 |
| 2017-10-01 | 14264.139404611336 |
| 2017-11-01 | 14244.72883488067 |
| 2017-12-01 | 15112.666990551978 |
| 2018-01-01 | 14045.074722528 |
| 2018-02-01 | 13780.440607018472 |
| 2018-03-01 | 13511.553617710104 |
| 2018-04-01 | 14503.073152299208 |
| 2018-05-01 | 15474.986692686818 |
| 2018-06-01 | 15248.11323139829 |
| 2018-07-01 | 15696.257758044005 |
| 2018-08-01 | 15312.50491123561 |
| 2018-09-01 | 15451.7352804717 |
| 2018-10-01 | 15392.06521984228 |
| 2018-11-01 | 16045.595398915326 |
| 2018-12-01 | 15883.633610549095 |
| 2019-01-01 | 16488.859780208968 |
| 2019-02-01 | 16705.50967180305 |
| 2019-03-01 | 17992.754261927555 |
| 2019-04-01 | 18540.334995807938 |
| 2019-05-01 | 19067.847139798876 |
| 2019-06-01 | 19403.276161426078 |
| 2019-07-01 | 19744.438773034977 |
| 2019-08-01 | 20344.170508534102 |
| 2019-09-01 | 19354.10914115045 |
| 2019-10-01 | 18375.661180432133 |
| 2019-11-01 | 18378.56453209847 |
| 2019-12-01 | 18584.706600222344 |
| 2020-01-01 | 17478.508432975897 |
| 2020-02-01 | 16210.207033777686 |
| 2020-03-01 | 15160.983982709717 |
| 2020-04-01 | 16119.352420701054 |
| 2020-05-01 | 16356.746688204357 |
| 2020-06-01 | 15717.834396210133 |
| 2020-07-01 | 16418.293097074715 |
| 2020-08-01 | 14947.990441966793 |
| 2020-09-01 | 15784.887538683453 |
| 2020-10-01 | 14885.446411671897 |
| 2020-11-01 | 17154.89644211302 |
| 2020-12-01 | 17142.98306571797 |
| 2021-01-01 | 17565.89938646282 |
| 2021-02-01 | 16913.405093745667 |
| 2021-03-01 | 17977.82205576977 |
| 2021-04-01 | 19550.393206334757 |
| 2021-05-01 | 20470.482363624807 |
| 2021-06-01 | 20813.260985280984 |
| 2021-07-01 | 21471.756039196953 |
| 2021-08-01 | 21281.33334153296 |
| 2021-09-01 | 21963.50550502535 |
| 2021-10-01 | 22121.86697333276 |
| 2021-11-01 | 23142.07974001712 |
| 2021-12-01 | 24582.558980950213 |
| 2022-01-01 | 22676.13177075753 |
| 2022-02-01 | 22870.782743335923 |
| 2022-03-01 | 23721.145679376776 |
| 2022-04-01 | 24672.81570447447 |
| 2022-05-01 | 22563.79208202908 |
| 2022-06-01 | 21676.59026663141 |
| 2022-07-01 | 23834.732394885894 |
| 2022-08-01 | 23391.521994477553 |
| 2022-09-01 | 23599.709186521723 |
| 2022-10-01 | 22359.908328157322 |
| 2022-11-01 | 23664.961827314466 |
| 2022-12-01 | 22683.0645563557 |
| 2023-01-01 | 21875.17501081326 |
| 2023-02-01 | 21931.105357705364 |
| 2023-03-01 | 22657.761870499173 |
| 2023-04-01 | 22707.9169459665 |
| 2023-05-01 | 20983.82076706155 |
| 2023-06-01 | 21184.44311883789 |
| 2023-07-01 | 21300.427542277626 |
| 2023-08-01 | 20645.275203436187 |
| 2023-09-01 | 19311.781977353996 |
| 2023-10-01 | 19776.436455273422 |
| 2023-11-01 | 17590.016542749785 |
| 2023-12-01 | 18178.790158532975 |
| 2024-01-01 | 18207.43350955701 |
| 2024-02-01 | 19056.812490220236 |
| 2024-03-01 | 18821.979923210485 |
| 2024-04-01 | 17856.91512223254 |
| 2024-05-01 | 16924.01951238178 |
| 2024-06-01 | 16016.858435469949 |
| 2024-07-01 | 15563.27823866521 |
| 2024-08-01 | 16211.379580602686 |
| 2024-09-01 | 17067.0258103795 |
| 2024-10-01 | 15729.463518829421 |
| 2024-11-01 | 15424.578112049285 |
| 2024-12-01 | 16637.563453164064 |
| 2025-01-01 | 15860.597438572826 |
| 2025-02-01 | 14389.593715258348 |
| 2025-03-01 | 13401.681333751514 |
| 2025-04-01 | 13917.25891897469 |
| 2025-05-01 | 13418.312912842735 |
| 2025-06-01 | 12160.96963336046 |
| 2025-07-01 | 12327.28474097033 |
| 2025-08-01 | 13631.196441908027 |
| 2025-09-01 | 11811.707839049499 |
| 2025-10-01 | 11957.79104750933 |
| 2025-11-01 | 11858.712207401393 |
| 2025-12-01 | 10956.753111246404 |
| 2026-01-01 | 11448.730800058218 |
| 2026-02-01 | 11318.903354399545 |
| 2026-03-01 | 9538.900744184584 |
| 2026-04-01 | 10062.310340892705 |
| Year | Annual Return |
|---|---|
| 2017 | 0.32509960369415714 |
| 2018 | 0.05101459725666602 |
| 2019 | 0.17005384636166232 |
| 2020 | -0.07757580281020571 |
| 2021 | 0.4339720739799182 |
| 2022 | -0.07727000374804305 |
| 2023 | -0.19857433225708676 |
| 2024 | -0.08478158842960593 |
| 2025 | -0.3414448490555452 |
| 2026 | -0.0816339257873403 |
- Total Factor Risk
- 0.6293574865777959
- VTI.US Exposure
- -0.0062912944768834895
- VEA.US Exposure
- 0.009467529993258433
- VWO.US Exposure
- 0.0108100663467683
- QQQ.US Exposure
- -0.004347594238705362
- VTV.US Exposure
- 0.00016973887731793426
- IJR.US Exposure
- 0.003964359913321988
- QUAL.US Exposure
- 0.024419133511744934
- SHV.US Exposure
- 0.9053822148273819
- TLT.US Exposure
- -0.0004675371087575956
- LQD.US Exposure
- 0.004641398694711068
- HYG.US Exposure
- -0.0003051690721468979
- GLD.US Exposure
- 0.00040536801442535015
- USO.US Exposure
- 0.004413497919455191
- VNQ.US Exposure
- -0.0022003461615819476
- BTC-USD.CC Exposure
- 0.0006997619887292563
- CPER.US Exposure
- -0.0018717260853537763
- VIX.INDX Exposure
- -0.0010181888168257535
- UUP.US Exposure
- -0.0005950678956196029
- TIP.US Exposure
- 0.0004859995728319868
- Idiosyncratic Exposure
- 0.05223785419592818
- Value Score
- 43.1
- Growth Score
- 50
- Profit Score
- 37.5
- Health Score
- 23.6
- Yield Score
- 71.4
- Moat Score
- 40
Factor Risk Decomposition
Share of annualised volatility attributable to each macro factor.
Total Est. Vol
62.9%
FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.
Fundamental Dimensions
Core Valuation
P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →17.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.95%
Market Cap$30.9B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation
Based on $10,000 initial investment.
Total Income Generated
$1
Avg Yield on Cost
0.01%
Annual Income Simulation Table
Historical Realised Yields| Year | Annual Payout | Yield on Cost | Quality |
|---|---|---|---|
| 2026 | $1.01 | 0.01% | Solid |
Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).
vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-6.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-14.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
30.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.30
Market sensitivity coefficient
Frequently Asked Questions & Methodology
Is Diageo PLC a high-risk investment?
Diageo PLC (DGE.LSE) has an annualized volatility of 62.9% and experienced a maximum drawdown of 61.3% over the last 10 years. Its primary macro risk driver is SHV.US.
What is the 10-year return of DGE.LSE?
Over the past 10 years, DGE.LSE has generated a Compound Annual Growth Rate (CAGR) of 0.1%. It has had a positive return in 40% of the years measured.
Data Methodology & Trust
The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.
Run a Full Backtest on Diageo PLC
stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.
Start a Free Backtest