Diageo plc

10-Year Study

GUI.XETRA · Consumer Defensive · DE · Common Stock

Executive Summary: Diageo plc has compounded at -1.3% annually over the last 10 years, with a maximum drawdown of 99.5% and an annualized volatility of 650.2%.

1Y CAGR
+10689.1%
3Y CAGR
+335.4%
5Y CAGR
-14.0%
10Y CAGR
-1.3%

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 →
99.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
20.00
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
888.78
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
2618.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +7221.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -99.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268313.0-2.1-15.65.2————————7221.7%
20250.00.00.00.00.00.00.00.00.00.00.00.00.0%
20240.00.00.00.00.00.00.00.00.00.00.00.00.0%
20230.00.00.00.00.00.00.00.00.00.00.00.00.0%
2022-7.4-0.32.84.9-9.5-5.013.0-99.50.00.00.00.0-99.5%
20210.5-2.18.36.57.01.13.5-1.32.63.93.08.950.0%
2020-5.2-10.0-8.28.13.0-8.54.6-8.03.4-4.215.42.8-9.9%
20198.02.95.64.50.40.1-0.04.3-3.1-2.10.91.725.2%
2018-7.1-2.8-1.37.56.1-1.81.9-2.61.2-0.54.8-3.21.2%
20175.13.50.7-0.51.3-2.74.94.3-1.15.4-0.96.929.8%
2016———-0.12.21.84.0-1.83.1-5.7-1.82.74.0%

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 650.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 62.9% of variance. Idiosyncratic stock-specific factors contribute 10.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019989.715206650126
2016-05-0110208.664673325275
2016-06-0110388.383484954515
2016-07-0110803.592255656635
2016-08-0110605.901562864476
2016-09-0110933.477532497825
2016-10-0110311.9367220137
2016-11-0110131.369680005091
2016-12-0110400.152681468286
2017-01-0110935.598108446255
2017-02-0111313.696800050895
2017-03-0111390.037534194285
2017-04-0111332.781983586741
2017-05-0111483.395890323813
2017-06-0111171.565197107535
2017-07-0111723.07398689484
2017-08-0112228.566278601269
2017-09-0112094.969993850329
2017-10-0112747.842313972475
2017-11-0112629.355132854083
2017-12-0113495.557393388042
2018-01-0112538.859554254937
2018-02-0112185.624615645609
2018-03-0112028.914053056811
2018-04-0112930.105816739828
2018-05-0113720.232415123948
2018-06-0113469.951438810782
2018-07-0113731.15338125835
2018-08-0113373.359204359906
2018-09-0113536.855609983673
2018-10-0113463.907797357762
2018-11-0114106.866424921009
2018-12-0113653.964416735584
2019-01-0114740.971647899567
2019-02-0115171.766651822636
2019-03-0116014.271476132917
2019-04-0116740.88682486163
2019-05-0116807.73798163581
2019-06-0116832.283648238863
2019-07-0116830.057043493012
2019-08-0117552.696312318425
2019-09-0117008.23843755964
2019-10-0116646.83928154887
2019-11-0116804.928218504145
2019-12-0117094.12176347096
2020-01-0116197.277180482219
2020-02-0114573.817248764764
2020-03-0113379.296817015502
2020-04-0114457.556672392222
2020-05-0114886.125071569439
2020-06-0113627.775303772505
2020-07-0114250.111330237292
2020-08-0113116.875543397588
2020-09-0113566.543673261658
2020-10-0112996.32080072948
2020-11-0114994.327459337957
2020-12-0115406.938524503255
2021-01-0115483.43830184278
2021-02-0115162.06501685858
2021-03-0116425.610195729158
2021-04-0117490.19233623852
2021-05-0118716.256335220645
2021-06-0118917.498992726425
2021-07-0119586.699747651463
2021-08-0119326.823165171663
2021-09-0119831.52024089743
2021-10-0120613.37659308268
2021-11-0121227.071272557623
2021-12-0123110.67285874844
2022-01-0121402.389889093876
2022-02-0121340.15098500753
2022-03-0121937.040100091184
2022-04-0123016.201200245985
2022-05-0120819.655618465975
2022-06-0119769.122293614946
2022-07-0122347.68963250419
2022-08-01121.93311924651968
2022-09-01121.93311924651968
2022-10-01121.93311924651968
2022-11-01121.93311924651968
2022-12-01121.93311924651968
2023-01-01121.93311924651968
2023-02-01121.93311924651968
2023-03-01121.93311924651968
2023-04-01121.93311924651968
2023-05-01121.93311924651968
2023-06-01121.93311924651968
2023-07-01121.93311924651968
2023-08-01121.93311924651968
2023-09-01121.93311924651968
2023-10-01121.93311924651968
2023-11-01121.93311924651968
2023-12-01121.93311924651968
2024-01-01121.93311924651968
2024-02-01121.93311924651968
2024-03-01121.93311924651968
2024-04-01121.93311924651968
2024-05-01121.93311924651968
2024-06-01121.93311924651968
2024-07-01121.93311924651968
2024-08-01121.93311924651968
2024-09-01121.93311924651968
2024-10-01121.93311924651968
2024-11-01121.93311924651968
2024-12-01121.93311924651968
2025-01-01121.93311924651968
2025-02-01121.93311924651968
2025-03-01121.93311924651968
2025-04-01121.93311924651968
2025-05-01121.93311924651968
2025-06-01121.93311924651968
2025-07-01121.93311924651968
2025-08-01121.93311924651968
2025-09-01121.93311924651968
2025-10-01121.93311924651968
2025-11-01121.93311924651968
2025-12-01121.93311924651968
2026-01-0110258.286150518481
2026-02-0110046.22855567572
2026-03-018482.303793710373
2026-04-018927.624742880165
Annual Return Matrix
YearAnnual Return
20170.2976306989641955
20180.011737716252101738
20190.2519530036652795
2020-0.09869961512577419
20210.5000172047154685
2022-0.9947239476759604
20230
20240
20250
202672.21738997614453
Total Factor Risk
6.502347112377242
VTI.US Exposure
0.1783191593249782
VEA.US Exposure
0.0000643169812357175
VWO.US Exposure
0.0008129623454484797
QQQ.US Exposure
-0.009118328815008138
VTV.US Exposure
0.030736759256702266
IJR.US Exposure
-0.0010058835345491987
QUAL.US Exposure
-0.002218837381180825
SHV.US Exposure
0.6290752120638287
TLT.US Exposure
0.0015300518971538611
LQD.US Exposure
0.00028022353366942665
HYG.US Exposure
0.026293013183377133
GLD.US Exposure
0.0005485679380561211
USO.US Exposure
0.0011518780879718046
VNQ.US Exposure
0.0002516869658631554
BTC-USD.CC Exposure
-0.00007499645977187401
CPER.US Exposure
0.0026915723361227665
VIX.INDX Exposure
-0.0003083071972803132
UUP.US Exposure
0.0175985948065726
TIP.US Exposure
0.01570794775890033
Idiosyncratic Exposure
0.10766440690790967
Value Score
43.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
62
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
650.2%

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 →5.17%
Market Cap$35.7B
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
$90
Avg Yield on Cost
0.90%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$89.940.90%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 →
-6.7%
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 →
+106.1%
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 →
30.9% 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 (GUI.XETRA) has an annualized volatility of 650.2% and experienced a maximum drawdown of 99.5% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of GUI.XETRA?

Over the past 10 years, GUI.XETRA has generated a Compound Annual Growth Rate (CAGR) of -1.3%. It has had a positive return in 50% 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