DEO vs SPY: returns, Sharpe ratio and drawdown

Over the past year, SPY returned +13.70% against -2.92% for DEO. Over five years, SPY averaged +10.77% a year, compared with -13.87% for DEO. SPY had the higher Sharpe ratio over the past year (0.73 vs -0.05), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.13% for SPY and -29.05% for DEO.