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Coty Inc (COTY.PA)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Share Price Chart


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Coty Inc

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Coty Inc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Coty Inc (COTY.PA) has returned -32.78% so far this year and -64.11% over the past 12 months.


Coty Inc

1D
1.02%
1M
-17.28%
YTD
-32.78%
6M
-47.83%
1Y
-64.11%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 28, 2023, COTY.PA's average daily return is -0.22%, while the average monthly return is -5.05%.

Historically, 29% of months were positive and 71% were negative. The best month was Dec 2023 with a return of +13.0%, while the worst month was Feb 2025 at -21.6%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 8 months.

On a daily basis, COTY.PA closed higher 47% of trading days. The best single day was Nov 2, 2023 with a return of +14.2%, while the worst single day was Feb 6, 2026 at -21.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.55%-17.45%-17.28%-32.78%
20256.06%-21.57%-8.56%-13.23%0.13%-9.53%10.24%-15.59%-5.95%-1.26%-15.76%-6.70%-59.39%
2024-2.14%9.52%-8.70%2.30%-8.77%-5.05%-0.05%-4.52%-5.07%-20.05%4.75%-6.52%-38.49%
20230.58%-15.61%7.72%12.95%3.27%

Benchmark Metrics

Coty Inc has an annualized alpha of -43.76%, beta of 0.41, and R² of 0.01 versus S&P 500 Index. Calculated based on daily prices since September 29, 2023.

  • This stock participated in 276.11% of S&P 500 Index downside but only -46.61% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.41 may look defensive, but with R² of 0.01 this stock is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
  • R² of 0.01 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-43.76%
Beta
0.41
0.01
Upside Capture
-46.61%
Downside Capture
276.11%

Return for Risk

Risk / Return Rank

COTY.PA ranks 2 for risk / return — in the bottom 2% of stocks on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


COTY.PA Risk / Return Rank: 22
Overall Rank
COTY.PA Sharpe Ratio Rank: 22
Sharpe Ratio Rank
COTY.PA Sortino Ratio Rank: 33
Sortino Ratio Rank
COTY.PA Omega Ratio Rank: 33
Omega Ratio Rank
COTY.PA Calmar Ratio Rank: 22
Calmar Ratio Rank
COTY.PA Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Coty Inc (COTY.PA) and compare them to a chosen benchmark (S&P 500 Index).


COTY.PABenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-1.13

0.90

-2.03

Sortino ratio

Return per unit of downside risk

-1.83

1.39

-3.21

Omega ratio

Gain probability vs. loss probability

0.75

1.21

-0.46

Calmar ratio

Return relative to maximum drawdown

-0.99

1.40

-2.39

Martin ratio

Return relative to average drawdown

-1.92

6.61

-8.53

Explore COTY.PA risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


Coty Inc doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Coty Inc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Coty Inc was 85.61%, occurring on Mar 27, 2026. The portfolio has not yet recovered.

The current Coty Inc drawdown is 85.31%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-85.61%Feb 27, 2024516Mar 27, 2026
-20.39%Oct 2, 202323Nov 1, 202322Dec 1, 202345
-14.57%Dec 27, 20237Jan 5, 202435Feb 26, 202442
-7.21%Dec 6, 20232Dec 7, 20236Dec 15, 20238
-2.37%Dec 20, 20232Dec 21, 20231Dec 22, 20233

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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