1913.HK vs. EL

Last updated Apr 2, 2026

Compare and contrast key facts about Prada SpA (1913.HK) and The Estee Lauder Companies Inc. (EL).

Performance

1913.HK vs. EL - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in Prada SpA (1913.HK) and The Estee Lauder Companies Inc. (EL). The values are adjusted to include any dividend payments, if applicable.

1913.HK vs. EL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
1913.HK Prada SpA	-16.58%	-22.89%	37.17%	2.91%	-10.53%	-1.93%	59.01%	27.69%	-7.24%	11.69%
EL The Estee Lauder Companies Inc.	-31.80%	42.40%	-47.86%	-40.14%	-32.20%	40.79%	29.19%	59.50%	3.60%	69.98%

Different Trading Currencies

1913.HK is traded in HKD, while EL is traded in USD. To make them comparable, the EL values have been converted to HKD using the latest available exchange rates.

Returns By Period

In the year-to-date period, 1913.HK achieves a -16.58% return, which is significantly higher than EL's -31.80% return. Over the past 10 years, 1913.HK has outperformed EL with an annualized return of 5.84%, while EL has yielded a comparatively lower -1.63% annualized return.

1913.HK

• 1D: 1.68%
• 1M: -14.06%
• YTD: -16.58%
• 6M: -19.79%
• 1Y: -29.46%
• 3Y*: -10.39%
• 5Y*: -3.76%
• 10Y*: 5.84%

EL

• 1D: -1.51%
• 1M: -29.28%
• YTD: -31.80%
• 6M: -16.82%
• 1Y: 6.60%
• 3Y*: -32.85%
• 5Y*: -23.48%
• 10Y*: -1.63%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

1913.HK vs. EL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

1913.HK

1913.HK Risk / Return Rank: 9
1913.HK Sharpe Ratio Rank: 8
1913.HK Sortino Ratio Rank: 10
1913.HK Omega Ratio Rank: 11
1913.HK Calmar Ratio Rank: 8
1913.HK Martin Ratio Rank: 6

EL

EL Risk / Return Rank: 44
EL Sharpe Ratio Rank: 44
EL Sortino Ratio Rank: 41
EL Omega Ratio Rank: 42
EL Calmar Ratio Rank: 46
EL Martin Ratio Rank: 49

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.

1913.HK vs. EL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Prada SpA (1913.HK) and The Estee Lauder Companies Inc. (EL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	1913.HK	EL	Difference
Sharpe ratio Return per unit of total volatility	-0.81	0.13	-0.94
Sortino ratio Return per unit of downside risk	-1.02	0.52	-1.54
Omega ratio Gain probability vs. loss probability	0.88	1.07	-0.20
Calmar ratio Return relative to maximum drawdown	-0.88	0.22	-1.10
Martin ratio Return relative to average drawdown	-1.60	0.79	-2.38
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

1913.HK vs. EL - Sharpe Ratio Comparison

The current 1913.HK Sharpe Ratio is -0.81, which is lower than the EL Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of 1913.HK and EL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	1913.HK	EL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.81	0.13	-0.94
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.09	-0.55	+0.46
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.15	-0.05	+0.19
Sharpe Ratio (All Time) Calculated using the full available price history	0.04	0.22	-0.18

Correlation

The correlation between 1913.HK and EL is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

1913.HK vs. EL - Dividend Comparison

1913.HK's dividend yield for the trailing twelve months is around 3.81%, more than EL's 1.98% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
1913.HK Prada SpA	3.81%	3.18%	1.89%	2.14%	1.31%	0.66%	0.00%	1.64%	2.73%	4.14%	3.60%	3.83%
EL The Estee Lauder Companies Inc.	1.98%	1.34%	3.11%	1.81%	0.99%	0.59%	0.56%	0.86%	1.21%	1.10%	1.62%	1.16%

Drawdowns

1913.HK vs. EL - Drawdown Comparison

The maximum 1913.HK drawdown since its inception was -73.91%, smaller than the maximum EL drawdown of -85.86%. Use the drawdown chart below to compare losses from any high point for 1913.HK and EL.

Drawdown Indicators

	1913.HK	EL	Difference
Max Drawdown Largest peak-to-trough decline	-73.91%	-85.82%	+11.91%
Max Drawdown (1Y) Largest decline over 1 year	-33.15%	-43.62%	+10.47%
Max Drawdown (5Y) Largest decline over 5 years	-46.60%	-85.82%	+39.22%
Max Drawdown (10Y) Largest decline over 10 years	-57.94%	-85.82%	+27.88%
Current Drawdown Current decline from peak	-45.08%	-79.65%	+34.57%
Average Drawdown Average peak-to-trough decline	-37.26%	-20.38%	-16.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.43%	12.21%	+6.22%

Volatility

1913.HK vs. EL - Volatility Comparison

The current volatility for Prada SpA (1913.HK) is 11.29%, while The Estee Lauder Companies Inc. (EL) has a volatility of 18.52%. This indicates that 1913.HK experiences smaller price fluctuations and is considered to be less risky than EL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	1913.HK	EL	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.29%	18.52%	-7.23%
Volatility (6M) Calculated over the trailing 6-month period	23.63%	38.23%	-14.60%
Volatility (1Y) Calculated over the trailing 1-year period	37.01%	51.96%	-14.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.16%	42.68%	-0.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.27%	36.07%	+5.20%

Financials