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COTY vs. ELF
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

COTY vs. ELF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Coty Inc. (COTY) and e.l.f. Beauty, Inc. (ELF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, COTY achieves a -36.36% return, which is significantly lower than ELF's -16.50% return.


COTY

1D
2.62%
1M
-3.45%
YTD
-36.36%
6M
-34.88%
1Y
-59.34%
3Y*
-45.67%
5Y*
-26.96%
10Y*
-21.50%

ELF

1D
0.49%
1M
20.02%
YTD
-16.50%
6M
-19.08%
1Y
-48.43%
3Y*
-16.34%
5Y*
17.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

COTY vs. ELF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COTY
Coty Inc.
-36.36%-55.75%-43.96%45.09%-18.48%49.57%-36.92%79.18%-65.68%11.74%
ELF
e.l.f. Beauty, Inc.
-16.50%-39.43%-13.02%161.01%66.52%31.84%56.17%86.26%-61.18%-22.91%

Correlation

The correlation between COTY and ELF is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (3Y)
Calculated over the trailing 3-year period

0.45

Correlation (5Y)
Calculated over the trailing 5-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2016

0.42

The correlation between COTY and ELF has been stable across timeframes, ranging from 0.42 to 0.51 - a consistent structural relationship.

Fundamentals

Market Cap

COTY:

$1.72B

ELF:

$3.81B

EPS

COTY:

-$0.61

ELF:

$0.44

PS Ratio

COTY:

0.30

ELF:

2.30

PB Ratio

COTY:

0.58

ELF:

3.37

Total Revenue (TTM)

COTY:

$5.79B

ELF:

$1.64B

Gross Profit (TTM)

COTY:

$3.59B

ELF:

$1.16B

EBITDA (TTM)

COTY:

$4.10M

ELF:

$185.47M

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Return for Risk

COTY vs. ELF — Risk / Return Rank

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

COTY
COTY Risk / Return Rank: 44
Overall Rank
COTY Sharpe Ratio Rank: 33
Sharpe Ratio Rank
COTY Sortino Ratio Rank: 33
Sortino Ratio Rank
COTY Omega Ratio Rank: 44
Omega Ratio Rank
COTY Calmar Ratio Rank: 55
Calmar Ratio Rank
COTY Martin Ratio Rank: 77
Martin Ratio Rank

ELF
ELF Risk / Return Rank: 1414
Overall Rank
ELF Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
ELF Sortino Ratio Rank: 1616
Sortino Ratio Rank
ELF Omega Ratio Rank: 1414
Omega Ratio Rank
ELF Calmar Ratio Rank: 1414
Calmar Ratio Rank
ELF Martin Ratio Rank: 1515
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.

COTY vs. ELF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Coty Inc. (COTY) and e.l.f. Beauty, Inc. (ELF). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


COTYELFDifference
Sharpe ratioReturn per unit of total volatility

-0.44

Sortino ratioReturn per unit of downside risk

-1.12

Omega ratioGain probability vs. loss probability

0.76

0.89

-0.13

Calmar ratioReturn relative to maximum drawdown

-0.93

-0.73

-0.19

Martin ratioReturn relative to average drawdown

-1.48

-1.19

-0.29

COTY vs. ELF - Sharpe Ratio Comparison

The current COTY Sharpe Ratio is -1.17, which is lower than the ELF Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of COTY and ELF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

COTY vs. ELF - Drawdown Comparison

The maximum COTY drawdown since its inception was -93.43%, which is greater than ELF's maximum drawdown of -77.26%. Use the drawdown chart below to compare losses from any high point for COTY and ELF.


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Drawdown Indicators


COTYELFDifference

Max Drawdown

Largest peak-to-trough decline

-93.43%

-77.26%

-16.17%

Max Drawdown (1Y)

Largest decline over 1 year

-64.08%

-66.20%

+2.12%

Max Drawdown (3Y)

Largest decline over 3 years

-86.05%

-77.26%

-8.79%

Max Drawdown (5Y)

Largest decline over 5 years

-86.05%

-77.26%

-8.79%

Max Drawdown (10Y)

Largest decline over 10 years

-92.92%

Current Drawdown

Current decline from peak

-93.04%

-70.88%

-22.16%

Average Drawdown

Average peak-to-trough decline

-51.48%

-32.52%

-18.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.20%

40.83%

-0.63%

Volatility

COTY vs. ELF - Volatility Comparison

Coty Inc. (COTY) and e.l.f. Beauty, Inc. (ELF) have volatilities of 17.01% and 17.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COTYELFDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.01%

17.28%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

36.08%

43.47%

-7.39%

Volatility (1Y)

Calculated over the trailing 1-year period

50.89%

67.04%

-16.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.76%

57.51%

-12.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.46%

55.29%

-0.83%

Dividends

COTY vs. ELF - Dividend Comparison

Neither COTY nor ELF has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
COTY
Coty Inc.
0.00%0.00%0.00%0.00%0.00%0.00%1.78%4.44%7.62%2.51%2.18%0.98%
ELF
e.l.f. Beauty, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

COTY vs. ELF - Financials Comparison

This section allows you to compare key financial metrics between Coty Inc. and e.l.f. Beauty, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00500.00M1.00B1.50B20222023202420252026
1.28B
449.29M
(COTY) Total Revenue
(ELF) Total Revenue
Values in USD except per share items

COTY vs. ELF - Profitability Comparison

The chart below illustrates the profitability comparison between Coty Inc. and e.l.f. Beauty, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

60.0%62.0%64.0%66.0%68.0%70.0%72.0%20222023202420252026
61.8%
72.7%
Portfolio components
COTY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Coty Inc. reported a gross profit of 791.90M and revenue of 1.28B. Therefore, the gross margin over that period was 61.8%.

ELF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, e.l.f. Beauty, Inc. reported a gross profit of 326.45M and revenue of 449.29M. Therefore, the gross margin over that period was 72.7%.

COTY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Coty Inc. reported an operating income of -372.00M and revenue of 1.28B, resulting in an operating margin of -29.0%.

ELF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, e.l.f. Beauty, Inc. reported an operating income of 7.32M and revenue of 449.29M, resulting in an operating margin of 1.6%.

COTY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Coty Inc. reported a net income of -411.40M and revenue of 1.28B, resulting in a net margin of -32.1%.

ELF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, e.l.f. Beauty, Inc. reported a net income of -49.37M and revenue of 449.29M, resulting in a net margin of -11.0%.


Frequently Asked Questions


COTY and ELF have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ELF has higher volatility (17.28%) compared to COTY (17.01%). In terms of maximum drawdown, COTY dropped -93.43% vs ELF's -77.26%.

ELF currently has the higher Sharpe Ratio (-0.73 vs -1.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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