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COTY vs. ELF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between COTY and ELF is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

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.

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-33.48%
-30.44%
COTY
ELF

Key characteristics

Sharpe Ratio

COTY:

-1.44

ELF:

-0.28

Sortino Ratio

COTY:

-2.24

ELF:

-0.01

Omega Ratio

COTY:

0.75

ELF:

1.00

Calmar Ratio

COTY:

-0.59

ELF:

-0.32

Martin Ratio

COTY:

-1.56

ELF:

-0.57

Ulcer Index

COTY:

28.92%

ELF:

30.56%

Daily Std Dev

COTY:

31.24%

ELF:

61.26%

Max Drawdown

COTY:

-90.59%

ELF:

-77.00%

Current Drawdown

COTY:

-76.06%

ELF:

-39.69%

Fundamentals

Market Cap

COTY:

$5.86B

ELF:

$7.41B

EPS

COTY:

$0.18

ELF:

$1.85

PE Ratio

COTY:

37.44

ELF:

71.07

PEG Ratio

COTY:

0.22

ELF:

2.03

Total Revenue (TTM)

COTY:

$4.42B

ELF:

$946.70M

Gross Profit (TTM)

COTY:

$2.82B

ELF:

$672.54M

EBITDA (TTM)

COTY:

$529.80M

ELF:

$133.67M

Returns By Period

In the year-to-date period, COTY achieves a -3.16% return, which is significantly lower than ELF's 4.72% return.


COTY

YTD

-3.16%

1M

-10.13%

6M

-33.46%

1Y

-44.93%

5Y*

-9.87%

10Y*

-8.37%

ELF

YTD

4.72%

1M

-6.51%

6M

-30.44%

1Y

-16.58%

5Y*

55.16%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

COTY vs. ELF — Risk-Adjusted Performance Rank

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

COTY
The Risk-Adjusted Performance Rank of COTY is 55
Overall Rank
The Sharpe Ratio Rank of COTY is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of COTY is 11
Sortino Ratio Rank
The Omega Ratio Rank of COTY is 33
Omega Ratio Rank
The Calmar Ratio Rank of COTY is 1414
Calmar Ratio Rank
The Martin Ratio Rank of COTY is 66
Martin Ratio Rank

ELF
The Risk-Adjusted Performance Rank of ELF is 3434
Overall Rank
The Sharpe Ratio Rank of ELF is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of ELF is 3535
Sortino Ratio Rank
The Omega Ratio Rank of ELF is 3535
Omega Ratio Rank
The Calmar Ratio Rank of ELF is 2929
Calmar Ratio Rank
The Martin Ratio Rank of ELF is 3838
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

COTY vs. ELF - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for COTY, currently valued at -1.44, compared to the broader market-2.000.002.00-1.44-0.28
The chart of Sortino ratio for COTY, currently valued at -2.24, compared to the broader market-4.00-2.000.002.004.00-2.24-0.01
The chart of Omega ratio for COTY, currently valued at 0.75, compared to the broader market0.501.001.502.000.751.00
The chart of Calmar ratio for COTY, currently valued at -0.64, compared to the broader market0.002.004.006.00-0.64-0.32
The chart of Martin ratio for COTY, currently valued at -1.56, compared to the broader market0.0010.0020.00-1.56-0.57
COTY
ELF

The current COTY Sharpe Ratio is -1.44, which is lower than the ELF Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of COTY and ELF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
-1.44
-0.28
COTY
ELF

Dividends

COTY vs. ELF - Dividend Comparison

Neither COTY nor ELF has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
COTY
Coty Inc.
0.00%0.00%0.00%0.00%0.00%1.78%4.44%7.62%2.51%2.18%0.98%0.97%
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%

Drawdowns

COTY vs. ELF - Drawdown Comparison

The maximum COTY drawdown since its inception was -90.59%, which is greater than ELF's maximum drawdown of -77.00%. Use the drawdown chart below to compare losses from any high point for COTY and ELF. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-69.43%
-39.69%
COTY
ELF

Volatility

COTY vs. ELF - Volatility Comparison

The current volatility for Coty Inc. (COTY) is 6.71%, while e.l.f. Beauty, Inc. (ELF) has a volatility of 13.86%. This indicates that COTY experiences smaller price fluctuations and is considered to be less risky than ELF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
6.71%
13.86%
COTY
ELF

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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