COTY vs. ELF
COTY (Coty Inc.) and ELF (e.l.f. Beauty, Inc.) are both stocks. Both operate in the Household & Personal Products industry within the Consumer Defensive sector. Over the past 5 years, COTY returned -20.63%/yr vs 24.59%/yr for ELF. Their 0.42 correlation means their historical movements had little consistent relationship.
Performance
COTY vs. ELF - Performance Comparison
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Returns By Period
In the year-to-date period, COTY achieves a -10.71% return, which is significantly lower than ELF's 9.01% return.
COTY
- 1D
- 2.23%
- 1M
- 19.57%
- 6M
- -13.25%
- YTD
- -10.71%
- 1Y
- -41.86%
- 3Y*
- -38.30%
- 5Y*
- -20.63%
- 10Y*
- -19.26%
- ALL TIME*
- -11.99%
ELF
- 1D
- 0.77%
- 1M
- 8.47%
- 6M
- -2.47%
- YTD
- 9.01%
- 1Y
- -28.80%
- 3Y*
- -10.73%
- 5Y*
- 24.59%
- 10Y*
- —
- ALL TIME*
- 13.40%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
COTY Coty Inc. | $25.10M | $24.44M | $26.01M |
| $178.41M | $180.75M | $221.10M |
COTY vs. ELF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COTY Coty Inc. | -10.71% | -55.75% | -43.96% | 45.09% | -18.48% | 49.57% | -36.92% | 79.18% | -65.68% | 11.74% |
ELF e.l.f. Beauty, Inc. | 9.01% | -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 0.48, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.48 |
Correlation (3Y) Balances recent behavior with more history. | 0.46 |
Correlation (5Y) Shows whether the relationship held over a longer 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
COTY:
$2.42B
ELF:
$4.89B
COTY:
-$0.61
ELF:
$0.44
COTY:
0.42
ELF:
3.03
COTY:
0.82
ELF:
4.39
COTY:
$5.79B
ELF:
$1.64B
COTY:
$3.59B
ELF:
$1.16B
COTY:
$4.10M
ELF:
$185.47M
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Return for Risk
COTY vs. ELF — Risk / Return Rank
COTY
ELF
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.
| COTY | ELF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 0.97 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.68 | -0.48 | -0.20 |
| Martin ratioReturn relative to average drawdown | -1.01 | -0.73 | -0.28 |
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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
| COTY | ELF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.43% | -77.26% | -16.17% |
Max Drawdown (1Y)Largest decline over 1 year | -63.51% | -66.20% | +2.69% |
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 DrawdownCurrent decline from peak | -90.23% | -61.98% | -28.25% |
Average DrawdownAverage peak-to-trough decline | -51.81% | -32.87% | -18.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.13% | 43.58% | -0.45% |
Volatility
COTY vs. ELF - Volatility Comparison
The current volatility for Coty Inc. (COTY) is 13.39%, while e.l.f. Beauty, Inc. (ELF) has a volatility of 15.57%. 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.
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Volatility by Period
| COTY | ELF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.39% | 15.57% | -2.18% |
Volatility (6M)Calculated over the trailing 6-month period | 39.05% | 45.42% | -6.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.04% | 67.93% | -14.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.16% | 57.93% | -12.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.73% | 55.30% | -0.57% |
Dividends
COTY vs. ELF - Dividend Comparison
Neither COTY nor ELF has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Total Revenue: Total amount of money received from sales and other business activities
COTY vs. ELF - Profitability Comparison
COTY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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 Aug 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 Aug 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 Aug 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 Aug 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 Aug 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 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ELF has higher volatility (15.57%) compared to COTY (13.39%). In terms of maximum drawdown, COTY dropped -93.43% vs ELF's -77.26%.
ELF currently has the higher Sharpe Ratio (-0.47 vs -0.82), 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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