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

Correlation

The correlation between COTY and ELF is 0.43, 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.


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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Key characteristics

Sharpe Ratio

COTY:

-1.25

ELF:

-0.53

Sortino Ratio

COTY:

-2.14

ELF:

-0.54

Omega Ratio

COTY:

0.74

ELF:

0.93

Calmar Ratio

COTY:

-0.63

ELF:

-0.54

Martin Ratio

COTY:

-1.66

ELF:

-0.84

Ulcer Index

COTY:

32.53%

ELF:

49.61%

Daily Std Dev

COTY:

41.49%

ELF:

72.23%

Max Drawdown

COTY:

-91.89%

ELF:

-77.09%

Current Drawdown

COTY:

-84.91%

ELF:

-48.40%

Fundamentals

Market Cap

COTY:

$4.35B

ELF:

$6.34B

EPS

COTY:

-$0.46

ELF:

$1.92

PEG Ratio

COTY:

0.18

ELF:

2.03

PS Ratio

COTY:

0.73

ELF:

4.82

PB Ratio

COTY:

1.25

ELF:

8.33

Total Revenue (TTM)

COTY:

$6.00B

ELF:

$980.87M

Gross Profit (TTM)

COTY:

$3.87B

ELF:

$698.65M

EBITDA (TTM)

COTY:

$288.30M

ELF:

$137.51M

Returns By Period

In the year-to-date period, COTY achieves a -29.17% return, which is significantly lower than ELF's -10.40% return.


COTY

YTD

-29.17%

1M

-1.79%

6M

-33.29%

1Y

-52.41%

3Y*

-11.41%

5Y*

6.31%

10Y*

-15.14%

ELF

YTD

-10.40%

1M

80.71%

6M

-13.15%

1Y

-39.82%

3Y*

61.67%

5Y*

45.69%

10Y*

N/A

*Annualized

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Coty Inc.

e.l.f. Beauty, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 44
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 1212
Calmar Ratio Rank
The Martin Ratio Rank of COTY is 33
Martin Ratio Rank

ELF
The Risk-Adjusted Performance Rank of ELF is 2222
Overall Rank
The Sharpe Ratio Rank of ELF is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of ELF is 2222
Sortino Ratio Rank
The Omega Ratio Rank of ELF is 2222
Omega Ratio Rank
The Calmar Ratio Rank of ELF is 1616
Calmar Ratio Rank
The Martin Ratio Rank of ELF is 3131
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.


The current COTY Sharpe Ratio is -1.25, which is lower than the ELF Sharpe Ratio of -0.53. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 -91.89%, which is greater than ELF's maximum drawdown of -77.09%. Use the drawdown chart below to compare losses from any high point for COTY and ELF.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

COTY vs. ELF - Volatility Comparison

The current volatility for Coty Inc. (COTY) is 17.72%, while e.l.f. Beauty, Inc. (ELF) has a volatility of 25.66%. 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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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


0.00500.00M1.00B1.50B20212022202320242025
1.30B
355.32M
(COTY) Total Revenue
(ELF) Total Revenue
Values in USD except per share items