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COTY vs. EQQQ.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between COTY and EQQQ.L is 0.21, 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.


-0.50.00.51.00.2

Performance

COTY vs. EQQQ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Coty Inc. (COTY) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-32.25%
4.77%
COTY
EQQQ.L

Key characteristics

Sharpe Ratio

COTY:

-1.44

EQQQ.L:

1.76

Sortino Ratio

COTY:

-2.24

EQQQ.L:

2.38

Omega Ratio

COTY:

0.75

EQQQ.L:

1.33

Calmar Ratio

COTY:

-0.59

EQQQ.L:

2.32

Martin Ratio

COTY:

-1.56

EQQQ.L:

7.02

Ulcer Index

COTY:

28.92%

EQQQ.L:

4.03%

Daily Std Dev

COTY:

31.24%

EQQQ.L:

16.07%

Max Drawdown

COTY:

-90.59%

EQQQ.L:

-33.75%

Current Drawdown

COTY:

-76.06%

EQQQ.L:

-1.87%

Returns By Period

In the year-to-date period, COTY achieves a -3.16% return, which is significantly lower than EQQQ.L's 0.19% return. Over the past 10 years, COTY has underperformed EQQQ.L with an annualized return of -8.37%, while EQQQ.L has yielded a comparatively higher 20.78% annualized return.


COTY

YTD

-3.16%

1M

-10.13%

6M

-33.46%

1Y

-44.93%

5Y*

-9.87%

10Y*

-8.37%

EQQQ.L

YTD

0.19%

1M

-0.89%

6M

8.53%

1Y

29.28%

5Y*

20.12%

10Y*

20.78%

*Annualized

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Risk-Adjusted Performance

COTY vs. EQQQ.L — 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

EQQQ.L
The Risk-Adjusted Performance Rank of EQQQ.L is 7575
Overall Rank
The Sharpe Ratio Rank of EQQQ.L is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of EQQQ.L is 7676
Sortino Ratio Rank
The Omega Ratio Rank of EQQQ.L is 7878
Omega Ratio Rank
The Calmar Ratio Rank of EQQQ.L is 7575
Calmar Ratio Rank
The Martin Ratio Rank of EQQQ.L is 6666
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. EQQQ.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Coty Inc. (COTY) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L). 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 chart of Sharpe ratio for COTY, currently valued at -1.46, compared to the broader market-2.000.002.00-1.461.22
The chart of Sortino ratio for COTY, currently valued at -2.28, compared to the broader market-4.00-2.000.002.004.00-2.281.73
The chart of Omega ratio for COTY, currently valued at 0.74, compared to the broader market0.501.001.502.000.741.23
The chart of Calmar ratio for COTY, currently valued at -0.59, compared to the broader market0.002.004.006.00-0.591.65
The chart of Martin ratio for COTY, currently valued at -1.54, compared to the broader market0.0010.0020.00-1.555.57
COTY
EQQQ.L

The current COTY Sharpe Ratio is -1.44, which is lower than the EQQQ.L Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of COTY and EQQQ.L, 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-1.46
1.22
COTY
EQQQ.L

Dividends

COTY vs. EQQQ.L - Dividend Comparison

COTY has not paid dividends to shareholders, while EQQQ.L's dividend yield for the trailing twelve months is around 0.38%.


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%
EQQQ.L
Invesco EQQQ NASDAQ-100 UCITS ETF
0.38%0.38%0.39%0.56%0.25%0.41%0.56%0.63%0.67%0.77%0.72%1.01%

Drawdowns

COTY vs. EQQQ.L - Drawdown Comparison

The maximum COTY drawdown since its inception was -90.59%, which is greater than EQQQ.L's maximum drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for COTY and EQQQ.L. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-76.06%
-5.69%
COTY
EQQQ.L

Volatility

COTY vs. EQQQ.L - Volatility Comparison

Coty Inc. (COTY) has a higher volatility of 6.57% compared to Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L) at 4.97%. This indicates that COTY's price experiences larger fluctuations and is considered to be riskier than EQQQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
6.57%
4.97%
COTY
EQQQ.L