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

Correlation

The correlation between EL and ELF is 0.56, 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

EL vs. ELF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Estee Lauder Companies Inc. (EL) 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

EL:

-1.05

ELF:

-0.73

Sortino Ratio

EL:

-1.44

ELF:

-0.89

Omega Ratio

EL:

0.80

ELF:

0.89

Calmar Ratio

EL:

-0.59

ELF:

-0.66

Martin Ratio

EL:

-1.23

ELF:

-1.05

Ulcer Index

EL:

40.96%

ELF:

48.36%

Daily Std Dev

EL:

49.65%

ELF:

70.39%

Max Drawdown

EL:

-85.82%

ELF:

-77.09%

Current Drawdown

EL:

-81.53%

ELF:

-63.62%

Fundamentals

Market Cap

EL:

$22.91B

ELF:

$4.41B

EPS

EL:

-$2.42

ELF:

$1.67

PEG Ratio

EL:

0.80

ELF:

2.03

PS Ratio

EL:

1.55

ELF:

3.39

PB Ratio

EL:

5.31

ELF:

5.75

Total Revenue (TTM)

EL:

$14.79B

ELF:

$980.87M

Gross Profit (TTM)

EL:

$10.92B

ELF:

$698.65M

EBITDA (TTM)

EL:

$136.00M

ELF:

$137.51M

Returns By Period

In the year-to-date period, EL achieves a -12.66% return, which is significantly higher than ELF's -36.84% return.


EL

YTD

-12.66%

1M

23.76%

6M

3.21%

1Y

-51.79%

5Y*

-16.37%

10Y*

-1.92%

ELF

YTD

-36.84%

1M

58.76%

6M

-34.64%

1Y

-51.13%

5Y*

42.03%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

EL vs. ELF — Risk-Adjusted Performance Rank

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

EL
The Risk-Adjusted Performance Rank of EL is 99
Overall Rank
The Sharpe Ratio Rank of EL is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of EL is 66
Sortino Ratio Rank
The Omega Ratio Rank of EL is 55
Omega Ratio Rank
The Calmar Ratio Rank of EL is 1414
Calmar Ratio Rank
The Martin Ratio Rank of EL is 1616
Martin Ratio Rank

ELF
The Risk-Adjusted Performance Rank of ELF is 1515
Overall Rank
The Sharpe Ratio Rank of ELF is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of ELF is 1414
Sortino Ratio Rank
The Omega Ratio Rank of ELF is 1515
Omega Ratio Rank
The Calmar Ratio Rank of ELF is 1010
Calmar Ratio Rank
The Martin Ratio Rank of ELF is 2323
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.

EL vs. ELF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Estee Lauder Companies Inc. (EL) 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 EL Sharpe Ratio is -1.05, which is lower than the ELF Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of EL 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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Dividends

EL vs. ELF - Dividend Comparison

EL's dividend yield for the trailing twelve months is around 3.10%, while ELF has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
EL
The Estee Lauder Companies Inc.
3.10%3.11%1.81%0.99%0.59%0.56%0.86%1.21%1.10%1.62%1.16%1.10%
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

EL vs. ELF - Drawdown Comparison

The maximum EL drawdown since its inception was -85.82%, which is greater than ELF's maximum drawdown of -77.09%. Use the drawdown chart below to compare losses from any high point for EL and ELF. For additional features, visit the drawdowns tool.


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Volatility

EL vs. ELF - Volatility Comparison

The current volatility for The Estee Lauder Companies Inc. (EL) is 10.08%, while e.l.f. Beauty, Inc. (ELF) has a volatility of 15.28%. This indicates that EL 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

EL vs. ELF - Financials Comparison

This section allows you to compare key financial metrics between The Estee Lauder Companies 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


0.001.00B2.00B3.00B4.00B5.00B6.00B20212022202320242025
3.55B
355.32M
(EL) Total Revenue
(ELF) Total Revenue
Values in USD except per share items

EL vs. ELF - Profitability Comparison

The chart below illustrates the profitability comparison between The Estee Lauder Companies 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

65.0%70.0%75.0%20212022202320242025
75.0%
71.3%
(EL) Gross Margin
(ELF) Gross Margin
EL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, The Estee Lauder Companies Inc. reported a gross profit of 2.66B and revenue of 3.55B. Therefore, the gross margin over that period was 75.0%.

ELF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, e.l.f. Beauty, Inc. reported a gross profit of 253.31M and revenue of 355.32M. Therefore, the gross margin over that period was 71.3%.

EL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, The Estee Lauder Companies Inc. reported an operating income of 306.00M and revenue of 3.55B, resulting in an operating margin of 8.6%.

ELF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, e.l.f. Beauty, Inc. reported an operating income of 35.09M and revenue of 355.32M, resulting in an operating margin of 9.9%.

EL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, The Estee Lauder Companies Inc. reported a net income of 159.00M and revenue of 3.55B, resulting in a net margin of 4.5%.

ELF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, e.l.f. Beauty, Inc. reported a net income of 35.30M and revenue of 355.32M, resulting in a net margin of 9.9%.