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

Correlation

The correlation between EL and ELF is 0.42, 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.


-0.50.00.51.0
Correlation: 0.4

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.

0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
-26.57%
128.91%
EL
ELF

Key characteristics

Sharpe Ratio

EL:

-1.17

ELF:

-0.89

Sortino Ratio

EL:

-1.83

ELF:

-1.39

Omega Ratio

EL:

0.74

ELF:

0.83

Calmar Ratio

EL:

-0.69

ELF:

-0.81

Martin Ratio

EL:

-1.40

ELF:

-1.38

Ulcer Index

EL:

42.47%

ELF:

45.24%

Daily Std Dev

EL:

50.96%

ELF:

69.42%

Max Drawdown

EL:

-85.82%

ELF:

-77.09%

Current Drawdown

EL:

-83.38%

ELF:

-72.17%

Fundamentals

Market Cap

EL:

$20.12B

ELF:

$3.21B

EPS

EL:

-$1.99

ELF:

$1.72

PEG Ratio

EL:

0.70

ELF:

2.03

PS Ratio

EL:

1.33

ELF:

2.46

PB Ratio

EL:

4.94

ELF:

4.18

Total Revenue (TTM)

EL:

$11.24B

ELF:

$980.87M

Gross Profit (TTM)

EL:

$8.26B

ELF:

$698.65M

EBITDA (TTM)

EL:

-$170.00M

ELF:

$137.51M

Returns By Period

In the year-to-date period, EL achieves a -21.40% return, which is significantly higher than ELF's -51.68% return.


EL

YTD

-21.40%

1M

-11.24%

6M

-33.19%

1Y

-59.30%

5Y*

-17.83%

10Y*

-2.23%

ELF

YTD

-51.68%

1M

-6.82%

6M

-43.41%

1Y

-65.72%

5Y*

41.72%

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 66
Overall Rank
The Sharpe Ratio Rank of EL is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of EL is 44
Sortino Ratio Rank
The Omega Ratio Rank of EL is 33
Omega Ratio Rank
The Calmar Ratio Rank of EL is 1010
Calmar Ratio Rank
The Martin Ratio Rank of EL is 1313
Martin Ratio Rank

ELF
The Risk-Adjusted Performance Rank of ELF is 88
Overall Rank
The Sharpe Ratio Rank of ELF is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of ELF is 77
Sortino Ratio Rank
The Omega Ratio Rank of ELF is 99
Omega Ratio Rank
The Calmar Ratio Rank of ELF is 55
Calmar Ratio Rank
The Martin Ratio Rank of ELF is 1313
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 chart of Sharpe ratio for EL, currently valued at -1.17, compared to the broader market-2.00-1.000.001.002.003.00
EL: -1.17
ELF: -0.89
The chart of Sortino ratio for EL, currently valued at -1.83, compared to the broader market-6.00-4.00-2.000.002.004.00
EL: -1.83
ELF: -1.39
The chart of Omega ratio for EL, currently valued at 0.74, compared to the broader market0.501.001.502.00
EL: 0.74
ELF: 0.83
The chart of Calmar ratio for EL, currently valued at -0.69, compared to the broader market0.001.002.003.004.005.00
EL: -0.69
ELF: -0.81
The chart of Martin ratio for EL, currently valued at -1.40, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
EL: -1.40
ELF: -1.38

The current EL Sharpe Ratio is -1.17, which is lower than the ELF Sharpe Ratio of -0.89. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-1.17
-0.89
EL
ELF

Dividends

EL vs. ELF - Dividend Comparison

EL's dividend yield for the trailing twelve months is around 3.44%, while ELF has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
EL
The Estee Lauder Companies Inc.
3.44%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.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%NovemberDecember2025FebruaryMarchApril
-83.38%
-72.17%
EL
ELF

Volatility

EL vs. ELF - Volatility Comparison

The current volatility for The Estee Lauder Companies Inc. (EL) is 25.71%, while e.l.f. Beauty, Inc. (ELF) has a volatility of 27.68%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
25.71%
27.68%
EL
ELF

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


Values in USD except per share items