PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
EL vs. LRLCY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between EL and LRLCY is 0.36, 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.


-0.50.00.51.00.4

Performance

EL vs. LRLCY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Estee Lauder Companies Inc. (EL) and L'Oréal S.A. (LRLCY). The values are adjusted to include any dividend payments, if applicable.

300.00%400.00%500.00%600.00%700.00%800.00%900.00%JulyAugustSeptemberOctoberNovemberDecember
368.26%
656.98%
EL
LRLCY

Key characteristics

Sharpe Ratio

EL:

-1.08

LRLCY:

-1.08

Sortino Ratio

EL:

-1.59

LRLCY:

-1.50

Omega Ratio

EL:

0.79

LRLCY:

0.82

Calmar Ratio

EL:

-0.57

LRLCY:

-0.85

Martin Ratio

EL:

-1.44

LRLCY:

-1.87

Ulcer Index

EL:

32.63%

LRLCY:

14.42%

Daily Std Dev

EL:

43.71%

LRLCY:

25.07%

Max Drawdown

EL:

-82.39%

LRLCY:

-58.79%

Current Drawdown

EL:

-79.03%

LRLCY:

-29.34%

Fundamentals

Market Cap

EL:

$28.06B

LRLCY:

$192.13B

EPS

EL:

$0.56

LRLCY:

$2.54

PE Ratio

EL:

139.61

LRLCY:

28.24

PEG Ratio

EL:

1.20

LRLCY:

2.58

Total Revenue (TTM)

EL:

$15.43B

LRLCY:

$42.73B

Gross Profit (TTM)

EL:

$11.14B

LRLCY:

$31.70B

EBITDA (TTM)

EL:

$1.81B

LRLCY:

$7.26B

Returns By Period

In the year-to-date period, EL achieves a -48.03% return, which is significantly lower than LRLCY's -28.33% return. Over the past 10 years, EL has underperformed LRLCY with an annualized return of 0.78%, while LRLCY has yielded a comparatively higher 9.23% annualized return.


EL

YTD

-48.03%

1M

14.36%

6M

-33.89%

1Y

-47.74%

5Y*

-17.53%

10Y*

0.78%

LRLCY

YTD

-28.33%

1M

3.74%

6M

-25.55%

1Y

-28.04%

5Y*

5.05%

10Y*

9.23%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

EL vs. LRLCY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Estee Lauder Companies Inc. (EL) and L'Oréal S.A. (LRLCY). 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.


Sharpe ratio
The chart of Sharpe ratio for EL, currently valued at -1.08, compared to the broader market-4.00-2.000.002.00-1.08-1.08
The chart of Sortino ratio for EL, currently valued at -1.59, compared to the broader market-4.00-2.000.002.004.00-1.59-1.50
The chart of Omega ratio for EL, currently valued at 0.79, compared to the broader market0.501.001.502.000.790.82
The chart of Calmar ratio for EL, currently valued at -0.57, compared to the broader market0.002.004.006.00-0.57-0.85
The chart of Martin ratio for EL, currently valued at -1.44, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.44-1.87
EL
LRLCY

The current EL Sharpe Ratio is -1.08, which is comparable to the LRLCY Sharpe Ratio of -1.08. The chart below compares the historical Sharpe Ratios of EL and LRLCY, 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-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-1.08
-1.08
EL
LRLCY

Dividends

EL vs. LRLCY - Dividend Comparison

EL's dividend yield for the trailing twelve months is around 3.13%, more than LRLCY's 2.03% yield.


TTM20232022202120202019201820172016201520142013
EL
The Estee Lauder Companies Inc.
3.13%1.81%0.99%0.59%0.56%0.86%1.21%1.10%1.62%1.16%1.10%0.98%
LRLCY
L'Oréal S.A.
2.03%1.29%1.53%1.00%1.13%1.48%1.91%1.58%1.95%1.82%2.09%1.76%

Drawdowns

EL vs. LRLCY - Drawdown Comparison

The maximum EL drawdown since its inception was -82.39%, which is greater than LRLCY's maximum drawdown of -58.79%. Use the drawdown chart below to compare losses from any high point for EL and LRLCY. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-79.03%
-29.34%
EL
LRLCY

Volatility

EL vs. LRLCY - Volatility Comparison

The Estee Lauder Companies Inc. (EL) has a higher volatility of 11.07% compared to L'Oréal S.A. (LRLCY) at 5.83%. This indicates that EL's price experiences larger fluctuations and is considered to be riskier than LRLCY 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%JulyAugustSeptemberOctoberNovemberDecember
11.07%
5.83%
EL
LRLCY

Financials

EL vs. LRLCY - Financials Comparison

This section allows you to compare key financial metrics between The Estee Lauder Companies Inc. and L'Oréal S.A.. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab