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

Correlation

The correlation between EL and LVMUY is 0.37, 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. LVMUY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Estee Lauder Companies Inc. (EL) and LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%JulyAugustSeptemberOctoberNovemberDecember
629.42%
2,515.73%
EL
LVMUY

Key characteristics

Sharpe Ratio

EL:

-1.08

LVMUY:

-0.58

Sortino Ratio

EL:

-1.59

LVMUY:

-0.70

Omega Ratio

EL:

0.79

LVMUY:

0.92

Calmar Ratio

EL:

-0.57

LVMUY:

-0.46

Martin Ratio

EL:

-1.44

LVMUY:

-0.88

Ulcer Index

EL:

32.63%

LVMUY:

20.00%

Daily Std Dev

EL:

43.71%

LVMUY:

30.55%

Max Drawdown

EL:

-82.39%

LVMUY:

-80.90%

Current Drawdown

EL:

-79.03%

LVMUY:

-32.79%

Fundamentals

Market Cap

EL:

$28.06B

LVMUY:

$329.73B

EPS

EL:

$0.56

LVMUY:

$5.88

PE Ratio

EL:

139.61

LVMUY:

22.47

PEG Ratio

EL:

1.20

LVMUY:

3.48

Total Revenue (TTM)

EL:

$15.43B

LVMUY:

$85.59B

Gross Profit (TTM)

EL:

$11.14B

LVMUY:

$58.65B

EBITDA (TTM)

EL:

$1.81B

LVMUY:

$26.24B

Returns By Period

In the year-to-date period, EL achieves a -48.03% return, which is significantly lower than LVMUY's -18.08% return. Over the past 10 years, EL has underperformed LVMUY with an annualized return of 0.78%, while LVMUY has yielded a comparatively higher 17.52% annualized return.


EL

YTD

-48.03%

1M

14.36%

6M

-33.89%

1Y

-47.74%

5Y*

-17.53%

10Y*

0.78%

LVMUY

YTD

-18.08%

1M

8.38%

6M

-14.06%

1Y

-18.97%

5Y*

9.41%

10Y*

17.52%

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Risk-Adjusted Performance

EL vs. LVMUY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Estee Lauder Companies Inc. (EL) and LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY). 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-4.00-2.000.002.00-1.08-0.58
The chart of Sortino ratio for EL, currently valued at -1.59, compared to the broader market-4.00-2.000.002.004.00-1.59-0.70
The chart of Omega ratio for EL, currently valued at 0.79, compared to the broader market0.501.001.502.000.790.92
The chart of Calmar ratio for EL, currently valued at -0.57, compared to the broader market0.002.004.006.00-0.57-0.46
The chart of Martin ratio for EL, currently valued at -1.44, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.44-0.88
EL
LVMUY

The current EL Sharpe Ratio is -1.08, which is lower than the LVMUY Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of EL and LVMUY, 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-1.00-0.500.00JulyAugustSeptemberOctoberNovemberDecember
-1.08
-0.58
EL
LVMUY

Dividends

EL vs. LVMUY - Dividend Comparison

EL's dividend yield for the trailing twelve months is around 3.13%, more than LVMUY's 2.14% 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%
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
2.14%1.65%1.78%0.99%1.64%1.49%2.21%1.60%2.10%12.91%2.40%2.17%

Drawdowns

EL vs. LVMUY - Drawdown Comparison

The maximum EL drawdown since its inception was -82.39%, roughly equal to the maximum LVMUY drawdown of -80.90%. Use the drawdown chart below to compare losses from any high point for EL and LVMUY. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-79.03%
-32.79%
EL
LVMUY

Volatility

EL vs. LVMUY - Volatility Comparison

The Estee Lauder Companies Inc. (EL) has a higher volatility of 11.07% compared to LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY) at 8.01%. This indicates that EL's price experiences larger fluctuations and is considered to be riskier than LVMUY 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%
8.01%
EL
LVMUY

Financials

EL vs. LVMUY - Financials Comparison

This section allows you to compare key financial metrics between The Estee Lauder Companies Inc. and LVMH Moët Hennessy - Louis Vuitton, Société Européenne. 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
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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.

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