EL vs. TSN
EL (The Estee Lauder Companies Inc.) and TSN (Tyson Foods, Inc.) are both stocks. Both are in the Consumer Defensive sector — EL in Household & Personal Products, TSN in Farm Products. Over the past 10 years, EL returned 0.50%/yr vs 1.94%/yr for TSN. At a 0.25 correlation, their price movements are largely independent.
Performance
EL vs. TSN - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EL achieves a -18.61% return, which is significantly lower than TSN's -1.17% return. Over the past 10 years, EL has underperformed TSN with an annualized return of 0.50%, while TSN has yielded a comparatively higher 1.94% annualized return.
EL
- 1D
- 1.38%
- 1M
- -1.43%
- YTD
- -18.61%
- 6M
- -17.07%
- 1Y
- 25.45%
- 3Y*
- -20.26%
- 5Y*
- -21.07%
- 10Y*
- 0.50%
TSN
- 1D
- -2.96%
- 1M
- -15.95%
- YTD
- -1.17%
- 6M
- 3.05%
- 1Y
- 6.62%
- 3Y*
- 7.87%
- 5Y*
- -2.96%
- 10Y*
- 1.94%
EL vs. TSN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EL The Estee Lauder Companies Inc. | -18.61% | 42.13% | -47.59% | -40.13% | -32.31% | 40.03% | 29.77% | 60.34% | 3.38% | 68.68% |
TSN Tyson Foods, Inc. | -1.17% | 5.68% | 10.47% | -10.44% | -26.90% | 38.47% | -27.35% | 73.91% | -32.82% | 33.27% |
Correlation
The correlation between EL and TSN is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 1995 | 0.25 |
The correlation between EL and TSN shifts across timeframes, from 0.12 (1 year) to 0.29 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
EL:
$30.93B
TSN:
$20.17B
EL:
-$0.68
TSN:
$1.30
EL:
2.07
TSN:
0.36
EL:
7.75
TSN:
1.11
EL:
$14.84B
TSN:
$55.71B
EL:
$11.09B
TSN:
$3.65B
EL:
$1.30B
TSN:
$2.53B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EL vs. TSN — Risk / Return Rank
EL
TSN
EL vs. TSN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Estee Lauder Companies Inc. (EL) and Tyson Foods, Inc. (TSN). 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.
| EL | TSN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.07 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.59 | 0.40 | +0.18 |
| Martin ratioReturn relative to average drawdown | 1.43 | 1.29 | +0.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EL | TSN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 0.27 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.49 | -0.12 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | 0.07 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.19 | +0.08 |
Drawdowns
EL vs. TSN - Drawdown Comparison
The maximum EL drawdown since its inception was -85.82%, which is greater than TSN's maximum drawdown of -81.50%. Use the drawdown chart below to compare losses from any high point for EL and TSN.
Loading charts...
Drawdown Indicators
| EL | TSN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.82% | -81.50% | -4.32% |
Max Drawdown (1Y)Largest decline over 1 year | -43.62% | -16.57% | -27.05% |
Max Drawdown (3Y)Largest decline over 3 years | -74.55% | -20.34% | -54.21% |
Max Drawdown (5Y)Largest decline over 5 years | -85.82% | -52.11% | -33.71% |
Max Drawdown (10Y)Largest decline over 10 years | -85.82% | -52.45% | -33.37% |
Current DrawdownCurrent decline from peak | -75.54% | -33.56% | -41.98% |
Average DrawdownAverage peak-to-trough decline | -20.71% | -23.76% | +3.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.82% | 5.16% | +12.66% |
Volatility
EL vs. TSN - Volatility Comparison
The Estee Lauder Companies Inc. (EL) has a higher volatility of 16.50% compared to Tyson Foods, Inc. (TSN) at 9.39%. This indicates that EL's price experiences larger fluctuations and is considered to be riskier than TSN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EL | TSN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.50% | 9.39% | +7.11% |
Volatility (6M)Calculated over the trailing 6-month period | 38.95% | 19.15% | +19.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.27% | 24.57% | +23.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.32% | 24.85% | +18.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.58% | 28.00% | +8.58% |
Dividends
EL vs. TSN - Dividend Comparison
EL's dividend yield for the trailing twelve months is around 1.65%, less than TSN's 3.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL The Estee Lauder Companies Inc. | 1.65% | 1.34% | 3.11% | 1.81% | 0.99% | 0.59% | 0.56% | 0.86% | 1.21% | 1.10% | 1.62% | 1.16% |
TSN Tyson Foods, Inc. | 3.56% | 3.43% | 3.43% | 3.59% | 2.99% | 2.06% | 2.65% | 1.70% | 2.39% | 1.11% | 1.09% | 0.84% |
Financials
EL vs. TSN - Financials Comparison
This section allows you to compare key financial metrics between The Estee Lauder Companies Inc. and Tyson Foods, 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.
Total Revenue: Total amount of money received from sales and other business activities
EL vs. TSN - Profitability Comparison
EL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Estee Lauder Companies Inc. reported a gross profit of 2.84B and revenue of 3.71B. Therefore, the gross margin over that period was 76.4%.
TSN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tyson Foods, Inc. reported a gross profit of 962.00M and revenue of 13.65B. Therefore, the gross margin over that period was 7.1%.
EL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Estee Lauder Companies Inc. reported an operating income of 249.00M and revenue of 3.71B, resulting in an operating margin of 6.7%.
TSN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tyson Foods, Inc. reported an operating income of 435.00M and revenue of 13.65B, resulting in an operating margin of 3.2%.
EL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Estee Lauder Companies Inc. reported a net income of 89.00M and revenue of 3.71B, resulting in a net margin of 2.4%.
TSN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tyson Foods, Inc. reported a net income of 260.00M and revenue of 13.65B, resulting in a net margin of 1.9%.
Frequently Asked Questions
EL and TSN have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EL has higher volatility (16.50%) compared to TSN (9.39%). In terms of maximum drawdown, EL dropped -85.82% vs TSN's -81.50%.
EL currently has the higher Sharpe Ratio (0.53 vs 0.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for EL and TSN
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer