EL vs. ULTA

In the year-to-date period, EL achieves a -55.08% return, which is significantly lower than ULTA's -27.89% return. Over the past 10 years, EL has underperformed ULTA with an annualized return of -0.02%, while ULTA has yielded a comparatively higher 10.77% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for The Estee Lauder Companies Inc. (EL) and Ulta Beauty, Inc. (ULTA). 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 ULTA Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of EL and ULTA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

EL's dividend yield for the trailing twelve months is around 4.09%, while ULTA has not paid dividends to shareholders.

The maximum EL drawdown since its inception was -82.39%, smaller than the maximum ULTA drawdown of -87.89%. Use the drawdown chart below to compare losses from any high point for EL and ULTA. For additional features, visit the drawdowns tool.

The Estee Lauder Companies Inc. (EL) has a higher volatility of 25.07% compared to Ulta Beauty, Inc. (ULTA) at 8.10%. This indicates that EL's price experiences larger fluctuations and is considered to be riskier than ULTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between The Estee Lauder Companies Inc. and Ulta 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.