EL vs. VGT
EL (The Estée Lauder Companies Inc.) is a stock, while VGT (Vanguard Information Technology ETF) is Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index. Over the past 10 years, EL returned 0.02%/yr vs 24.44%/yr for VGT. At a 0.48 correlation, their price movements are largely independent.
Performance
EL vs. VGT - Performance Comparison
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Returns By Period
In the year-to-date period, EL achieves a -20.34% return, which is significantly lower than VGT's 21.52% return. Over the past 10 years, EL has underperformed VGT with an annualized return of 0.02%, while VGT has yielded a comparatively higher 24.44% annualized return.
EL
- 1D
- 0.64%
- 1M
- -5.41%
- 6M
- -27.87%
- YTD
- -20.34%
- 1Y
- -2.71%
- 3Y*
- -23.10%
- 5Y*
- -22.74%
- 10Y*
- 0.02%
VGT
- 1D
- -1.94%
- 1M
- -2.91%
- 6M
- 20.62%
- YTD
- 21.52%
- 1Y
- 35.18%
- 3Y*
- 26.94%
- 5Y*
- 18.62%
- 10Y*
- 24.44%
EL vs. VGT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EL The Estée Lauder Companies Inc. | -20.34% | 42.13% | -47.59% | -40.13% | -32.31% | 40.03% | 29.77% | 60.34% | 3.38% | 68.68% |
VGT Vanguard Information Technology ETF | 21.52% | 21.77% | 29.30% | 52.66% | -29.70% | 30.45% | 46.04% | 48.62% | 2.46% | 37.08% |
Correlation
The correlation between EL and VGT is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.48 |
Over the past year, the correlation between EL and VGT has dropped to 0.23 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.
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Return for Risk
EL vs. VGT — Risk / Return Rank
EL
VGT
EL vs. VGT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Estée Lauder Companies Inc. (EL) and Vanguard Information Technology ETF (VGT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EL | VGT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.57 | ||
| Sortino ratioReturn per unit of downside risk | -1.77 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.26 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 2.16 | -2.22 |
| Martin ratioReturn relative to average drawdown | -0.13 | 6.19 | -6.33 |
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Drawdowns
EL vs. VGT - Drawdown Comparison
The maximum EL drawdown since its inception was -85.82%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for EL and VGT.
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Drawdown Indicators
| EL | VGT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.82% | -54.63% | -31.19% |
Max Drawdown (1Y)Largest decline over 1 year | -43.62% | -16.40% | -27.22% |
Max Drawdown (3Y)Largest decline over 3 years | -72.82% | -27.23% | -45.59% |
Max Drawdown (5Y)Largest decline over 5 years | -85.82% | -35.07% | -50.75% |
Max Drawdown (10Y)Largest decline over 10 years | -85.82% | -35.07% | -50.75% |
Current DrawdownCurrent decline from peak | -76.06% | -9.06% | -67.00% |
Average DrawdownAverage peak-to-trough decline | -20.90% | -7.94% | -12.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.17% | 5.70% | +14.47% |
Volatility
EL vs. VGT - Volatility Comparison
The Estée Lauder Companies Inc. (EL) has a higher volatility of 10.22% compared to Vanguard Information Technology ETF (VGT) at 8.66%. This indicates that EL's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EL | VGT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.22% | 8.66% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 39.02% | 19.53% | +19.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.43% | 23.44% | +22.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.55% | 25.70% | +17.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.67% | 24.81% | +11.86% |
Dividends
EL vs. VGT - Dividend Comparison
EL's dividend yield for the trailing twelve months is around 1.69%, more than VGT's 0.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL The Estée Lauder Companies Inc. | 1.69% | 1.34% | 3.11% | 1.81% | 0.99% | 0.59% | 0.56% | 0.86% | 1.21% | 1.10% | 1.62% | 1.16% |
VGT Vanguard Information Technology ETF | 0.38% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
Frequently Asked Questions
EL and VGT have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EL has higher volatility (10.22%) compared to VGT (8.66%). In terms of maximum drawdown, EL dropped -85.82% vs VGT's -54.63%.
VGT currently has the higher Sharpe Ratio (1.51 vs -0.06), 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.
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