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

Correlation

The correlation between ELF and EL is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

ELF vs. EL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in e.l.f. Beauty, Inc. (ELF) and The Estee Lauder Companies Inc. (EL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ELF:

-0.73

EL:

-1.05

Sortino Ratio

ELF:

-0.89

EL:

-1.44

Omega Ratio

ELF:

0.89

EL:

0.80

Calmar Ratio

ELF:

-0.66

EL:

-0.59

Martin Ratio

ELF:

-1.05

EL:

-1.23

Ulcer Index

ELF:

48.36%

EL:

40.96%

Daily Std Dev

ELF:

70.39%

EL:

49.65%

Max Drawdown

ELF:

-77.09%

EL:

-85.82%

Current Drawdown

ELF:

-63.62%

EL:

-81.53%

Fundamentals

Market Cap

ELF:

$4.47B

EL:

$22.91B

EPS

ELF:

$1.67

EL:

-$2.42

PEG Ratio

ELF:

2.03

EL:

0.80

PS Ratio

ELF:

3.44

EL:

1.55

PB Ratio

ELF:

5.83

EL:

5.31

Total Revenue (TTM)

ELF:

$980.87M

EL:

$14.79B

Gross Profit (TTM)

ELF:

$698.65M

EL:

$10.92B

EBITDA (TTM)

ELF:

$137.51M

EL:

$136.00M

Returns By Period

In the year-to-date period, ELF achieves a -36.84% return, which is significantly lower than EL's -12.66% return.


ELF

YTD

-36.84%

1M

50.62%

6M

-34.64%

1Y

-49.95%

5Y*

39.97%

10Y*

N/A

EL

YTD

-12.66%

1M

23.76%

6M

3.21%

1Y

-51.79%

5Y*

-16.37%

10Y*

-1.92%

*Annualized

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Risk-Adjusted Performance

ELF vs. EL — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ELF
The Risk-Adjusted Performance Rank of ELF is 1515
Overall Rank
The Sharpe Ratio Rank of ELF is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of ELF is 1414
Sortino Ratio Rank
The Omega Ratio Rank of ELF is 1515
Omega Ratio Rank
The Calmar Ratio Rank of ELF is 1010
Calmar Ratio Rank
The Martin Ratio Rank of ELF is 2323
Martin Ratio Rank

EL
The Risk-Adjusted Performance Rank of EL is 99
Overall Rank
The Sharpe Ratio Rank of EL is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of EL is 66
Sortino Ratio Rank
The Omega Ratio Rank of EL is 55
Omega Ratio Rank
The Calmar Ratio Rank of EL is 1414
Calmar Ratio Rank
The Martin Ratio Rank of EL is 1616
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ELF vs. EL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for e.l.f. Beauty, Inc. (ELF) and The Estee Lauder Companies Inc. (EL). 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 ELF Sharpe Ratio is -0.73, which is higher than the EL Sharpe Ratio of -1.05. The chart below compares the historical Sharpe Ratios of ELF and EL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

ELF vs. EL - Dividend Comparison

ELF has not paid dividends to shareholders, while EL's dividend yield for the trailing twelve months is around 3.10%.


TTM20242023202220212020201920182017201620152014
ELF
e.l.f. Beauty, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EL
The Estee Lauder Companies Inc.
3.10%3.11%1.81%0.99%0.59%0.56%0.86%1.21%1.10%1.62%1.16%1.10%

Drawdowns

ELF vs. EL - Drawdown Comparison

The maximum ELF drawdown since its inception was -77.09%, smaller than the maximum EL drawdown of -85.82%. Use the drawdown chart below to compare losses from any high point for ELF and EL. For additional features, visit the drawdowns tool.


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Volatility

ELF vs. EL - Volatility Comparison

e.l.f. Beauty, Inc. (ELF) has a higher volatility of 15.28% compared to The Estee Lauder Companies Inc. (EL) at 10.08%. This indicates that ELF's price experiences larger fluctuations and is considered to be riskier than EL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

ELF vs. EL - Financials Comparison

This section allows you to compare key financial metrics between e.l.f. Beauty, Inc. and The Estee Lauder Companies 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.001.00B2.00B3.00B4.00B5.00B6.00B20212022202320242025
355.32M
3.55B
(ELF) Total Revenue
(EL) Total Revenue
Values in USD except per share items

ELF vs. EL - Profitability Comparison

The chart below illustrates the profitability comparison between e.l.f. Beauty, Inc. and The Estee Lauder Companies Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

65.0%70.0%75.0%20212022202320242025
71.3%
75.0%
(ELF) Gross Margin
(EL) Gross Margin
ELF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, e.l.f. Beauty, Inc. reported a gross profit of 253.31M and revenue of 355.32M. Therefore, the gross margin over that period was 71.3%.

EL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, The Estee Lauder Companies Inc. reported a gross profit of 2.66B and revenue of 3.55B. Therefore, the gross margin over that period was 75.0%.

ELF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, e.l.f. Beauty, Inc. reported an operating income of 35.09M and revenue of 355.32M, resulting in an operating margin of 9.9%.

EL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, The Estee Lauder Companies Inc. reported an operating income of 306.00M and revenue of 3.55B, resulting in an operating margin of 8.6%.

ELF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, e.l.f. Beauty, Inc. reported a net income of 35.30M and revenue of 355.32M, resulting in a net margin of 9.9%.

EL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, The Estee Lauder Companies Inc. reported a net income of 159.00M and revenue of 3.55B, resulting in a net margin of 4.5%.