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

Correlation

The correlation between ELF and EL is 0.42, 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.


-0.50.00.51.0
Correlation: 0.4

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.

0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
128.91%
-26.57%
ELF
EL

Key characteristics

Sharpe Ratio

ELF:

-0.89

EL:

-1.17

Sortino Ratio

ELF:

-1.39

EL:

-1.83

Omega Ratio

ELF:

0.83

EL:

0.74

Calmar Ratio

ELF:

-0.81

EL:

-0.69

Martin Ratio

ELF:

-1.38

EL:

-1.40

Ulcer Index

ELF:

45.24%

EL:

42.47%

Daily Std Dev

ELF:

69.42%

EL:

50.96%

Max Drawdown

ELF:

-77.09%

EL:

-85.82%

Current Drawdown

ELF:

-72.17%

EL:

-83.38%

Fundamentals

Market Cap

ELF:

$3.21B

EL:

$20.12B

EPS

ELF:

$1.72

EL:

-$1.99

PEG Ratio

ELF:

2.03

EL:

0.70

PS Ratio

ELF:

2.46

EL:

1.33

PB Ratio

ELF:

4.18

EL:

4.94

Total Revenue (TTM)

ELF:

$980.87M

EL:

$11.24B

Gross Profit (TTM)

ELF:

$698.65M

EL:

$8.26B

EBITDA (TTM)

ELF:

$137.51M

EL:

-$170.00M

Returns By Period

In the year-to-date period, ELF achieves a -51.68% return, which is significantly lower than EL's -21.40% return.


ELF

YTD

-51.68%

1M

-6.82%

6M

-43.41%

1Y

-65.72%

5Y*

41.72%

10Y*

N/A

EL

YTD

-21.40%

1M

-11.24%

6M

-33.19%

1Y

-59.30%

5Y*

-17.83%

10Y*

-2.23%

*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 88
Overall Rank
The Sharpe Ratio Rank of ELF is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of ELF is 77
Sortino Ratio Rank
The Omega Ratio Rank of ELF is 99
Omega Ratio Rank
The Calmar Ratio Rank of ELF is 55
Calmar Ratio Rank
The Martin Ratio Rank of ELF is 1313
Martin Ratio Rank

EL
The Risk-Adjusted Performance Rank of EL is 66
Overall Rank
The Sharpe Ratio Rank of EL is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of EL is 44
Sortino Ratio Rank
The Omega Ratio Rank of EL is 33
Omega Ratio Rank
The Calmar Ratio Rank of EL is 1010
Calmar Ratio Rank
The Martin Ratio Rank of EL is 1313
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 chart of Sharpe ratio for ELF, currently valued at -0.89, compared to the broader market-2.00-1.000.001.002.003.00
ELF: -0.89
EL: -1.17
The chart of Sortino ratio for ELF, currently valued at -1.39, compared to the broader market-6.00-4.00-2.000.002.004.00
ELF: -1.39
EL: -1.83
The chart of Omega ratio for ELF, currently valued at 0.83, compared to the broader market0.501.001.502.00
ELF: 0.83
EL: 0.74
The chart of Calmar ratio for ELF, currently valued at -0.81, compared to the broader market0.001.002.003.004.005.00
ELF: -0.81
EL: -0.69
The chart of Martin ratio for ELF, currently valued at -1.38, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
ELF: -1.38
EL: -1.40

The current ELF Sharpe Ratio is -0.89, which is comparable to the EL Sharpe Ratio of -1.17. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.89
-1.17
ELF
EL

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 3.44%.


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.
3.44%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.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%NovemberDecember2025FebruaryMarchApril
-72.17%
-83.38%
ELF
EL

Volatility

ELF vs. EL - Volatility Comparison

e.l.f. Beauty, Inc. (ELF) has a higher volatility of 27.68% compared to The Estee Lauder Companies Inc. (EL) at 25.71%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
27.68%
25.71%
ELF
EL

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


Values in USD except per share items