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ELF vs. MC.PA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

ELF vs. MC.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in e.l.f. Beauty, Inc. (ELF) and LVMH Moët Hennessy - Louis Vuitton, Société Européenne (MC.PA). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-20.23%
-26.23%
ELF
MC.PA

Returns By Period

In the year-to-date period, ELF achieves a -15.02% return, which is significantly higher than MC.PA's -19.00% return.


ELF

YTD

-15.02%

1M

13.36%

6M

-20.23%

1Y

8.69%

5Y (annualized)

48.42%

10Y (annualized)

N/A

MC.PA

YTD

-19.00%

1M

-5.55%

6M

-24.45%

1Y

-15.84%

5Y (annualized)

9.49%

10Y (annualized)

17.98%

Fundamentals


ELFMC.PA
Market Cap$6.91B€285.68B
EPS$1.84€27.94
PE Ratio66.6620.49
PEG Ratio2.035.16
Total Revenue (TTM)$1.22B€85.59B
Gross Profit (TTM)$864.50M€58.65B
EBITDA (TTM)$139.42M€24.43B

Key characteristics


ELFMC.PA
Sharpe Ratio0.16-0.56
Sortino Ratio0.67-0.73
Omega Ratio1.080.91
Calmar Ratio0.18-0.46
Martin Ratio0.37-0.91
Ulcer Index26.37%17.57%
Daily Std Dev60.82%28.26%
Max Drawdown-77.00%-70.25%
Current Drawdown-43.73%-33.08%

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Correlation

-0.50.00.51.00.2

The correlation between ELF and MC.PA is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

ELF vs. MC.PA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for e.l.f. Beauty, Inc. (ELF) and LVMH Moët Hennessy - Louis Vuitton, Société Européenne (MC.PA). 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.


Sharpe ratio
The chart of Sharpe ratio for ELF, currently valued at 0.07, compared to the broader market-4.00-2.000.002.004.000.07-0.57
The chart of Sortino ratio for ELF, currently valued at 0.55, compared to the broader market-4.00-2.000.002.004.000.55-0.73
The chart of Omega ratio for ELF, currently valued at 1.07, compared to the broader market0.501.001.502.001.070.91
The chart of Calmar ratio for ELF, currently valued at 0.08, compared to the broader market0.002.004.006.000.08-0.44
The chart of Martin ratio for ELF, currently valued at 0.17, compared to the broader market-10.000.0010.0020.0030.000.17-0.96
ELF
MC.PA

The current ELF Sharpe Ratio is 0.16, which is higher than the MC.PA Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of ELF and MC.PA, 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-1.00-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.07
-0.57
ELF
MC.PA

Dividends

ELF vs. MC.PA - Dividend Comparison

ELF has not paid dividends to shareholders, while MC.PA's dividend yield for the trailing twelve months is around 2.21%.


TTM20232022202120202019201820172016201520142013
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%
MC.PA
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
2.21%1.70%1.76%0.96%0.90%1.50%2.09%1.71%1.98%2.28%3.58%2.26%

Drawdowns

ELF vs. MC.PA - Drawdown Comparison

The maximum ELF drawdown since its inception was -77.00%, which is greater than MC.PA's maximum drawdown of -70.25%. Use the drawdown chart below to compare losses from any high point for ELF and MC.PA. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-43.73%
-36.63%
ELF
MC.PA

Volatility

ELF vs. MC.PA - Volatility Comparison

e.l.f. Beauty, Inc. (ELF) has a higher volatility of 20.67% compared to LVMH Moët Hennessy - Louis Vuitton, Société Européenne (MC.PA) at 8.97%. This indicates that ELF's price experiences larger fluctuations and is considered to be riskier than MC.PA 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%JuneJulyAugustSeptemberOctoberNovember
20.67%
8.97%
ELF
MC.PA

Financials

ELF vs. MC.PA - Financials Comparison

This section allows you to compare key financial metrics between e.l.f. Beauty, Inc. and LVMH Moët Hennessy - Louis Vuitton, Société Européenne. 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


Please note, different currencies. ELF values in USD, MC.PA values in EUR