GRF.MC vs. EL
GRF.MC (Grifols S.A) and EL (The Estee Lauder Companies Inc.) are both stocks. GRF.MC operates in Drug Manufacturers - General (Healthcare), while EL operates in Household & Personal Products (Consumer Defensive). Over the past 10 years, GRF.MC returned -6.31%/yr vs 0.77%/yr for EL. At a 0.17 correlation, their price movements are largely independent.
Performance
GRF.MC vs. EL - Performance Comparison
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Different Trading Currencies
GRF.MC is traded in EUR, while EL is traded in USD. To make them comparable, the EL values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, GRF.MC achieves a -15.61% return, which is significantly lower than EL's -12.43% return. Over the past 10 years, GRF.MC has underperformed EL with an annualized return of -6.31%, while EL has yielded a comparatively higher 0.77% annualized return.
GRF.MC
- 1D
- 2.27%
- 1M
- -1.63%
- YTD
- -15.61%
- 6M
- -16.31%
- 1Y
- -10.43%
- 3Y*
- -6.20%
- 5Y*
- -17.76%
- 10Y*
- -6.31%
EL
- 1D
- 1.97%
- 1M
- 12.37%
- YTD
- -12.43%
- 6M
- -11.96%
- 1Y
- 34.98%
- 3Y*
- -21.76%
- 5Y*
- -19.55%
- 10Y*
- 0.77%
GRF.MC vs. EL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GRF.MC Grifols S.A | -15.61% | 18.31% | -40.82% | 43.55% | -36.20% | -28.14% | -23.53% | 38.98% | -4.73% | 31.02% |
EL The Estee Lauder Companies Inc. | -12.43% | 25.26% | -44.13% | -41.93% | -28.12% | 50.51% | 19.08% | 63.97% | 8.23% | 47.95% |
Correlation
The correlation between GRF.MC and EL is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2007 | 0.17 |
The correlation between GRF.MC and EL shifts across timeframes, from 0.13 (5 years) to 0.30 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
GRF.MC vs. EL — Risk / Return Rank
GRF.MC
EL
GRF.MC vs. EL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Grifols S.A (GRF.MC) 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.
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.
| GRF.MC | EL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.06 | ||
| Sortino ratioReturn per unit of downside risk | -1.57 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.15 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 0.72 | -1.09 |
| Martin ratioReturn relative to average drawdown | -0.65 | 1.70 | -2.35 |
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Drawdowns
GRF.MC vs. EL - Drawdown Comparison
The maximum GRF.MC drawdown since its inception was -79.35%, smaller than the maximum EL drawdown of -85.39%. Use the drawdown chart below to compare losses from any high point for GRF.MC and EL.
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Drawdown Indicators
| GRF.MC | EL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.35% | -85.39% | +6.04% |
Max Drawdown (1Y)Largest decline over 1 year | -35.12% | -42.36% | +7.24% |
Max Drawdown (3Y)Largest decline over 3 years | -55.37% | -74.59% | +19.22% |
Max Drawdown (5Y)Largest decline over 5 years | -71.11% | -85.39% | +14.28% |
Max Drawdown (10Y)Largest decline over 10 years | -79.35% | -85.39% | +6.04% |
Current DrawdownCurrent decline from peak | -72.66% | -74.72% | +2.06% |
Average DrawdownAverage peak-to-trough decline | -27.37% | -19.34% | -8.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.48% | 17.82% | +2.66% |
Volatility
GRF.MC vs. EL - Volatility Comparison
The current volatility for Grifols S.A (GRF.MC) is 7.50%, while The Estee Lauder Companies Inc. (EL) has a volatility of 15.70%. This indicates that GRF.MC experiences smaller price fluctuations and is considered to be less risky than EL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GRF.MC | EL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.50% | 15.70% | -8.20% |
Volatility (6M)Calculated over the trailing 6-month period | 22.81% | 38.46% | -15.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.74% | 47.85% | -17.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.10% | 42.79% | +5.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.88% | 36.51% | +2.37% |
Dividends
GRF.MC vs. EL - Dividend Comparison
GRF.MC's dividend yield for the trailing twelve months is around 1.66%, more than EL's 1.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL The Estee Lauder Companies Inc. | 1.56% | 1.34% | 3.11% | 1.81% | 0.99% | 0.59% | 0.56% | 0.86% | 1.21% | 1.10% | 1.62% | 1.16% |
GRF.MC Grifols S.A | 1.66% | 1.40% | 0.00% | 0.00% | 0.00% | 2.16% | 0.68% | 1.10% | 1.76% | 1.29% | 1.66% | 3.03% |
Financials
GRF.MC vs. EL - Financials Comparison
This section allows you to compare key financial metrics between Grifols S.A 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
GRF.MC and EL have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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