LOR.DE vs. ^GSPC
LOR.DE (L'Oréal S.A.) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, LOR.DE returned 10.12%/yr vs 13.40%/yr for ^GSPC. At a 0.27 correlation, their price movements are largely independent.
Performance
LOR.DE vs. ^GSPC - Performance Comparison
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Different Trading Currencies
LOR.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, LOR.DE achieves a 3.22% return, which is significantly lower than ^GSPC's 12.06% return. Over the past 10 years, LOR.DE has underperformed ^GSPC with an annualized return of 10.12%, while ^GSPC has yielded a comparatively higher 13.40% annualized return.
LOR.DE
- 1D
- 0.09%
- 1M
- 2.73%
- YTD
- 3.22%
- 6M
- 2.48%
- 1Y
- -1.73%
- 3Y*
- -1.22%
- 5Y*
- 1.34%
- 10Y*
- 10.12%
^GSPC
- 1D
- 0.27%
- 1M
- 5.17%
- YTD
- 12.06%
- 6M
- 10.90%
- 1Y
- 24.89%
- 3Y*
- 17.85%
- 5Y*
- 13.43%
- 10Y*
- 13.40%
LOR.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LOR.DE L'Oréal S.A. | 3.22% | 9.22% | -23.33% | 36.40% | -19.16% | 36.81% | 21.10% | 35.95% | 8.97% | 9.41% |
^GSPC S&P 500 Index | 12.06% | 2.58% | 31.45% | 20.51% | -14.45% | 36.38% | 6.68% | 31.79% | -1.84% | 4.74% |
Correlation
The correlation between LOR.DE and ^GSPC is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2007 | 0.27 |
The correlation between LOR.DE and ^GSPC shifts across timeframes, from 0.14 (3 years) to 0.27 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LOR.DE vs. ^GSPC — Risk / Return Rank
LOR.DE
^GSPC
LOR.DE vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L'Oréal S.A. (LOR.DE) and S&P 500 Index (^GSPC). 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.
| LOR.DE | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.10 | ||
| Sortino ratioReturn per unit of downside risk | -2.56 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.37 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.11 | 3.30 | -3.42 |
| Martin ratioReturn relative to average drawdown | -0.21 | 12.34 | -12.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LOR.DE | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.07 | 2.04 | -2.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.80 | -0.75 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.72 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.51 | -0.28 |
Drawdowns
LOR.DE vs. ^GSPC - Drawdown Comparison
The maximum LOR.DE drawdown since its inception was -57.84%, which is greater than ^GSPC's maximum drawdown of -51.62%. Use the drawdown chart below to compare losses from any high point for LOR.DE and ^GSPC.
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Drawdown Indicators
| LOR.DE | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.84% | -51.62% | -6.22% |
Max Drawdown (1Y)Largest decline over 1 year | -15.22% | -7.57% | -7.65% |
Max Drawdown (3Y)Largest decline over 3 years | -29.87% | -23.99% | -5.88% |
Max Drawdown (5Y)Largest decline over 5 years | -29.87% | -23.99% | -5.88% |
Max Drawdown (10Y)Largest decline over 10 years | -29.87% | -33.42% | +3.55% |
Current DrawdownCurrent decline from peak | -15.71% | -0.20% | -15.51% |
Average DrawdownAverage peak-to-trough decline | -21.43% | -9.08% | -12.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.07% | 2.02% | +6.05% |
Volatility
LOR.DE vs. ^GSPC - Volatility Comparison
L'Oréal S.A. (LOR.DE) has a higher volatility of 6.52% compared to S&P 500 Index (^GSPC) at 2.24%. This indicates that LOR.DE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LOR.DE | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.52% | 2.24% | +4.28% |
Volatility (6M)Calculated over the trailing 6-month period | 20.22% | 8.62% | +11.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.13% | 12.29% | +13.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.91% | 16.79% | +8.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.54% | 18.59% | +4.95% |
Frequently Asked Questions
LOR.DE and ^GSPC have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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