LOR.DE vs. ^GSPC
Compare and contrast key facts about L'Oréal S.A. (LOR.DE) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LOR.DE or ^GSPC.
Correlation
The correlation between LOR.DE and ^GSPC is 0.30, 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.
Performance
LOR.DE vs. ^GSPC - Performance Comparison
Key characteristics
LOR.DE:
-0.97
^GSPC:
1.62
LOR.DE:
-1.38
^GSPC:
2.20
LOR.DE:
0.85
^GSPC:
1.30
LOR.DE:
-0.73
^GSPC:
2.46
LOR.DE:
-1.28
^GSPC:
10.01
LOR.DE:
17.08%
^GSPC:
2.08%
LOR.DE:
22.57%
^GSPC:
12.88%
LOR.DE:
-57.84%
^GSPC:
-56.78%
LOR.DE:
-24.22%
^GSPC:
-2.13%
Returns By Period
In the year-to-date period, LOR.DE achieves a 1.36% return, which is significantly lower than ^GSPC's 2.24% return. Over the past 10 years, LOR.DE has underperformed ^GSPC with an annualized return of 9.98%, while ^GSPC has yielded a comparatively higher 11.04% annualized return.
LOR.DE
1.36%
-1.45%
-12.27%
-22.11%
7.14%
9.98%
^GSPC
2.24%
-1.20%
6.72%
18.21%
12.53%
11.04%
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Risk-Adjusted Performance
LOR.DE vs. ^GSPC — Risk-Adjusted Performance Rank
LOR.DE
^GSPC
LOR.DE vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for L'Oréal S.A. (LOR.DE) and S&P 500 (^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.
Drawdowns
LOR.DE vs. ^GSPC - Drawdown Comparison
The maximum LOR.DE drawdown since its inception was -57.84%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for LOR.DE and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
LOR.DE vs. ^GSPC - Volatility Comparison
L'Oréal S.A. (LOR.DE) has a higher volatility of 9.16% compared to S&P 500 (^GSPC) at 3.37%. 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.