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:
-1.05
^GSPC:
1.74
LOR.DE:
-1.52
^GSPC:
2.35
LOR.DE:
0.83
^GSPC:
1.32
LOR.DE:
-0.79
^GSPC:
2.61
LOR.DE:
-1.40
^GSPC:
10.66
LOR.DE:
16.94%
^GSPC:
2.08%
LOR.DE:
22.40%
^GSPC:
12.77%
LOR.DE:
-57.84%
^GSPC:
-56.78%
LOR.DE:
-26.89%
^GSPC:
0.00%
Returns By Period
In the year-to-date period, LOR.DE achieves a -2.21% return, which is significantly lower than ^GSPC's 4.46% return. Over the past 10 years, LOR.DE has underperformed ^GSPC with an annualized return of 9.79%, while ^GSPC has yielded a comparatively higher 11.31% annualized return.
LOR.DE
-2.21%
-2.05%
-14.54%
-23.59%
6.39%
9.79%
^GSPC
4.46%
2.46%
9.31%
23.49%
13.03%
11.31%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 9.12% compared to S&P 500 (^GSPC) at 2.97%. 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.