LORA.F vs. ^STOXX

Last updated Jun 5, 2026

LORA.F (L'Oréal S.A.) is a stock, while ^STOXX (STOXX Europe 600 Index) is an index. Over the past 5 years, LORA.F returned 1.03%/yr vs 6.65%/yr for ^STOXX. At a 0.32 correlation, their price movements are largely independent.

Performance

LORA.F vs. ^STOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L'Oréal S.A. (LORA.F) and STOXX Europe 600 Index (^STOXX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LORA.F achieves a 2.74% return, which is significantly lower than ^STOXX's 5.45% return.

LORA.F

• 1D: -0.69%
• 1M: 2.14%
• YTD: 2.74%
• 6M: 2.02%
• 1Y: -0.75%
• 3Y*: -2.57%
• 5Y*: 1.03%
• 10Y*: —

^STOXX

• 1D: 0.52%
• 1M: 2.42%
• YTD: 5.45%
• 6M: 7.88%
• 1Y: 13.33%
• 3Y*: 10.73%
• 5Y*: 6.65%
• 10Y*: 6.19%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LORA.F vs. ^STOXX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
LORA.F L'Oréal S.A.	2.74%	7.94%	-22.77%	35.14%	-19.95%	35.24%	19.52%	35.42%
^STOXX STOXX Europe 600 Index	5.45%	16.66%	5.98%	12.73%	-12.90%	22.25%	-4.04%	15.94%

Correlation

The correlation between LORA.F and ^STOXX is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.36
Correlation (3Y) Calculated over the trailing 3-year period	0.35
Correlation (5Y) Calculated over the trailing 5-year period	0.36
Correlation (All Time) Calculated using the full available price history since Feb 1, 2019	0.32

Return for Risk

LORA.F vs. ^STOXX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LORA.F

LORA.F Risk / Return Rank: 38
LORA.F Sharpe Ratio Rank: 40
LORA.F Sortino Ratio Rank: 36
LORA.F Omega Ratio Rank: 35
LORA.F Calmar Ratio Rank: 40
LORA.F Martin Ratio Rank: 39

^STOXX

^STOXX Risk / Return Rank: 45
^STOXX Sharpe Ratio Rank: 45
^STOXX Sortino Ratio Rank: 45
^STOXX Omega Ratio Rank: 46
^STOXX Calmar Ratio Rank: 42
^STOXX Martin Ratio Rank: 47

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LORA.F vs. ^STOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L'Oréal S.A. (LORA.F) and STOXX Europe 600 Index (^STOXX). 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.

	LORA.F	^STOXX	Difference
Sharpe ratio: Return per unit of total volatility	-0.02	1.07	-1.10
Sortino ratio: Return per unit of downside risk	0.21	1.60	-1.39
Omega ratio: Gain probability vs. loss probability	1.03	1.20	-0.18
Calmar ratio: Return relative to maximum drawdown	-0.04	1.37	-1.41
Martin ratio: Return relative to average drawdown	-0.08	4.91	-4.99
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LORA.F vs. ^STOXX - Sharpe Ratio Comparison

The current LORA.F Sharpe Ratio is -0.02, which is lower than the ^STOXX Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of LORA.F and ^STOXX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LORA.F	^STOXX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.02	1.07	-1.10
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.03	0.47	-0.44
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.40	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	0.31	0.00

Drawdowns

LORA.F vs. ^STOXX - Drawdown Comparison

The maximum LORA.F drawdown since its inception was -29.67%, smaller than the maximum ^STOXX drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for LORA.F and ^STOXX.

Drawdown Indicators

	LORA.F	^STOXX	Difference
Max Drawdown Largest peak-to-trough decline	-29.67%	-61.04%	+31.37%
Max Drawdown (1Y) Largest decline over 1 year	-17.90%	-9.56%	-8.34%
Max Drawdown (3Y) Largest decline over 3 years	-29.67%	-16.56%	-13.11%
Max Drawdown (5Y) Largest decline over 5 years	-29.67%	-22.55%	-7.12%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.55%	—
Current Drawdown Current decline from peak	-18.35%	-1.48%	-16.87%
Average Drawdown Average peak-to-trough decline	-11.28%	-16.77%	+5.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.07%	2.67%	+6.40%

Volatility

LORA.F vs. ^STOXX - Volatility Comparison

L'Oréal S.A. (LORA.F) has a higher volatility of 8.30% compared to STOXX Europe 600 Index (^STOXX) at 3.63%. This indicates that LORA.F's price experiences larger fluctuations and is considered to be riskier than ^STOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LORA.F	^STOXX	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.30%	3.63%	+4.67%
Volatility (6M) Calculated over the trailing 6-month period	25.35%	10.21%	+15.14%
Volatility (1Y) Calculated over the trailing 1-year period	32.89%	12.22%	+20.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.80%	13.98%	+18.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.19%	15.31%	+17.88%

Frequently Asked Questions

Can I hold both LORA.F and ^STOXX in my portfolio?

LORA.F and ^STOXX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.