LORA.F vs. EURUSD=X
LORA.F (L'Oréal S.A.) is a stock, while EURUSD=X (EUR/USD) is a currency. Over the past 5 years, LORA.F returned 1.03%/yr vs -0.00%/yr for EURUSD=X. At a correlation of -0.04, they often move in opposite directions.
Performance
LORA.F vs. EURUSD=X - Performance Comparison
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Different Trading Currencies
LORA.F is traded in EUR, while EURUSD=X is traded in USD. To make them comparable, the EURUSD=X values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, LORA.F achieves a 2.74% return, which is significantly higher than EURUSD=X's 0.02% return.
LORA.F
- 1D
- -0.69%
- 1M
- -0.69%
- YTD
- 2.74%
- 6M
- 2.74%
- 1Y
- -7.07%
- 3Y*
- -2.57%
- 5Y*
- 1.03%
- 10Y*
- —
EURUSD=X
- 1D
- 0.03%
- 1M
- 0.01%
- YTD
- 0.02%
- 6M
- -0.00%
- 1Y
- 0.02%
- 3Y*
- 0.01%
- 5Y*
- -0.00%
- 10Y*
- 0.00%
LORA.F vs. EURUSD=X - 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% |
EURUSD=X EUR/USD | 0.02% | -0.03% | 0.01% | 0.07% | -0.18% | 0.16% | -0.12% | 0.10% |
Correlation
The correlation between LORA.F and EURUSD=X is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2019 | -0.04 |
The correlation between LORA.F and EURUSD=X shifts across timeframes, from -0.04 (all time) to 0.07 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
LORA.F vs. EURUSD=X — Risk / Return Rank
LORA.F
EURUSD=X
LORA.F vs. EURUSD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L'Oréal S.A. (LORA.F) and EUR/USD (EURUSD=X). 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 | EURUSD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.00 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 0.03 | -0.07 |
| Martin ratioReturn relative to average drawdown | -0.08 | 0.15 | -0.23 |
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
| LORA.F | EURUSD=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.02 | 0.02 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | -0.00 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.00 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.00 | +0.30 |
Drawdowns
LORA.F vs. EURUSD=X - Drawdown Comparison
The maximum LORA.F drawdown since its inception was -29.67%, which is greater than EURUSD=X's maximum drawdown of -1.76%. Use the drawdown chart below to compare losses from any high point for LORA.F and EURUSD=X.
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Drawdown Indicators
| LORA.F | EURUSD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.67% | -1.76% | -27.91% |
Max Drawdown (1Y)Largest decline over 1 year | -17.90% | -0.43% | -17.47% |
Max Drawdown (3Y)Largest decline over 3 years | -29.67% | -0.81% | -28.86% |
Max Drawdown (5Y)Largest decline over 5 years | -29.67% | -0.81% | -28.86% |
Max Drawdown (10Y)Largest decline over 10 years | — | -1.22% | — |
Current DrawdownCurrent decline from peak | -18.35% | -0.72% | -17.63% |
Average DrawdownAverage peak-to-trough decline | -11.28% | -0.72% | -10.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.07% | 0.09% | +8.98% |
Volatility
LORA.F vs. EURUSD=X - Volatility Comparison
L'Oréal S.A. (LORA.F) has a higher volatility of 8.30% compared to EUR/USD (EURUSD=X) at 0.23%. This indicates that LORA.F's price experiences larger fluctuations and is considered to be riskier than EURUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LORA.F | EURUSD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.30% | 0.23% | +8.07% |
Volatility (6M)Calculated over the trailing 6-month period | 25.35% | 0.56% | +24.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.89% | 0.75% | +32.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.80% | 0.74% | +32.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.19% | 1.15% | +32.04% |
Frequently Asked Questions
LORA.F and EURUSD=X have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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