LORA.F vs. SU.PA
LORA.F (L'Oréal S.A.) and SU.PA (Schneider Electric S.E.) are both stocks. LORA.F operates in Household & Personal Products (Consumer Defensive), while SU.PA operates in Specialty Industrial Machinery (Industrials). Over the past 5 years, LORA.F returned 1.03%/yr vs 18.77%/yr for SU.PA. At a 0.24 correlation, their price movements are largely independent.
Performance
LORA.F vs. SU.PA - Performance Comparison
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Returns By Period
In the year-to-date period, LORA.F achieves a 2.74% return, which is significantly lower than SU.PA's 21.86% 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*
- —
SU.PA
- 1D
- -0.56%
- 1M
- 4.88%
- YTD
- 21.86%
- 6M
- 20.51%
- 1Y
- 27.20%
- 3Y*
- 21.72%
- 5Y*
- 18.77%
- 10Y*
- 20.11%
LORA.F vs. SU.PA - 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% |
SU.PA Schneider Electric S.E. | 21.86% | -0.74% | 34.50% | 41.87% | -22.44% | 48.65% | 33.52% | 52.05% |
Correlation
The correlation between LORA.F and SU.PA is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2019 | 0.24 |
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Return for Risk
LORA.F vs. SU.PA — Risk / Return Rank
LORA.F
SU.PA
LORA.F vs. SU.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L'Oréal S.A. (LORA.F) and Schneider Electric S.E. (SU.PA). 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 | SU.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.17 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 1.51 | -1.55 |
| Martin ratioReturn relative to average drawdown | -0.08 | 3.72 | -3.80 |
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 | SU.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.02 | 0.85 | -0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.63 | -0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.72 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.27 | +0.04 |
Drawdowns
LORA.F vs. SU.PA - Drawdown Comparison
The maximum LORA.F drawdown since its inception was -29.67%, smaller than the maximum SU.PA drawdown of -74.24%. Use the drawdown chart below to compare losses from any high point for LORA.F and SU.PA.
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Drawdown Indicators
| LORA.F | SU.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.67% | -74.24% | +44.57% |
Max Drawdown (1Y)Largest decline over 1 year | -17.90% | -17.76% | -0.14% |
Max Drawdown (3Y)Largest decline over 3 years | -29.67% | -31.34% | +1.67% |
Max Drawdown (5Y)Largest decline over 5 years | -29.67% | -35.98% | +6.31% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.98% | — |
Current DrawdownCurrent decline from peak | -18.35% | -1.85% | -16.50% |
Average DrawdownAverage peak-to-trough decline | -11.28% | -19.83% | +8.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.07% | 7.25% | +1.82% |
Volatility
LORA.F vs. SU.PA - Volatility Comparison
The current volatility for L'Oréal S.A. (LORA.F) is 8.30%, while Schneider Electric S.E. (SU.PA) has a volatility of 9.82%. This indicates that LORA.F experiences smaller price fluctuations and is considered to be less risky than SU.PA 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 | SU.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.30% | 9.82% | -1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 25.35% | 24.14% | +1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.89% | 31.63% | +1.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.80% | 29.17% | +3.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.19% | 27.45% | +5.74% |
Dividends
LORA.F vs. SU.PA - Dividend Comparison
LORA.F's dividend yield for the trailing twelve months is around 2.03%, more than SU.PA's 1.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LORA.F L'Oréal S.A. | 2.03% | 1.92% | 1.81% | 1.29% | 1.31% | 1.00% | 1.19% | 1.40% | 0.00% | 0.00% | 0.00% | 0.00% |
SU.PA Schneider Electric S.E. | 1.49% | 1.66% | 1.45% | 1.73% | 2.22% | 1.51% | 2.16% | 2.57% | 3.68% | 2.88% | 3.03% | 3.65% |
Financials
LORA.F vs. SU.PA - Financials Comparison
This section allows you to compare key financial metrics between L'Oréal S.A. and Schneider Electric S.E.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
LORA.F and SU.PA have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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