LRLCY vs. ^SIXR

Last updated Jun 23, 2026

LRLCY (L'Oréal S.A.) is a stock, while ^SIXR (Consumer Staples Select Sector Index) is an index.

Performance

LRLCY vs. ^SIXR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L'Oréal S.A. (LRLCY) and Consumer Staples Select Sector Index (^SIXR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

LRLCY

• 1D: -3.24%
• 1M: 2.32%
• YTD: 2.02%
• 6M: 1.47%
• 1Y: 4.52%
• 3Y*: 0.68%
• 5Y*: 0.35%
• 10Y*: 10.95%

^SIXR

• 1D: -0.62%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

LRLCY vs. ^SIXR - Yearly Performance Comparison

	2026 (YTD)
LRLCY L'Oréal S.A.	-3.24%
^SIXR Consumer Staples Select Sector Index	-0.62%

Return for Risk

LRLCY vs. ^SIXR — Risk / Return Rank

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

LRLCY

LRLCY Risk / Return Rank: 45
LRLCY Sharpe Ratio Rank: 48
LRLCY Sortino Ratio Rank: 41
LRLCY Omega Ratio Rank: 41
LRLCY Calmar Ratio Rank: 49
LRLCY Martin Ratio Rank: 49

^SIXR

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

LRLCY vs. ^SIXR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L'Oréal S.A. (LRLCY) and Consumer Staples Select Sector Index (^SIXR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	LRLCY	^SIXR	Difference
Sharpe ratio: Return per unit of total volatility	0.16	—	—
Sortino ratio: Return per unit of downside risk	0.43	—	—
Omega ratio: Gain probability vs. loss probability	1.05	—	—
Calmar ratio: Return relative to maximum drawdown	0.27	—	—
Martin ratio: Return relative to average drawdown	0.56	—	—

Drawdowns

LRLCY vs. ^SIXR - Drawdown Comparison

The maximum LRLCY drawdown since its inception was -59.55%, which is greater than ^SIXR's maximum drawdown of -0.62%. Use the drawdown chart below to compare losses from any high point for LRLCY and ^SIXR.

Drawdown Indicators

	LRLCY	^SIXR	Difference
Max Drawdown Largest peak-to-trough decline	-59.55%	-0.62%	-58.93%
Max Drawdown (1Y) Largest decline over 1 year	-16.83%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-32.42%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-39.05%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-39.05%	—	—
Current Drawdown Current decline from peak	-10.44%	-0.62%	-9.82%
Average Drawdown Average peak-to-trough decline	-12.14%	-0.62%	-11.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.14%	—	—

Volatility

Volatility by Period

	LRLCY	^SIXR	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.12%	—	—
Volatility (6M) Calculated over the trailing 6-month period	22.62%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	27.93%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.10%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.11%	—	—