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LRLCY vs. EL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LRLCY and EL is 0.36, 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.


-0.50.00.51.00.4

Performance

LRLCY vs. EL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L'Oréal S.A. (LRLCY) and The Estee Lauder Companies Inc. (EL). The values are adjusted to include any dividend payments, if applicable.

300.00%400.00%500.00%600.00%700.00%800.00%900.00%JulyAugustSeptemberOctoberNovemberDecember
656.98%
368.26%
LRLCY
EL

Key characteristics

Sharpe Ratio

LRLCY:

-1.08

EL:

-1.08

Sortino Ratio

LRLCY:

-1.50

EL:

-1.59

Omega Ratio

LRLCY:

0.82

EL:

0.79

Calmar Ratio

LRLCY:

-0.85

EL:

-0.57

Martin Ratio

LRLCY:

-1.87

EL:

-1.44

Ulcer Index

LRLCY:

14.42%

EL:

32.63%

Daily Std Dev

LRLCY:

25.07%

EL:

43.71%

Max Drawdown

LRLCY:

-58.79%

EL:

-82.39%

Current Drawdown

LRLCY:

-29.34%

EL:

-79.03%

Fundamentals

Market Cap

LRLCY:

$192.13B

EL:

$28.06B

EPS

LRLCY:

$2.54

EL:

$0.56

PE Ratio

LRLCY:

28.24

EL:

139.61

PEG Ratio

LRLCY:

2.58

EL:

1.20

Total Revenue (TTM)

LRLCY:

$42.73B

EL:

$15.43B

Gross Profit (TTM)

LRLCY:

$31.70B

EL:

$11.14B

EBITDA (TTM)

LRLCY:

$7.26B

EL:

$1.81B

Returns By Period

In the year-to-date period, LRLCY achieves a -28.33% return, which is significantly higher than EL's -48.03% return. Over the past 10 years, LRLCY has outperformed EL with an annualized return of 9.23%, while EL has yielded a comparatively lower 0.78% annualized return.


LRLCY

YTD

-28.33%

1M

3.74%

6M

-25.55%

1Y

-28.04%

5Y*

5.05%

10Y*

9.23%

EL

YTD

-48.03%

1M

14.36%

6M

-33.89%

1Y

-47.74%

5Y*

-17.53%

10Y*

0.78%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

LRLCY vs. EL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for L'Oréal S.A. (LRLCY) and The Estee Lauder Companies Inc. (EL). 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.


Sharpe ratio
The chart of Sharpe ratio for LRLCY, currently valued at -1.08, compared to the broader market-4.00-2.000.002.00-1.08-1.08
The chart of Sortino ratio for LRLCY, currently valued at -1.50, compared to the broader market-4.00-2.000.002.004.00-1.50-1.59
The chart of Omega ratio for LRLCY, currently valued at 0.82, compared to the broader market0.501.001.502.000.820.79
The chart of Calmar ratio for LRLCY, currently valued at -0.85, compared to the broader market0.002.004.006.00-0.85-0.57
The chart of Martin ratio for LRLCY, currently valued at -1.87, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.87-1.44
LRLCY
EL

The current LRLCY Sharpe Ratio is -1.08, which is comparable to the EL Sharpe Ratio of -1.08. The chart below compares the historical Sharpe Ratios of LRLCY and EL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-1.08
-1.08
LRLCY
EL

Dividends

LRLCY vs. EL - Dividend Comparison

LRLCY's dividend yield for the trailing twelve months is around 2.03%, less than EL's 3.13% yield.


TTM20232022202120202019201820172016201520142013
LRLCY
L'Oréal S.A.
2.03%1.29%1.53%1.00%1.13%1.48%1.91%1.58%1.95%1.82%2.09%1.76%
EL
The Estee Lauder Companies Inc.
3.13%1.81%0.99%0.59%0.56%0.86%1.21%1.10%1.62%1.16%1.10%0.98%

Drawdowns

LRLCY vs. EL - Drawdown Comparison

The maximum LRLCY drawdown since its inception was -58.79%, smaller than the maximum EL drawdown of -82.39%. Use the drawdown chart below to compare losses from any high point for LRLCY and EL. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-29.34%
-79.03%
LRLCY
EL

Volatility

LRLCY vs. EL - Volatility Comparison

The current volatility for L'Oréal S.A. (LRLCY) is 5.83%, while The Estee Lauder Companies Inc. (EL) has a volatility of 11.07%. This indicates that LRLCY experiences smaller price fluctuations and is considered to be less risky than EL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
5.83%
11.07%
LRLCY
EL

Financials

LRLCY vs. EL - Financials Comparison

This section allows you to compare key financial metrics between L'Oréal S.A. and The Estee Lauder Companies Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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