LRLCY vs. EL
LRLCY (L'Oréal S.A.) and EL (The Estee Lauder Companies Inc.) are both stocks. Both operate in the Household & Personal Products industry within the Consumer Defensive sector. Over the past 10 years, LRLCY returned 10.95%/yr vs 0.69%/yr for EL. At a 0.44 correlation, their price movements are largely independent.
Performance
LRLCY vs. EL - Performance Comparison
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Returns By Period
In the year-to-date period, LRLCY achieves a 2.02% return, which is significantly higher than EL's -18.71% return. Over the past 10 years, LRLCY has outperformed EL with an annualized return of 10.95%, while EL has yielded a comparatively lower 0.69% annualized return.
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%
EL
- 1D
- -0.33%
- 1M
- -3.92%
- YTD
- -18.71%
- 6M
- -21.65%
- 1Y
- 14.07%
- 3Y*
- -22.49%
- 5Y*
- -21.33%
- 10Y*
- 0.69%
LRLCY vs. EL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LRLCY L'Oréal S.A. | 2.02% | 23.82% | -28.09% | 41.40% | -24.25% | 26.75% | 31.11% | 31.01% | 5.07% | 26.15% |
EL The Estee Lauder Companies Inc. | -18.71% | 42.13% | -47.59% | -40.13% | -32.31% | 40.03% | 29.77% | 60.34% | 3.38% | 68.68% |
Correlation
The correlation between LRLCY and EL is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2007 | 0.44 |
The correlation between LRLCY and EL has been stable across timeframes, ranging from 0.44 to 0.52 - a consistent structural relationship.
Fundamentals
LRLCY:
$229.66B
EL:
$30.89B
LRLCY:
€4.67
EL:
-$0.68
LRLCY:
2.29
EL:
2.07
LRLCY:
5.73
EL:
7.74
LRLCY:
€87.38B
EL:
$14.84B
LRLCY:
€65.90B
EL:
$11.09B
LRLCY:
€20.08B
EL:
$1.30B
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Return for Risk
LRLCY vs. EL — Risk / Return Rank
LRLCY
EL
LRLCY vs. EL - Risk-Adjusted Trends 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.
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 | EL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.09 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.27 | 0.32 | -0.05 |
| Martin ratioReturn relative to average drawdown | 0.56 | 0.76 | -0.20 |
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Drawdowns
LRLCY vs. EL - Drawdown Comparison
The maximum LRLCY drawdown since its inception was -59.55%, smaller than the maximum EL drawdown of -85.82%. Use the drawdown chart below to compare losses from any high point for LRLCY and EL.
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Drawdown Indicators
| LRLCY | EL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.55% | -85.82% | +26.27% |
Max Drawdown (1Y)Largest decline over 1 year | -16.83% | -43.62% | +26.79% |
Max Drawdown (3Y)Largest decline over 3 years | -32.42% | -73.79% | +41.37% |
Max Drawdown (5Y)Largest decline over 5 years | -39.05% | -85.82% | +46.77% |
Max Drawdown (10Y)Largest decline over 10 years | -39.05% | -85.82% | +46.77% |
Current DrawdownCurrent decline from peak | -10.44% | -75.57% | +65.13% |
Average DrawdownAverage peak-to-trough decline | -12.14% | -20.78% | +8.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.14% | 18.54% | -10.40% |
Volatility
LRLCY vs. EL - Volatility Comparison
The current volatility for L'Oréal S.A. (LRLCY) is 8.12%, while The Estee Lauder Companies Inc. (EL) has a volatility of 16.44%. 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.
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Volatility by Period
| LRLCY | EL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.12% | 16.44% | -8.32% |
Volatility (6M)Calculated over the trailing 6-month period | 22.62% | 39.20% | -16.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.93% | 47.58% | -19.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.10% | 43.48% | -16.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.11% | 36.68% | -11.57% |
Dividends
LRLCY vs. EL - Dividend Comparison
LRLCY's dividend yield for the trailing twelve months is around 1.91%, more than EL's 1.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL The Estee Lauder Companies Inc. | 1.66% | 1.34% | 3.11% | 1.81% | 0.99% | 0.59% | 0.56% | 0.86% | 1.21% | 1.10% | 1.62% | 1.16% |
LRLCY L'Oréal S.A. | 1.91% | 1.79% | 2.02% | 1.29% | 1.53% | 1.00% | 1.14% | 1.48% | 1.91% | 3.34% | 3.87% | 1.87% |
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.
Total Revenue: Total amount of money received from sales and other business activities
LRLCY vs. EL - Profitability Comparison
LRLCY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, L'Oréal S.A. reported a gross profit of 16.86B and revenue of 21.42B. Therefore, the gross margin over that period was 78.7%.
EL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Estee Lauder Companies Inc. reported a gross profit of 2.84B and revenue of 3.71B. Therefore, the gross margin over that period was 76.4%.
LRLCY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, L'Oréal S.A. reported an operating income of 5.14B and revenue of 21.42B, resulting in an operating margin of 24.0%.
EL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Estee Lauder Companies Inc. reported an operating income of 249.00M and revenue of 3.71B, resulting in an operating margin of 6.7%.
LRLCY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, L'Oréal S.A. reported a net income of 2.74B and revenue of 21.42B, resulting in a net margin of 12.8%.
EL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Estee Lauder Companies Inc. reported a net income of 89.00M and revenue of 3.71B, resulting in a net margin of 2.4%.
Frequently Asked Questions
LRLCY and EL have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EL has higher volatility (16.44%) compared to LRLCY (8.12%). In terms of maximum drawdown, LRLCY dropped -59.55% vs EL's -85.82%.
EL currently has the higher Sharpe Ratio (0.30 vs 0.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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