LRLCY vs. FLOT
LRLCY (L'Oréal S.A.) is a stock, while FLOT (iShares Floating Rate Bond ETF) is Corporate Bonds fund tracking the Bloomberg US Floating Rate Notes (<5 Y). Over the past 10 years, LRLCY returned 10.36%/yr vs 3.03%/yr for FLOT. At a 0.07 correlation, their price movements are largely independent.
Performance
LRLCY vs. FLOT - Performance Comparison
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Returns By Period
In the year-to-date period, LRLCY achieves a 2.10% return, which is significantly higher than FLOT's 1.89% return. Over the past 10 years, LRLCY has outperformed FLOT with an annualized return of 10.36%, while FLOT has yielded a comparatively lower 3.03% annualized return.
LRLCY
- 1D
- -2.36%
- 1M
- 2.36%
- YTD
- 2.10%
- 6M
- 1.38%
- 1Y
- 2.36%
- 3Y*
- 1.13%
- 5Y*
- 0.22%
- 10Y*
- 10.36%
FLOT
- 1D
- 0.04%
- 1M
- 0.51%
- YTD
- 1.89%
- 6M
- 2.21%
- 1Y
- 4.91%
- 3Y*
- 5.65%
- 5Y*
- 4.20%
- 10Y*
- 3.03%
LRLCY vs. FLOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LRLCY L'Oréal S.A. | 2.10% | 23.82% | -28.09% | 41.40% | -24.25% | 26.75% | 31.11% | 31.01% | 5.07% | 26.15% |
FLOT iShares Floating Rate Bond ETF | 1.89% | 4.91% | 6.53% | 6.43% | 1.28% | 0.45% | 0.87% | 3.97% | 1.48% | 1.65% |
Correlation
The correlation between LRLCY and FLOT is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Jun 20, 2011 | 0.07 |
The correlation between LRLCY and FLOT shifts across timeframes, from 0.07 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
LRLCY vs. FLOT — Risk / Return Rank
LRLCY
FLOT
LRLCY vs. FLOT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L'Oréal S.A. (LRLCY) and iShares Floating Rate Bond ETF (FLOT). 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.
| LRLCY | FLOT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.60 | ||
| Sortino ratioReturn per unit of downside risk | -11.83 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 3.31 | -2.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.14 | 11.42 | -11.28 |
| Martin ratioReturn relative to average drawdown | 0.29 | 106.82 | -106.52 |
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
| LRLCY | FLOT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.09 | 6.68 | -6.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 2.38 | -2.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.73 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.66 | -0.34 |
Drawdowns
LRLCY vs. FLOT - Drawdown Comparison
The maximum LRLCY drawdown since its inception was -59.55%, which is greater than FLOT's maximum drawdown of -13.54%. Use the drawdown chart below to compare losses from any high point for LRLCY and FLOT.
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Drawdown Indicators
| LRLCY | FLOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.55% | -13.54% | -46.01% |
Max Drawdown (1Y)Largest decline over 1 year | -16.83% | -0.43% | -16.40% |
Max Drawdown (3Y)Largest decline over 3 years | -32.42% | -1.57% | -30.85% |
Max Drawdown (5Y)Largest decline over 5 years | -39.05% | -2.36% | -36.69% |
Max Drawdown (10Y)Largest decline over 10 years | -39.05% | -13.54% | -25.51% |
Current DrawdownCurrent decline from peak | -10.37% | 0.00% | -10.37% |
Average DrawdownAverage peak-to-trough decline | -12.16% | -0.21% | -11.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.08% | 0.05% | +8.03% |
Volatility
LRLCY vs. FLOT - Volatility Comparison
L'Oréal S.A. (LRLCY) has a higher volatility of 8.81% compared to iShares Floating Rate Bond ETF (FLOT) at 0.18%. This indicates that LRLCY's price experiences larger fluctuations and is considered to be riskier than FLOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LRLCY | FLOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.81% | 0.18% | +8.63% |
Volatility (6M)Calculated over the trailing 6-month period | 22.17% | 0.62% | +21.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.66% | 0.74% | +26.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.99% | 1.77% | +25.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.10% | 4.15% | +20.95% |
Dividends
LRLCY vs. FLOT - Dividend Comparison
LRLCY's dividend yield for the trailing twelve months is around 1.91%, less than FLOT's 4.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLOT iShares Floating Rate Bond ETF | 4.53% | 4.84% | 5.82% | 5.66% | 2.06% | 0.43% | 1.25% | 2.78% | 2.41% | 1.46% | 0.97% | 0.53% |
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% |
Frequently Asked Questions
LRLCY and FLOT have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LRLCY has higher volatility (8.81%) compared to FLOT (0.18%). In terms of maximum drawdown, LRLCY dropped -59.55% vs FLOT's -13.54%.
FLOT currently has the higher Sharpe Ratio (6.68 vs 0.09), 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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