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

Correlation

The correlation between LRLCY and MSFT is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

LRLCY vs. MSFT - Performance Comparison

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

1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
822.25%
1,818.57%
LRLCY
MSFT

Key characteristics

Sharpe Ratio

LRLCY:

-0.29

MSFT:

-0.13

Sortino Ratio

LRLCY:

-0.25

MSFT:

-0.01

Omega Ratio

LRLCY:

0.97

MSFT:

1.00

Calmar Ratio

LRLCY:

-0.25

MSFT:

-0.13

Martin Ratio

LRLCY:

-0.40

MSFT:

-0.30

Ulcer Index

LRLCY:

20.30%

MSFT:

10.51%

Daily Std Dev

LRLCY:

27.52%

MSFT:

24.96%

Max Drawdown

LRLCY:

-58.79%

MSFT:

-69.39%

Current Drawdown

LRLCY:

-13.92%

MSFT:

-15.70%

Fundamentals

Market Cap

LRLCY:

$232.37B

MSFT:

$2.88T

EPS

LRLCY:

$2.71

MSFT:

$12.39

PE Ratio

LRLCY:

32.10

MSFT:

31.26

PEG Ratio

LRLCY:

3.34

MSFT:

1.66

PS Ratio

LRLCY:

5.34

MSFT:

11.00

PB Ratio

LRLCY:

6.18

MSFT:

9.19

Total Revenue (TTM)

LRLCY:

$22.12B

MSFT:

$199.94B

Gross Profit (TTM)

LRLCY:

$16.55B

MSFT:

$138.36B

EBITDA (TTM)

LRLCY:

$5.12B

MSFT:

$109.35B

Returns By Period

In the year-to-date period, LRLCY achieves a 21.42% return, which is significantly higher than MSFT's -6.85% return. Over the past 10 years, LRLCY has underperformed MSFT with an annualized return of 10.11%, while MSFT has yielded a comparatively higher 24.96% annualized return.


LRLCY

YTD

21.42%

1M

16.55%

6M

11.72%

1Y

-7.43%

5Y*

11.60%

10Y*

10.11%

MSFT

YTD

-6.85%

1M

0.48%

6M

-8.11%

1Y

-1.05%

5Y*

18.64%

10Y*

24.96%

*Annualized

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Risk-Adjusted Performance

LRLCY vs. MSFT — Risk-Adjusted Performance Rank

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

LRLCY
The Risk-Adjusted Performance Rank of LRLCY is 3535
Overall Rank
The Sharpe Ratio Rank of LRLCY is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of LRLCY is 3030
Sortino Ratio Rank
The Omega Ratio Rank of LRLCY is 3131
Omega Ratio Rank
The Calmar Ratio Rank of LRLCY is 3636
Calmar Ratio Rank
The Martin Ratio Rank of LRLCY is 4343
Martin Ratio Rank

MSFT
The Risk-Adjusted Performance Rank of MSFT is 4141
Overall Rank
The Sharpe Ratio Rank of MSFT is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of MSFT is 3737
Sortino Ratio Rank
The Omega Ratio Rank of MSFT is 3737
Omega Ratio Rank
The Calmar Ratio Rank of MSFT is 4343
Calmar Ratio Rank
The Martin Ratio Rank of MSFT is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LRLCY vs. MSFT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for L'Oréal S.A. (LRLCY) and Microsoft Corporation (MSFT). 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.


The chart of Sharpe ratio for LRLCY, currently valued at -0.29, compared to the broader market-2.00-1.000.001.002.003.00
LRLCY: -0.29
MSFT: -0.13
The chart of Sortino ratio for LRLCY, currently valued at -0.25, compared to the broader market-6.00-4.00-2.000.002.004.00
LRLCY: -0.25
MSFT: -0.01
The chart of Omega ratio for LRLCY, currently valued at 0.97, compared to the broader market0.501.001.502.00
LRLCY: 0.97
MSFT: 1.00
The chart of Calmar ratio for LRLCY, currently valued at -0.25, compared to the broader market0.001.002.003.004.005.00
LRLCY: -0.25
MSFT: -0.13
The chart of Martin ratio for LRLCY, currently valued at -0.40, compared to the broader market-5.000.005.0010.0015.0020.00
LRLCY: -0.40
MSFT: -0.30

The current LRLCY Sharpe Ratio is -0.29, which is lower than the MSFT Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of LRLCY and MSFT, 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-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.29
-0.13
LRLCY
MSFT

Dividends

LRLCY vs. MSFT - Dividend Comparison

LRLCY has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.81%.


TTM20242023202220212020201920182017201620152014
LRLCY
L'Oréal S.A.
0.00%2.02%1.29%1.53%1.00%1.13%1.48%1.91%1.58%1.95%1.82%2.09%
MSFT
Microsoft Corporation
0.81%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%

Drawdowns

LRLCY vs. MSFT - Drawdown Comparison

The maximum LRLCY drawdown since its inception was -58.79%, smaller than the maximum MSFT drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for LRLCY and MSFT. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.92%
-15.70%
LRLCY
MSFT

Volatility

LRLCY vs. MSFT - Volatility Comparison

The current volatility for L'Oréal S.A. (LRLCY) is 12.45%, while Microsoft Corporation (MSFT) has a volatility of 13.68%. This indicates that LRLCY experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.45%
13.68%
LRLCY
MSFT

Financials

LRLCY vs. MSFT - Financials Comparison

This section allows you to compare key financial metrics between L'Oréal S.A. and Microsoft Corporation. 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