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

Correlation

The correlation between LRLCY and SKX 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.


Performance

LRLCY vs. SKX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

LRLCY:

-0.48

SKX:

-0.19

Sortino Ratio

LRLCY:

-0.60

SKX:

0.02

Omega Ratio

LRLCY:

0.93

SKX:

1.00

Calmar Ratio

LRLCY:

-0.44

SKX:

-0.24

Martin Ratio

LRLCY:

-0.69

SKX:

-0.56

Ulcer Index

LRLCY:

20.50%

SKX:

17.74%

Daily Std Dev

LRLCY:

28.24%

SKX:

47.82%

Max Drawdown

LRLCY:

-58.80%

SKX:

-86.73%

Current Drawdown

LRLCY:

-14.46%

SKX:

-20.63%

Fundamentals

Market Cap

LRLCY:

$224.99B

SKX:

$9.29B

EPS

LRLCY:

$2.67

SKX:

$4.17

PE Ratio

LRLCY:

31.57

SKX:

14.89

PEG Ratio

LRLCY:

3.33

SKX:

1.19

PS Ratio

LRLCY:

5.17

SKX:

1.02

PB Ratio

LRLCY:

6.07

SKX:

2.06

Total Revenue (TTM)

LRLCY:

$22.12B

SKX:

$9.13B

Gross Profit (TTM)

LRLCY:

$16.55B

SKX:

$4.79B

EBITDA (TTM)

LRLCY:

$5.12B

SKX:

$1.01B

Returns By Period

In the year-to-date period, LRLCY achieves a 20.65% return, which is significantly higher than SKX's -7.64% return. Over the past 10 years, LRLCY has outperformed SKX with an annualized return of 9.66%, while SKX has yielded a comparatively lower 5.85% annualized return.


LRLCY

YTD

20.65%

1M

11.00%

6M

23.77%

1Y

-13.41%

5Y*

11.67%

10Y*

9.66%

SKX

YTD

-7.64%

1M

32.95%

6M

2.31%

1Y

-9.01%

5Y*

20.10%

10Y*

5.85%

*Annualized

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Risk-Adjusted Performance

LRLCY vs. SKX — 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 2525
Overall Rank
The Sharpe Ratio Rank of LRLCY is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of LRLCY is 1919
Sortino Ratio Rank
The Omega Ratio Rank of LRLCY is 2222
Omega Ratio Rank
The Calmar Ratio Rank of LRLCY is 2222
Calmar Ratio Rank
The Martin Ratio Rank of LRLCY is 3535
Martin Ratio Rank

SKX
The Risk-Adjusted Performance Rank of SKX is 3737
Overall Rank
The Sharpe Ratio Rank of SKX is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of SKX is 3636
Sortino Ratio Rank
The Omega Ratio Rank of SKX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of SKX is 3535
Calmar Ratio Rank
The Martin Ratio Rank of SKX is 3838
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. SKX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for L'Oréal S.A. (LRLCY) and Skechers U.S.A., Inc. (SKX). 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 current LRLCY Sharpe Ratio is -0.48, which is lower than the SKX Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of LRLCY and SKX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

LRLCY vs. SKX - Dividend Comparison

LRLCY's dividend yield for the trailing twelve months is around 1.83%, while SKX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
LRLCY
L'Oréal S.A.
1.83%2.02%1.29%1.53%1.00%1.13%1.48%1.91%1.58%1.95%1.82%2.09%
SKX
Skechers U.S.A., Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LRLCY vs. SKX - Drawdown Comparison

The maximum LRLCY drawdown since its inception was -58.80%, smaller than the maximum SKX drawdown of -86.73%. Use the drawdown chart below to compare losses from any high point for LRLCY and SKX. For additional features, visit the drawdowns tool.


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Volatility

LRLCY vs. SKX - Volatility Comparison

The current volatility for L'Oréal S.A. (LRLCY) is 10.01%, while Skechers U.S.A., Inc. (SKX) has a volatility of 23.19%. This indicates that LRLCY experiences smaller price fluctuations and is considered to be less risky than SKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

LRLCY vs. SKX - Financials Comparison

This section allows you to compare key financial metrics between L'Oréal S.A. and Skechers U.S.A., 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


0.005.00B10.00B15.00B20.00B20212022202320242025
22.12B
2.41B
(LRLCY) Total Revenue
(SKX) Total Revenue
Values in USD except per share items