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LRLCY vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LRLCY and VOO is 0.52, 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. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L'Oréal S.A. (LRLCY) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%450.00%500.00%550.00%600.00%650.00%NovemberDecember2025FebruaryMarchApril
456.71%
552.28%
LRLCY
VOO

Key characteristics

Sharpe Ratio

LRLCY:

-0.23

VOO:

0.57

Sortino Ratio

LRLCY:

-0.16

VOO:

0.92

Omega Ratio

LRLCY:

0.98

VOO:

1.13

Calmar Ratio

LRLCY:

-0.20

VOO:

0.58

Martin Ratio

LRLCY:

-0.31

VOO:

2.42

Ulcer Index

LRLCY:

20.27%

VOO:

4.51%

Daily Std Dev

LRLCY:

27.35%

VOO:

19.17%

Max Drawdown

LRLCY:

-58.79%

VOO:

-33.99%

Current Drawdown

LRLCY:

-12.42%

VOO:

-10.56%

Returns By Period

In the year-to-date period, LRLCY achieves a 23.53% return, which is significantly higher than VOO's -6.43% return. Over the past 10 years, LRLCY has underperformed VOO with an annualized return of 10.10%, while VOO has yielded a comparatively higher 12.02% annualized return.


LRLCY

YTD

23.53%

1M

15.80%

6M

12.33%

1Y

-6.88%

5Y*

12.00%

10Y*

10.10%

VOO

YTD

-6.43%

1M

-4.99%

6M

-5.02%

1Y

9.61%

5Y*

15.88%

10Y*

12.02%

*Annualized

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Risk-Adjusted Performance

LRLCY vs. VOO — 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 3838
Overall Rank
The Sharpe Ratio Rank of LRLCY is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of LRLCY is 3333
Sortino Ratio Rank
The Omega Ratio Rank of LRLCY is 3434
Omega Ratio Rank
The Calmar Ratio Rank of LRLCY is 4141
Calmar Ratio Rank
The Martin Ratio Rank of LRLCY is 4646
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6666
Overall Rank
The Sharpe Ratio Rank of VOO is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6767
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for L'Oréal S.A. (LRLCY) and Vanguard S&P 500 ETF (VOO). 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 -0.23, compared to the broader market-2.00-1.000.001.002.003.00
LRLCY: -0.23
VOO: 0.57
The chart of Sortino ratio for LRLCY, currently valued at -0.16, compared to the broader market-6.00-4.00-2.000.002.004.00
LRLCY: -0.16
VOO: 0.92
The chart of Omega ratio for LRLCY, currently valued at 0.98, compared to the broader market0.501.001.502.00
LRLCY: 0.98
VOO: 1.13
The chart of Calmar ratio for LRLCY, currently valued at -0.20, compared to the broader market0.001.002.003.004.005.00
LRLCY: -0.20
VOO: 0.58
The chart of Martin ratio for LRLCY, currently valued at -0.31, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
LRLCY: -0.31
VOO: 2.42

The current LRLCY Sharpe Ratio is -0.23, which is lower than the VOO Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of LRLCY and VOO, 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.23
0.57
LRLCY
VOO

Dividends

LRLCY vs. VOO - Dividend Comparison

LRLCY has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.39%.


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%
VOO
Vanguard S&P 500 ETF
1.39%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

LRLCY vs. VOO - Drawdown Comparison

The maximum LRLCY drawdown since its inception was -58.79%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LRLCY and VOO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.42%
-10.56%
LRLCY
VOO

Volatility

LRLCY vs. VOO - Volatility Comparison

The current volatility for L'Oréal S.A. (LRLCY) is 12.60%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.97%. This indicates that LRLCY experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.60%
13.97%
LRLCY
VOO