LRLCY vs. ^SIXR
Compare and contrast key facts about L'Oréal S.A. (LRLCY) and Consumer Staples Select Sector Index (^SIXR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LRLCY or ^SIXR.
Key characteristics
| LRLCY | ^SIXR | |
|---|---|---|
| YTD Return | -4.67% | 4.07% |
| 1Y Return | -0.17% | -2.77% |
| 3Y Return (Ann) | 6.02% | 2.65% |
| 5Y Return (Ann) | 13.39% | 5.64% |
| 10Y Return (Ann) | 12.28% | 5.56% |
| Sharpe Ratio | -0.03 | -0.24 |
| Daily Std Dev | 22.64% | 10.41% |
| Max Drawdown | -58.79% | -24.93% |
| Current Drawdown | -5.10% | -6.74% |
Correlation
The correlation between LRLCY and ^SIXR is 0.50, 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. ^SIXR - Performance Comparison
In the year-to-date period, LRLCY achieves a -4.67% return, which is significantly lower than ^SIXR's 4.07% return. Over the past 10 years, LRLCY has outperformed ^SIXR with an annualized return of 12.28%, while ^SIXR has yielded a comparatively lower 5.56% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
LRLCY vs. ^SIXR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for L'Oréal S.A. (LRLCY) and Consumer Staples Select Sector Index (^SIXR). 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.
Drawdowns
LRLCY vs. ^SIXR - Drawdown Comparison
The maximum LRLCY drawdown since its inception was -58.79%, which is greater than ^SIXR's maximum drawdown of -24.93%. Use the drawdown chart below to compare losses from any high point for LRLCY and ^SIXR. For additional features, visit the drawdowns tool.
Volatility
LRLCY vs. ^SIXR - Volatility Comparison
L'Oréal S.A. (LRLCY) has a higher volatility of 7.81% compared to Consumer Staples Select Sector Index (^SIXR) at 2.65%. This indicates that LRLCY's price experiences larger fluctuations and is considered to be riskier than ^SIXR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.