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LTH vs. EL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LTH vs. EL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Life Time Group Holdings, Inc. (LTH) and The Estee Lauder Companies Inc. (EL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LTH achieves a 40.44% return, which is significantly higher than EL's -18.71% return.


LTH

1D
1.11%
1M
16.40%
YTD
40.44%
6M
38.67%
1Y
31.58%
3Y*
25.25%
5Y*
10Y*

EL

1D
-0.33%
1M
-3.92%
YTD
-18.71%
6M
-21.65%
1Y
14.07%
3Y*
-22.49%
5Y*
-21.33%
10Y*
0.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LTH vs. EL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
LTH
Life Time Group Holdings, Inc.
40.44%20.16%46.68%26.09%-30.51%3.86%
EL
The Estee Lauder Companies Inc.
-18.71%42.13%-47.59%-40.13%-32.31%18.28%

Correlation

The correlation between LTH and EL is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Oct 7, 2021

0.33

Fundamentals

Market Cap

LTH:

$8.49B

EL:

$30.89B

EPS

LTH:

$1.70

EL:

-$0.68

PS Ratio

LTH:

2.75

EL:

2.07

PB Ratio

LTH:

2.64

EL:

7.74

Total Revenue (TTM)

LTH:

$3.08B

EL:

$14.84B

Gross Profit (TTM)

LTH:

$3.02B

EL:

$11.09B

EBITDA (TTM)

LTH:

$864.89M

EL:

$1.30B

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Return for Risk

LTH vs. EL — Risk / Return Rank

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

LTH
LTH Risk / Return Rank: 6868
Overall Rank
LTH Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
LTH Sortino Ratio Rank: 6666
Sortino Ratio Rank
LTH Omega Ratio Rank: 6464
Omega Ratio Rank
LTH Calmar Ratio Rank: 7171
Calmar Ratio Rank
LTH Martin Ratio Rank: 6868
Martin Ratio Rank

EL
EL Risk / Return Rank: 5050
Overall Rank
EL Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
EL Sortino Ratio Rank: 4848
Sortino Ratio Rank
EL Omega Ratio Rank: 4949
Omega Ratio Rank
EL Calmar Ratio Rank: 5050
Calmar Ratio Rank
EL Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LTH vs. EL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Life Time Group Holdings, Inc. (LTH) and The Estee Lauder Companies Inc. (EL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LTHELDifference
Sharpe ratioReturn per unit of total volatility

+0.53

Sortino ratioReturn per unit of downside risk

+0.81

Omega ratioGain probability vs. loss probability

1.18

1.09

+0.09

Calmar ratioReturn relative to maximum drawdown

1.65

0.32

+1.32

Martin ratioReturn relative to average drawdown

3.10

0.76

+2.34

LTH vs. EL - Sharpe Ratio Comparison

The current LTH Sharpe Ratio is 0.82, which is higher than the EL Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of LTH and EL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LTH vs. EL - Drawdown Comparison

The maximum LTH drawdown since its inception was -58.36%, smaller than the maximum EL drawdown of -85.82%. Use the drawdown chart below to compare losses from any high point for LTH and EL.


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Drawdown Indicators


LTHELDifference

Max Drawdown

Largest peak-to-trough decline

-58.36%

-85.82%

+27.46%

Max Drawdown (1Y)

Largest decline over 1 year

-19.24%

-43.62%

+24.38%

Max Drawdown (3Y)

Largest decline over 3 years

-49.10%

-73.79%

+24.69%

Max Drawdown (5Y)

Largest decline over 5 years

-85.82%

Max Drawdown (10Y)

Largest decline over 10 years

-85.82%

Current Drawdown

Current decline from peak

0.00%

-75.57%

+75.57%

Average Drawdown

Average peak-to-trough decline

-21.73%

-20.78%

-0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.20%

18.54%

-8.34%

Volatility

LTH vs. EL - Volatility Comparison

The current volatility for Life Time Group Holdings, Inc. (LTH) is 12.15%, while The Estee Lauder Companies Inc. (EL) has a volatility of 16.44%. This indicates that LTH experiences smaller price fluctuations and is considered to be less risky than EL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LTHELDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.15%

16.44%

-4.29%

Volatility (6M)

Calculated over the trailing 6-month period

30.01%

39.20%

-9.19%

Volatility (1Y)

Calculated over the trailing 1-year period

38.58%

47.58%

-9.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.69%

43.48%

+4.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.69%

36.68%

+11.01%

Dividends

LTH vs. EL - Dividend Comparison

LTH has not paid dividends to shareholders, while EL's dividend yield for the trailing twelve months is around 1.66%.


PositionTTM20252024202320222021202020192018201720162015
EL
The Estee Lauder Companies Inc.
1.66%1.34%3.11%1.81%0.99%0.59%0.56%0.86%1.21%1.10%1.62%1.16%
LTH
Life Time Group Holdings, 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%

Financials

LTH vs. EL - Financials Comparison

This section allows you to compare key financial metrics between Life Time Group Holdings, Inc. and The Estee Lauder Companies 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


0.001.00B2.00B3.00B4.00B5.00B6.00B20222023202420252026
788.70M
3.71B
(LTH) Total Revenue
(EL) Total Revenue
Values in USD except per share items

LTH vs. EL - Profitability Comparison

The chart below illustrates the profitability comparison between Life Time Group Holdings, Inc. and The Estee Lauder Companies Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%90.0%20222023202420252026
88.6%
76.4%
Portfolio components
LTH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Life Time Group Holdings, Inc. reported a gross profit of 698.81M and revenue of 788.70M. Therefore, the gross margin over that period was 88.6%.

EL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Estee Lauder Companies Inc. reported a gross profit of 2.84B and revenue of 3.71B. Therefore, the gross margin over that period was 76.4%.

LTH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Life Time Group Holdings, Inc. reported an operating income of 134.84M and revenue of 788.70M, resulting in an operating margin of 17.1%.

EL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Estee Lauder Companies Inc. reported an operating income of 249.00M and revenue of 3.71B, resulting in an operating margin of 6.7%.

LTH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Life Time Group Holdings, Inc. reported a net income of 88.10M and revenue of 788.70M, resulting in a net margin of 11.2%.

EL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Estee Lauder Companies Inc. reported a net income of 89.00M and revenue of 3.71B, resulting in a net margin of 2.4%.


Frequently Asked Questions


LTH and EL have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EL has higher volatility (16.44%) compared to LTH (12.15%). In terms of maximum drawdown, LTH dropped -58.36% vs EL's -85.82%.

LTH currently has the higher Sharpe Ratio (0.82 vs 0.30), 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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