LUX vs. EL
Compare and contrast key facts about Tema ETF Trust - Tema Luxury ETF (LUX) and The Estee Lauder Companies Inc. (EL).
LUX is an actively managed fund by Tema. It was launched on May 10, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LUX or EL.
Key characteristics
| LUX | EL | |
|---|---|---|
| YTD Return | -8.50% | -56.36% |
| 1Y Return | -1.21% | -43.58% |
| Sharpe Ratio | -0.08 | -0.98 |
| Sortino Ratio | 0.00 | -1.40 |
| Omega Ratio | 1.00 | 0.81 |
| Calmar Ratio | -0.07 | -0.54 |
| Martin Ratio | -0.14 | -1.59 |
| Ulcer Index | 9.14% | 27.75% |
| Daily Std Dev | 15.90% | 44.77% |
| Max Drawdown | -18.56% | -82.39% |
| Current Drawdown | -17.11% | -82.39% |
Correlation
The correlation between LUX and EL 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.
Performance
LUX vs. EL - Performance Comparison
In the year-to-date period, LUX achieves a -8.50% return, which is significantly higher than EL's -56.36% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
LUX vs. EL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Tema ETF Trust - Tema Luxury ETF (LUX) 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.
Dividends
LUX vs. EL - Dividend Comparison
LUX's dividend yield for the trailing twelve months is around 0.78%, less than EL's 4.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LUX Tema ETF Trust - Tema Luxury ETF | 0.78% | 0.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EL The Estee Lauder Companies Inc. | 4.21% | 1.81% | 0.99% | 0.59% | 0.56% | 0.86% | 1.21% | 1.10% | 1.62% | 1.16% | 1.10% | 0.98% |
Drawdowns
LUX vs. EL - Drawdown Comparison
The maximum LUX drawdown since its inception was -18.56%, smaller than the maximum EL drawdown of -82.39%. Use the drawdown chart below to compare losses from any high point for LUX and EL. For additional features, visit the drawdowns tool.
Volatility
LUX vs. EL - Volatility Comparison
The current volatility for Tema ETF Trust - Tema Luxury ETF (LUX) is 4.75%, while The Estee Lauder Companies Inc. (EL) has a volatility of 24.46%. This indicates that LUX 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.