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

Performance

LVMHF vs. EL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMHF) 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, LVMHF achieves a -27.97% return, which is significantly lower than EL's -21.10% return. Over the past 10 years, LVMHF has outperformed EL with an annualized return of 16.21%, while EL has yielded a comparatively lower 0.02% annualized return.


LVMHF

1D
-2.96%
1M
2.67%
YTD
-27.97%
6M
-26.60%
1Y
1.08%
3Y*
-12.51%
5Y*
-4.41%
10Y*
16.21%

EL

1D
-1.63%
1M
1.28%
YTD
-21.10%
6M
-19.02%
1Y
20.78%
3Y*
-22.76%
5Y*
-21.84%
10Y*
0.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LVMHF vs. EL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LVMHF
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
-27.97%19.41%-16.25%14.75%-8.08%39.72%36.98%63.06%3.71%55.50%
EL
The Estee Lauder Companies Inc.
-21.10%42.13%-47.59%-40.13%-32.31%40.03%29.77%60.34%3.38%68.68%

Correlation

The correlation between LVMHF and EL is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (10Y)
Calculated over the trailing 10-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Jul 17, 2007

0.37

The correlation between LVMHF and EL shifts across timeframes, from 0.37 (all time) to 0.48 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

LVMHF:

$93.94

EL:

-$0.68

PS Ratio

LVMHF:

0.81

EL:

2.01

Total Revenue (TTM)

LVMHF:

$165.47B

EL:

$14.84B

Gross Profit (TTM)

LVMHF:

$110.27B

EL:

$11.09B

EBITDA (TTM)

LVMHF:

$47.81B

EL:

$1.30B

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Return for Risk

LVMHF vs. EL — Risk / Return Rank

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

LVMHF
LVMHF Risk / Return Rank: 3939
Overall Rank
LVMHF Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
LVMHF Sortino Ratio Rank: 3737
Sortino Ratio Rank
LVMHF Omega Ratio Rank: 3636
Omega Ratio Rank
LVMHF Calmar Ratio Rank: 4141
Calmar Ratio Rank
LVMHF Martin Ratio Rank: 4141
Martin Ratio Rank

EL
EL Risk / Return Rank: 5252
Overall Rank
EL Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
EL Sortino Ratio Rank: 5151
Sortino Ratio Rank
EL Omega Ratio Rank: 5151
Omega Ratio Rank
EL Calmar Ratio Rank: 5151
Calmar Ratio Rank
EL Martin Ratio Rank: 5353
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.

LVMHF vs. EL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMHF) 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.


LVMHFELDifference

Sharpe ratio

Return per unit of total volatility

0.03

0.43

-0.40

Sortino ratio

Return per unit of downside risk

0.28

0.88

-0.60

Omega ratio

Gain probability vs. loss probability

1.03

1.12

-0.09

Calmar ratio

Return relative to maximum drawdown

0.03

0.48

-0.44

Martin ratio

Return relative to average drawdown

0.07

1.19

-1.12

LVMHF vs. EL - Sharpe Ratio Comparison

The current LVMHF Sharpe Ratio is 0.03, which is lower than the EL Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of LVMHF 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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Sharpe Ratios by Period


LVMHFELDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.03

0.43

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

-0.51

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.00

+0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.27

0.00

Drawdowns

LVMHF vs. EL - Drawdown Comparison

The maximum LVMHF drawdown since its inception was -62.09%, smaller than the maximum EL drawdown of -85.82%. Use the drawdown chart below to compare losses from any high point for LVMHF and EL.


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Drawdown Indicators


LVMHFELDifference

Max Drawdown

Largest peak-to-trough decline

-62.09%

-85.82%

+23.73%

Max Drawdown (1Y)

Largest decline over 1 year

-31.28%

-43.62%

+12.34%

Max Drawdown (3Y)

Largest decline over 3 years

-44.08%

-74.55%

+30.47%

Max Drawdown (5Y)

Largest decline over 5 years

-44.08%

-85.82%

+41.74%

Max Drawdown (10Y)

Largest decline over 10 years

-44.08%

-85.82%

+41.74%

Current Drawdown

Current decline from peak

-40.40%

-76.29%

+35.89%

Average Drawdown

Average peak-to-trough decline

-13.62%

-20.69%

+7.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.82%

17.52%

-2.70%

Volatility

LVMHF vs. EL - Volatility Comparison

The current volatility for LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMHF) is 9.50%, while The Estee Lauder Companies Inc. (EL) has a volatility of 17.21%. This indicates that LVMHF 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


LVMHFELDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.50%

17.21%

-7.71%

Volatility (6M)

Calculated over the trailing 6-month period

22.51%

39.36%

-16.85%

Volatility (1Y)

Calculated over the trailing 1-year period

31.44%

48.32%

-16.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.23%

43.32%

-11.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.14%

36.57%

-5.43%

Dividends

LVMHF vs. EL - Dividend Comparison

LVMHF's dividend yield for the trailing twelve months is around 2.84%, more than EL's 1.71% yield.


PositionTTM20252024202320222021202020192018201720162015
EL
The Estee Lauder Companies Inc.
1.71%1.34%3.11%1.81%0.99%0.59%0.56%0.86%1.21%1.10%1.62%1.16%
LVMHF
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
2.84%3.10%3.87%3.37%3.48%5.31%1.70%2.96%2.95%0.54%1.90%2.11%

Financials

LVMHF vs. EL - Financials Comparison

This section allows you to compare key financial metrics between LVMH Moët Hennessy - Louis Vuitton, Société Européenne 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


0.0010.00B20.00B30.00B40.00B202120222023202420252026
40.98B
3.71B
(LVMHF) Total Revenue
(EL) Total Revenue
Values in USD except per share items

LVMHF vs. EL - Profitability Comparison

The chart below illustrates the profitability comparison between LVMH Moët Hennessy - Louis Vuitton, Société Européenne 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

66.0%68.0%70.0%72.0%74.0%76.0%78.0%202120222023202420252026
65.6%
76.4%
Portfolio components
LVMHF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, LVMH Moët Hennessy - Louis Vuitton, Société Européenne reported a gross profit of 26.90B and revenue of 40.98B. Therefore, the gross margin over that period was 65.6%.

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%.

LVMHF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, LVMH Moët Hennessy - Louis Vuitton, Société Européenne reported an operating income of 13.42B and revenue of 40.98B, resulting in an operating margin of 32.7%.

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%.

LVMHF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, LVMH Moët Hennessy - Louis Vuitton, Société Européenne reported a net income of 5.18B and revenue of 40.98B, resulting in a net margin of 12.6%.

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


LVMHF and EL have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EL has higher volatility (17.21%) compared to LVMHF (9.50%). In terms of maximum drawdown, LVMHF dropped -62.09% vs EL's -85.82%.

EL currently has the higher Sharpe Ratio (0.43 vs 0.03), 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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