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MC.PA vs. LRLCY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MC.PA vs. LRLCY - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in LVMH Moët Hennessy - Louis Vuitton, Société Européenne (MC.PA) and L'Oréal S.A. (LRLCY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

MC.PA is traded in EUR, while LRLCY is traded in USD. To make them comparable, the LRLCY values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, MC.PA achieves a -25.30% return, which is significantly lower than LRLCY's 3.74% return. Over the past 10 years, MC.PA has outperformed LRLCY with an annualized return of 14.58%, while LRLCY has yielded a comparatively lower 10.14% annualized return.


MC.PA

1D
2.88%
1M
5.13%
YTD
-25.30%
6M
-23.89%
1Y
1.96%
3Y*
-14.61%
5Y*
-4.31%
10Y*
14.58%

LRLCY

1D
0.33%
1M
2.46%
YTD
3.74%
6M
2.57%
1Y
-1.50%
3Y*
-1.15%
5Y*
1.25%
10Y*
10.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MC.PA vs. LRLCY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MC.PA
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
-25.30%3.93%-11.73%9.60%-4.76%43.83%24.66%63.17%7.31%37.90%
LRLCY
L'Oréal S.A.
3.74%9.13%-23.34%37.16%-19.55%36.23%20.30%33.97%10.01%10.65%

Correlation

The correlation between MC.PA and LRLCY is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.46

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

0.53

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

0.50

Correlation (All Time)
Calculated using the full available price history since Aug 28, 2007

0.50

The correlation between MC.PA and LRLCY has been stable across timeframes, ranging from 0.46 to 0.53 - a consistent structural relationship.

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Return for Risk

MC.PA vs. LRLCY — Risk / Return Rank

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

MC.PA
MC.PA Risk / Return Rank: 4141
Overall Rank
MC.PA Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
MC.PA Sortino Ratio Rank: 3939
Sortino Ratio Rank
MC.PA Omega Ratio Rank: 3838
Omega Ratio Rank
MC.PA Calmar Ratio Rank: 4343
Calmar Ratio Rank
MC.PA Martin Ratio Rank: 4242
Martin Ratio Rank

LRLCY
LRLCY Risk / Return Rank: 3939
Overall Rank
LRLCY Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
LRLCY Sortino Ratio Rank: 3636
Sortino Ratio Rank
LRLCY Omega Ratio Rank: 3535
Omega Ratio Rank
LRLCY Calmar Ratio Rank: 4141
Calmar Ratio Rank
LRLCY Martin Ratio Rank: 4141
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.

MC.PA vs. LRLCY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LVMH Moët Hennessy - Louis Vuitton, Société Européenne (MC.PA) and L'Oréal S.A. (LRLCY). 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.


MC.PALRLCYDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.04

1.01

+0.03

Calmar ratioReturn relative to maximum drawdown

0.06

-0.10

+0.16

Martin ratioReturn relative to average drawdown

0.13

-0.19

+0.32

MC.PA vs. LRLCY - Sharpe Ratio Comparison

The current MC.PA Sharpe Ratio is 0.06, which is higher than the LRLCY Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of MC.PA and LRLCY, 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


MC.PALRLCYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.06

-0.06

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.05

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.43

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.39

+0.02

Drawdowns

MC.PA vs. LRLCY - Drawdown Comparison

The maximum MC.PA drawdown since its inception was -70.25%, which is greater than LRLCY's maximum drawdown of -52.75%. Use the drawdown chart below to compare losses from any high point for MC.PA and LRLCY.


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Drawdown Indicators


MC.PALRLCYDifference

Max Drawdown

Largest peak-to-trough decline

-70.25%

-52.75%

-17.50%

Max Drawdown (1Y)

Largest decline over 1 year

-30.65%

-15.30%

-15.35%

Max Drawdown (3Y)

Largest decline over 3 years

-48.87%

-29.88%

-18.99%

Max Drawdown (5Y)

Largest decline over 5 years

-49.03%

-29.88%

-19.15%

Max Drawdown (10Y)

Largest decline over 10 years

-49.03%

-29.88%

-19.15%

Current Drawdown

Current decline from peak

-43.38%

-15.84%

-27.54%

Average Drawdown

Average peak-to-trough decline

-16.36%

-11.04%

-5.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.17%

7.87%

+7.30%

Volatility

MC.PA vs. LRLCY - Volatility Comparison

LVMH Moët Hennessy - Louis Vuitton, Société Européenne (MC.PA) and L'Oréal S.A. (LRLCY) have volatilities of 8.66% and 8.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MC.PALRLCYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.66%

8.26%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

21.08%

21.34%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

31.02%

26.84%

+4.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.86%

24.90%

+4.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.94%

23.78%

+4.16%

Dividends

MC.PA vs. LRLCY - Dividend Comparison

MC.PA's dividend yield for the trailing twelve months is around 2.74%, more than LRLCY's 1.90% yield.


PositionTTM20252024202320222021202020192018201720162015
LRLCY
L'Oréal S.A.
1.90%1.79%2.02%1.29%1.53%1.00%1.14%1.48%1.91%3.34%3.87%1.87%
MC.PA
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
2.74%2.02%2.05%1.70%1.76%0.96%0.90%1.50%2.09%1.71%1.98%2.28%

Financials

MC.PA vs. LRLCY - Financials Comparison

This section allows you to compare key financial metrics between LVMH Moët Hennessy - Louis Vuitton, Société Européenne and L'Oréal S.A.. 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


Please note, different currencies. MC.PA values in EUR, LRLCY values in USD

Frequently Asked Questions


MC.PA and LRLCY have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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