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OR.PA vs. SMSN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

OR.PA vs. SMSN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L'Oréal S.A. (OR.PA) and Samsung Electronics Co. Ltd (SMSN.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, OR.PA achieves a 8.54% return, which is significantly lower than SMSN.L's 165.96% return. Over the past 10 years, OR.PA has underperformed SMSN.L with an annualized return of 11.36%, while SMSN.L has yielded a comparatively higher 27.58% annualized return.


OR.PA

1D
1.81%
1M
9.74%
YTD
8.54%
6M
7.53%
1Y
5.90%
3Y*
0.41%
5Y*
1.96%
10Y*
11.36%

SMSN.L

1D
6.60%
1M
14.93%
YTD
165.96%
6M
208.69%
1Y
400.14%
3Y*
55.53%
5Y*
27.97%
10Y*
27.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OR.PA vs. SMSN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OR.PA
L'Oréal S.A.
8.54%9.18%-22.98%36.99%-18.84%35.74%19.27%33.32%10.83%10.59%
SMSN.L
Samsung Electronics Co. Ltd
165.96%103.42%-33.85%34.19%-27.07%-1.13%46.83%44.76%-21.84%42.91%

Correlation

The correlation between OR.PA and SMSN.L is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.05

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

0.11

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

0.19

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

0.22

Correlation (All Time)
Calculated using the full available price history since Sep 5, 2007

0.16

The correlation between OR.PA and SMSN.L shifts across timeframes, from 0.05 (1 year) to 0.22 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

OR.PA vs. SMSN.L — Risk / Return Rank

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

OR.PA
OR.PA Risk / Return Rank: 4949
Overall Rank
OR.PA Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
OR.PA Sortino Ratio Rank: 4545
Sortino Ratio Rank
OR.PA Omega Ratio Rank: 4444
Omega Ratio Rank
OR.PA Calmar Ratio Rank: 5353
Calmar Ratio Rank
OR.PA Martin Ratio Rank: 5151
Martin Ratio Rank

SMSN.L
SMSN.L Risk / Return Rank: 9999
Overall Rank
SMSN.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SMSN.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
SMSN.L Omega Ratio Rank: 9898
Omega Ratio Rank
SMSN.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
SMSN.L Martin Ratio Rank: 9999
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.

OR.PA vs. SMSN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L'Oréal S.A. (OR.PA) and Samsung Electronics Co. Ltd (SMSN.L). 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.


OR.PASMSN.LDifference
Sharpe ratioReturn per unit of total volatility

-7.61

Sortino ratioReturn per unit of downside risk

-5.38

Omega ratioGain probability vs. loss probability

1.07

1.76

-0.69

Calmar ratioReturn relative to maximum drawdown

0.38

19.65

-19.27

Martin ratioReturn relative to average drawdown

0.73

59.35

-58.62

OR.PA vs. SMSN.L - Sharpe Ratio Comparison

The current OR.PA Sharpe Ratio is 0.23, which is lower than the SMSN.L Sharpe Ratio of 7.84. The chart below compares the historical Sharpe Ratios of OR.PA and SMSN.L, 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

OR.PA vs. SMSN.L - Drawdown Comparison

The maximum OR.PA drawdown since its inception was -50.83%, roughly equal to the maximum SMSN.L drawdown of -51.29%. Use the drawdown chart below to compare losses from any high point for OR.PA and SMSN.L.


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Drawdown Indicators


OR.PASMSN.LDifference

Max Drawdown

Largest peak-to-trough decline

-50.83%

-51.29%

+0.46%

Max Drawdown (1Y)

Largest decline over 1 year

-15.20%

-20.20%

+5.00%

Max Drawdown (3Y)

Largest decline over 3 years

-29.92%

-44.12%

+14.20%

Max Drawdown (5Y)

Largest decline over 5 years

-29.92%

-44.12%

+14.20%

Max Drawdown (10Y)

Largest decline over 10 years

-29.92%

-47.37%

+17.45%

Current Drawdown

Current decline from peak

-11.33%

-8.06%

-3.27%

Average Drawdown

Average peak-to-trough decline

-9.67%

-15.93%

+6.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.05%

6.70%

+1.35%

Volatility

OR.PA vs. SMSN.L - Volatility Comparison

The current volatility for L'Oréal S.A. (OR.PA) is 6.19%, while Samsung Electronics Co. Ltd (SMSN.L) has a volatility of 20.05%. This indicates that OR.PA experiences smaller price fluctuations and is considered to be less risky than SMSN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OR.PASMSN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.19%

20.05%

-13.86%

Volatility (6M)

Calculated over the trailing 6-month period

19.89%

42.91%

-23.02%

Volatility (1Y)

Calculated over the trailing 1-year period

25.72%

50.67%

-24.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.56%

33.94%

-9.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.57%

32.40%

-9.83%

Dividends

OR.PA vs. SMSN.L - Dividend Comparison

OR.PA's dividend yield for the trailing twelve months is around 1.84%, more than SMSN.L's 0.35% yield.


PositionTTM20252024202320222021202020192018201720162015
OR.PA
L'Oréal S.A.
1.84%1.91%1.93%1.33%1.44%0.96%1.24%1.46%1.76%3.57%3.58%3.48%
SMSN.L
Samsung Electronics Co. Ltd
0.35%0.94%2.88%1.79%2.50%1.85%3.60%2.47%3.65%1.62%1.68%1.71%

Financials

OR.PA vs. SMSN.L - Financials Comparison

This section allows you to compare key financial metrics between L'Oréal S.A. and Samsung Electronics Co. Ltd. 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. OR.PA values in EUR, SMSN.L values in KRW

Frequently Asked Questions


OR.PA and SMSN.L have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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