OR.PA vs. WM
OR.PA (L'Oréal S.A.) and WM (Waste Management, Inc.) are both stocks. OR.PA operates in Household & Personal Products (Consumer Defensive), while WM operates in Waste Management (Industrials). Over the past 10 years, OR.PA returned 11.36%/yr vs 14.99%/yr for WM. At a 0.23 correlation, their price movements are largely independent.
Performance
OR.PA vs. WM - Performance Comparison
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Different Trading Currencies
OR.PA is traded in EUR, while WM is traded in USD. To make them comparable, the WM 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 higher than WM's 2.26% return. Over the past 10 years, OR.PA has underperformed WM with an annualized return of 11.36%, while WM has yielded a comparatively higher 14.99% annualized return.
OR.PA
- 1D
- 1.81%
- 1M
- 9.28%
- YTD
- 8.54%
- 6M
- 7.53%
- 1Y
- 7.24%
- 3Y*
- 0.41%
- 5Y*
- 1.96%
- 10Y*
- 11.36%
WM
- 1D
- 0.38%
- 1M
- 1.62%
- YTD
- 2.26%
- 6M
- 4.15%
- 1Y
- -5.86%
- 3Y*
- 9.75%
- 5Y*
- 12.16%
- 10Y*
- 14.99%
OR.PA vs. WM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
WM Waste Management, Inc. | 2.26% | -2.61% | 21.83% | 12.71% | 1.43% | 54.58% | -3.23% | 33.40% | 10.27% | 9.17% |
Correlation
The correlation between OR.PA and WM is 0.06, 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 | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Sep 7, 2007 | 0.23 |
The correlation between OR.PA and WM shifts across timeframes, from 0.04 (3 years) to 0.23 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
OR.PA vs. WM — Risk / Return Rank
OR.PA
WM
OR.PA vs. WM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L'Oréal S.A. (OR.PA) and Waste Management, Inc. (WM). 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.PA | WM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.51 | ||
| Sortino ratioReturn per unit of downside risk | +0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 0.97 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.38 | -0.35 | +0.74 |
| Martin ratioReturn relative to average drawdown | 0.73 | -0.72 | +1.45 |
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Drawdowns
OR.PA vs. WM - Drawdown Comparison
The maximum OR.PA drawdown since its inception was -50.83%, which is greater than WM's maximum drawdown of -33.02%. Use the drawdown chart below to compare losses from any high point for OR.PA and WM.
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Drawdown Indicators
| OR.PA | WM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.83% | -33.02% | -17.81% |
Max Drawdown (1Y)Largest decline over 1 year | -15.20% | -16.54% | +1.34% |
Max Drawdown (3Y)Largest decline over 3 years | -29.92% | -23.29% | -6.63% |
Max Drawdown (5Y)Largest decline over 5 years | -29.92% | -23.29% | -6.63% |
Max Drawdown (10Y)Largest decline over 10 years | -29.92% | -30.63% | +0.71% |
Current DrawdownCurrent decline from peak | -11.33% | -13.48% | +2.15% |
Average DrawdownAverage peak-to-trough decline | -9.67% | -7.80% | -1.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.05% | 8.05% | 0.00% |
Volatility
OR.PA vs. WM - Volatility Comparison
The current volatility for L'Oréal S.A. (OR.PA) is 6.19%, while Waste Management, Inc. (WM) has a volatility of 6.82%. This indicates that OR.PA experiences smaller price fluctuations and is considered to be less risky than WM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OR.PA | WM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.19% | 6.82% | -0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 19.89% | 15.26% | +4.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.72% | 20.32% | +5.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.56% | 19.62% | +4.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.57% | 20.66% | +1.91% |
Dividends
OR.PA vs. WM - Dividend Comparison
OR.PA's dividend yield for the trailing twelve months is around 1.84%, more than WM's 1.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
WM Waste Management, Inc. | 1.61% | 1.50% | 1.49% | 1.56% | 1.66% | 1.38% | 1.85% | 1.80% | 2.09% | 1.97% | 2.31% | 2.89% |
Financials
OR.PA vs. WM - Financials Comparison
This section allows you to compare key financial metrics between L'Oréal S.A. and Waste Management, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
OR.PA and WM have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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