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

Performance

PRDSF vs. EL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Prada S.p.A (PRDSF) and The Estee Lauder Companies Inc. (EL). The values are adjusted to include any dividend payments, if applicable.

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PRDSF vs. EL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRDSF
Prada S.p.A
-17.60%-27.24%49.21%1.11%-5.79%-13.67%97.14%10.81%-1.82%-9.37%
EL
The Estee Lauder Companies Inc.
-31.25%42.13%-47.59%-40.13%-32.31%40.03%29.77%60.34%3.38%68.68%

Fundamentals

Market Cap

PRDSF:

$11.92B

EL:

$26.18B

EPS

PRDSF:

$0.66

EL:

-$0.49

PS Ratio

PRDSF:

1.07

EL:

1.78

PB Ratio

PRDSF:

2.57

EL:

6.50

Total Revenue (TTM)

PRDSF:

$11.13B

EL:

$14.67B

Gross Profit (TTM)

PRDSF:

$8.92B

EL:

$10.91B

EBITDA (TTM)

PRDSF:

$3.40B

EL:

$1.21B

Returns By Period

In the year-to-date period, PRDSF achieves a -17.60% return, which is significantly higher than EL's -31.25% return. Over the past 10 years, PRDSF has outperformed EL with an annualized return of 5.12%, while EL has yielded a comparatively lower -1.58% annualized return.


PRDSF

1D
-7.23%
1M
-6.99%
YTD
-17.60%
6M
-17.67%
1Y
-31.49%
3Y*
-10.59%
5Y*
-5.00%
10Y*
5.12%

EL

1D
5.58%
1M
-34.44%
YTD
-31.25%
6M
-17.99%
1Y
10.48%
3Y*
-32.48%
5Y*
-23.38%
10Y*
-1.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PRDSF vs. EL — Risk / Return Rank

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

PRDSF
PRDSF Risk / Return Rank: 1616
Overall Rank
PRDSF Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
PRDSF Sortino Ratio Rank: 2121
Sortino Ratio Rank
PRDSF Omega Ratio Rank: 2020
Omega Ratio Rank
PRDSF Calmar Ratio Rank: 1111
Calmar Ratio Rank
PRDSF Martin Ratio Rank: 1212
Martin Ratio Rank

EL
EL Risk / Return Rank: 4949
Overall Rank
EL Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
EL Sortino Ratio Rank: 4545
Sortino Ratio Rank
EL Omega Ratio Rank: 4747
Omega Ratio Rank
EL Calmar Ratio Rank: 4949
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.

PRDSF vs. EL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Prada S.p.A (PRDSF) 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.


PRDSFELDifference

Sharpe ratio

Return per unit of total volatility

-0.51

0.20

-0.71

Sortino ratio

Return per unit of downside risk

-0.38

0.61

-0.99

Omega ratio

Gain probability vs. loss probability

0.94

1.09

-0.15

Calmar ratio

Return relative to maximum drawdown

-0.84

0.26

-1.11

Martin ratio

Return relative to average drawdown

-1.43

0.96

-2.39

PRDSF vs. EL - Sharpe Ratio Comparison

The current PRDSF Sharpe Ratio is -0.51, which is lower than the EL Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of PRDSF and EL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PRDSFELDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.51

0.20

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

-0.55

+0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

-0.04

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.26

-0.25

Correlation

The correlation between PRDSF and EL is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PRDSF vs. EL - Dividend Comparison

PRDSF's dividend yield for the trailing twelve months is around 3.97%, more than EL's 1.95% yield.


TTM20252024202320222021202020192018201720162015
PRDSF
Prada S.p.A
3.97%3.27%1.81%2.19%1.49%0.73%0.00%1.89%0.00%0.00%0.00%0.00%
EL
The Estee Lauder Companies Inc.
1.95%1.34%3.11%1.81%0.99%0.59%0.56%0.86%1.21%1.10%1.62%1.16%

Drawdowns

PRDSF vs. EL - Drawdown Comparison

The maximum PRDSF drawdown since its inception was -75.14%, smaller than the maximum EL drawdown of -85.82%. Use the drawdown chart below to compare losses from any high point for PRDSF and EL.


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Drawdown Indicators


PRDSFELDifference

Max Drawdown

Largest peak-to-trough decline

-75.14%

-85.82%

+10.68%

Max Drawdown (1Y)

Largest decline over 1 year

-37.44%

-43.62%

+6.18%

Max Drawdown (5Y)

Largest decline over 5 years

-47.25%

-85.82%

+38.57%

Max Drawdown (10Y)

Largest decline over 10 years

-56.37%

-85.82%

+29.45%

Current Drawdown

Current decline from peak

-49.52%

-79.34%

+29.82%

Average Drawdown

Average peak-to-trough decline

-41.45%

-20.37%

-21.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.03%

11.94%

+10.09%

Volatility

PRDSF vs. EL - Volatility Comparison

The current volatility for Prada S.p.A (PRDSF) is 13.89%, while The Estee Lauder Companies Inc. (EL) has a volatility of 18.48%. This indicates that PRDSF 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


PRDSFELDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.89%

18.48%

-4.59%

Volatility (6M)

Calculated over the trailing 6-month period

42.28%

38.24%

+4.04%

Volatility (1Y)

Calculated over the trailing 1-year period

62.31%

51.92%

+10.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.20%

42.69%

+13.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.77%

36.11%

+16.66%

Financials

PRDSF vs. EL - Financials Comparison

This section allows you to compare key financial metrics between Prada S.p.A 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


1.00B2.00B3.00B4.00B5.00B6.00B20212022202320242025
2.96B
4.23B
(PRDSF) Total Revenue
(EL) Total Revenue
Values in USD except per share items

PRDSF vs. EL - Profitability Comparison

The chart below illustrates the profitability comparison between Prada S.p.A 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

40.0%50.0%60.0%70.0%80.0%20212022202320242025
80.5%
76.5%
Portfolio components
PRDSF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Prada S.p.A reported a gross profit of 2.38B and revenue of 2.96B. Therefore, the gross margin over that period was 80.5%.

EL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, The Estee Lauder Companies Inc. reported a gross profit of 3.24B and revenue of 4.23B. Therefore, the gross margin over that period was 76.5%.

PRDSF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Prada S.p.A reported an operating income of 712.40M and revenue of 2.96B, resulting in an operating margin of 24.1%.

EL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, The Estee Lauder Companies Inc. reported an operating income of 401.00M and revenue of 4.23B, resulting in an operating margin of 9.5%.

PRDSF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Prada S.p.A reported a net income of 463.48M and revenue of 2.96B, resulting in a net margin of 15.7%.

EL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, The Estee Lauder Companies Inc. reported a net income of 162.00M and revenue of 4.23B, resulting in a net margin of 3.8%.