PRDSF vs. EL
PRDSF (Prada S.p.A) and EL (The Estee Lauder Companies Inc.) are both stocks. PRDSF operates in Luxury Goods (Consumer Cyclical), while EL operates in Household & Personal Products (Consumer Defensive). Over the past 10 years, PRDSF returned 5.45%/yr vs 0.60%/yr for EL. At a 0.06 correlation, their price movements are largely independent.
Performance
PRDSF vs. EL - Performance Comparison
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Returns By Period
In the year-to-date period, PRDSF achieves a -12.28% return, which is significantly higher than EL's -21.63% return. Over the past 10 years, PRDSF has outperformed EL with an annualized return of 5.45%, while EL has yielded a comparatively lower 0.60% annualized return.
PRDSF
- 1D
- 4.29%
- 1M
- 8.71%
- YTD
- -12.28%
- 6M
- -12.28%
- 1Y
- -19.99%
- 3Y*
- -6.77%
- 5Y*
- -5.85%
- 10Y*
- 5.45%
EL
- 1D
- -2.13%
- 1M
- -5.53%
- YTD
- -21.63%
- 6M
- -23.64%
- 1Y
- 6.62%
- 3Y*
- -23.71%
- 5Y*
- -22.58%
- 10Y*
- 0.60%
PRDSF vs. EL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRDSF Prada S.p.A | -12.28% | -27.24% | 49.21% | 1.11% | -5.79% | -13.67% | 97.14% | 10.81% | -1.82% | -9.37% |
EL The Estee Lauder Companies Inc. | -21.63% | 42.13% | -47.59% | -40.13% | -32.31% | 40.03% | 29.77% | 60.34% | 3.38% | 68.68% |
Correlation
The correlation between PRDSF and EL is 0.04, 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 | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 2011 | 0.06 |
Fundamentals
PRDSF:
$12.63B
EL:
$29.78B
PRDSF:
€0.66
EL:
-$0.68
PRDSF:
1.00
EL:
2.00
PRDSF:
2.39
EL:
7.46
PRDSF:
€11.13B
EL:
$14.84B
PRDSF:
€8.92B
EL:
$11.09B
PRDSF:
€3.40B
EL:
$1.30B
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Return for Risk
PRDSF vs. EL — Risk / Return Rank
PRDSF
EL
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.
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.
| PRDSF | EL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.62 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.07 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | 0.15 | -0.79 |
| Martin ratioReturn relative to average drawdown | -1.02 | 0.35 | -1.37 |
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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
| PRDSF | EL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.14% | -85.82% | +10.68% |
Max Drawdown (1Y)Largest decline over 1 year | -31.42% | -43.62% | +12.20% |
Max Drawdown (3Y)Largest decline over 3 years | -47.86% | -73.79% | +25.93% |
Max Drawdown (5Y)Largest decline over 5 years | -47.86% | -85.82% | +37.96% |
Max Drawdown (10Y)Largest decline over 10 years | -56.37% | -85.82% | +29.45% |
Current DrawdownCurrent decline from peak | -46.27% | -76.45% | +30.18% |
Average DrawdownAverage peak-to-trough decline | -41.54% | -20.80% | -20.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.61% | 18.83% | +0.78% |
Volatility
PRDSF vs. EL - Volatility Comparison
Prada S.p.A (PRDSF) has a higher volatility of 14.94% compared to The Estee Lauder Companies Inc. (EL) at 11.83%. This indicates that PRDSF's price experiences larger fluctuations and is considered to be riskier 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
| PRDSF | EL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.94% | 11.83% | +3.11% |
Volatility (6M)Calculated over the trailing 6-month period | 29.02% | 39.16% | -10.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.44% | 47.25% | +11.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.36% | 43.47% | +11.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 53.16% | 36.63% | +16.53% |
Dividends
PRDSF vs. EL - Dividend Comparison
PRDSF's dividend yield for the trailing twelve months is around 0.50%, less than EL's 1.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL The Estee Lauder Companies Inc. | 1.72% | 1.34% | 3.11% | 1.81% | 0.99% | 0.59% | 0.56% | 0.86% | 1.21% | 1.10% | 1.62% | 1.16% |
PRDSF Prada S.p.A | 0.50% | 3.27% | 1.81% | 2.19% | 1.49% | 0.73% | 0.00% | 1.89% | 0.00% | 0.00% | 0.00% | 0.00% |
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.
Total Revenue: Total amount of money received from sales and other business activities
PRDSF vs. EL - Profitability Comparison
PRDSF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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 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%.
PRDSF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 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 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%.
PRDSF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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 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
PRDSF and EL have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRDSF has higher volatility (14.94%) compared to EL (11.83%). In terms of maximum drawdown, PRDSF dropped -75.14% vs EL's -85.82%.
EL currently has the higher Sharpe Ratio (0.14 vs -0.34), 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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