RHHBY vs. OR.PA
RHHBY (Roche Holding AG) and OR.PA (L'Oréal S.A.) are both stocks. RHHBY operates in Drug Manufacturers - General (Healthcare), while OR.PA operates in Household & Personal Products (Consumer Defensive). Over the past 10 years, RHHBY returned 8.27%/yr vs 11.72%/yr for OR.PA. At a 0.35 correlation, their price movements are largely independent.
Performance
RHHBY vs. OR.PA - Performance Comparison
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Different Trading Currencies
RHHBY is traded in USD, while OR.PA is traded in EUR. To make them comparable, the OR.PA values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, RHHBY achieves a 3.24% return, which is significantly lower than OR.PA's 6.89% return. Over the past 10 years, RHHBY has underperformed OR.PA with an annualized return of 8.27%, while OR.PA has yielded a comparatively higher 11.72% annualized return.
RHHBY
- 1D
- 0.58%
- 1M
- 0.76%
- YTD
- 3.24%
- 6M
- 6.39%
- 1Y
- 26.91%
- 3Y*
- 13.95%
- 5Y*
- 5.12%
- 10Y*
- 8.27%
OR.PA
- 1D
- 1.71%
- 1M
- 8.37%
- YTD
- 6.89%
- 6M
- 5.94%
- 1Y
- 5.78%
- 3Y*
- 2.75%
- 5Y*
- 1.03%
- 10Y*
- 11.72%
RHHBY vs. OR.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RHHBY Roche Holding AG | 3.24% | 52.86% | 0.23% | -4.02% | -22.21% | 20.20% | 9.94% | 33.47% | 2.16% | 14.32% |
OR.PA L'Oréal S.A. | 6.89% | 23.85% | -27.74% | 41.32% | -23.72% | 26.49% | 29.83% | 30.73% | 5.66% | 26.23% |
Correlation
The correlation between RHHBY and OR.PA is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2007 | 0.35 |
The correlation between RHHBY and OR.PA shifts across timeframes, from 0.23 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RHHBY vs. OR.PA — Risk / Return Rank
RHHBY
OR.PA
RHHBY vs. OR.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roche Holding AG (RHHBY) and L'Oréal S.A. (OR.PA). 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.
| RHHBY | OR.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.77 | ||
| Sortino ratioReturn per unit of downside risk | +1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.06 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.40 | 0.36 | +1.03 |
| Martin ratioReturn relative to average drawdown | 3.39 | 0.71 | +2.68 |
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Drawdowns
RHHBY vs. OR.PA - Drawdown Comparison
The maximum RHHBY drawdown since its inception was -45.73%, smaller than the maximum OR.PA drawdown of -57.58%. Use the drawdown chart below to compare losses from any high point for RHHBY and OR.PA.
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Drawdown Indicators
| RHHBY | OR.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.73% | -57.58% | +11.85% |
Max Drawdown (1Y)Largest decline over 1 year | -19.38% | -15.68% | -3.70% |
Max Drawdown (3Y)Largest decline over 3 years | -23.46% | -32.57% | +9.11% |
Max Drawdown (5Y)Largest decline over 5 years | -40.88% | -38.89% | -1.99% |
Max Drawdown (10Y)Largest decline over 10 years | -40.88% | -38.89% | -1.99% |
Current DrawdownCurrent decline from peak | -12.12% | -5.75% | -6.37% |
Average DrawdownAverage peak-to-trough decline | -12.84% | -10.79% | -2.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.09% | 8.06% | +0.03% |
Volatility
RHHBY vs. OR.PA - Volatility Comparison
Roche Holding AG (RHHBY) has a higher volatility of 8.27% compared to L'Oréal S.A. (OR.PA) at 6.46%. This indicates that RHHBY's price experiences larger fluctuations and is considered to be riskier than OR.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RHHBY | OR.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.27% | 6.46% | +1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 18.31% | 20.54% | -2.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.49% | 26.31% | +1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.34% | 26.86% | -3.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.55% | 24.22% | -1.67% |
Dividends
RHHBY vs. OR.PA - Dividend Comparison
RHHBY's dividend yield for the trailing twelve months is around 3.00%, more than OR.PA's 1.84% 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% |
RHHBY Roche Holding AG | 3.00% | 2.69% | 3.87% | 3.55% | 3.23% | 1.57% | 1.66% | 1.70% | 3.58% | 3.25% | 3.57% | 2.91% |
Financials
RHHBY vs. OR.PA - Financials Comparison
This section allows you to compare key financial metrics between Roche Holding AG 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
RHHBY and OR.PA have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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