SSDOY vs. EL
SSDOY (Shiseido Company Ltd) and EL (The Estée Lauder Companies Inc.) are both stocks. Both operate in the Household & Personal Products industry within the Consumer Defensive sector. Over the past 10 years, SSDOY returned -4.86%/yr vs 0.07%/yr for EL. At a 0.25 correlation, their price movements are largely independent.
Performance
SSDOY vs. EL - Performance Comparison
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Returns By Period
In the year-to-date period, SSDOY achieves a 17.95% return, which is significantly higher than EL's -20.51% return. Over the past 10 years, SSDOY has underperformed EL with an annualized return of -4.86%, while EL has yielded a comparatively higher 0.07% annualized return.
SSDOY
- 1D
- 0.53%
- 1M
- 5.13%
- 6M
- 10.60%
- YTD
- 17.95%
- 1Y
- -3.69%
- 3Y*
- -27.25%
- 5Y*
- -24.85%
- 10Y*
- -4.86%
EL
- 1D
- 0.82%
- 1M
- -7.83%
- 6M
- -26.81%
- YTD
- -20.51%
- 1Y
- -7.91%
- 3Y*
- -23.19%
- 5Y*
- -22.46%
- 10Y*
- 0.07%
SSDOY vs. EL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSDOY Shiseido Company Ltd | 17.95% | -16.89% | -40.86% | -38.04% | -12.65% | -19.38% | -1.97% | 12.49% | 30.02% | 91.06% |
EL The Estée Lauder Companies Inc. | -20.51% | 42.13% | -47.59% | -40.13% | -32.31% | 40.03% | 29.77% | 60.34% | 3.38% | 68.68% |
Correlation
The correlation between SSDOY and EL is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2007 | 0.25 |
Fundamentals
SSDOY:
$6.88B
EL:
$29.90B
SSDOY:
-¥91.90
EL:
-$0.68
SSDOY:
1.13
EL:
2.03
SSDOY:
1.83
EL:
7.56
SSDOY:
¥986.86B
EL:
$14.84B
SSDOY:
¥758.02B
EL:
$11.09B
SSDOY:
¥49.55B
EL:
$1.30B
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Return for Risk
SSDOY vs. EL — Risk / Return Rank
SSDOY
EL
SSDOY vs. EL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shiseido Company Ltd (SSDOY) and The Estée 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.
| SSDOY | EL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.01 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | -0.21 | +0.19 |
| Martin ratioReturn relative to average drawdown | -0.04 | -0.45 | +0.41 |
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Drawdowns
SSDOY vs. EL - Drawdown Comparison
The maximum SSDOY drawdown since its inception was -83.41%, roughly equal to the maximum EL drawdown of -85.82%. Use the drawdown chart below to compare losses from any high point for SSDOY and EL.
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Drawdown Indicators
| SSDOY | EL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.41% | -85.82% | +2.41% |
Max Drawdown (1Y)Largest decline over 1 year | -31.76% | -43.62% | +11.86% |
Max Drawdown (3Y)Largest decline over 3 years | -69.54% | -73.19% | +3.65% |
Max Drawdown (5Y)Largest decline over 5 years | -81.59% | -85.82% | +4.23% |
Max Drawdown (10Y)Largest decline over 10 years | -83.41% | -85.82% | +2.41% |
Current DrawdownCurrent decline from peak | -79.05% | -76.11% | -2.94% |
Average DrawdownAverage peak-to-trough decline | -29.74% | -20.87% | -8.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.80% | 19.81% | -5.01% |
Volatility
SSDOY vs. EL - Volatility Comparison
Shiseido Company Ltd (SSDOY) and The Estée Lauder Companies Inc. (EL) have volatilities of 10.61% and 10.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSDOY | EL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.61% | 10.72% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 32.54% | 39.43% | -6.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.03% | 46.99% | -3.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.73% | 43.53% | -6.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.58% | 36.66% | -3.08% |
Dividends
SSDOY vs. EL - Dividend Comparison
SSDOY has not paid dividends to shareholders, while EL's dividend yield for the trailing twelve months is around 1.69%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL The Estée Lauder Companies Inc. | 1.69% | 1.34% | 3.11% | 1.81% | 0.99% | 0.59% | 0.56% | 0.86% | 1.21% | 1.10% | 1.62% | 1.16% |
SSDOY Shiseido Company Ltd | 0.00% | 0.92% | 0.37% | 0.66% | 0.00% | 0.00% | 0.26% | 0.00% | 0.00% | 0.00% | 0.73% | 1.20% |
Financials
SSDOY vs. EL - Financials Comparison
This section allows you to compare key financial metrics between Shiseido Company Ltd and The Estée 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
SSDOY vs. EL - Profitability Comparison
SSDOY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Shiseido Company Ltd reported a gross profit of 185.20B and revenue of 236.22B. Therefore, the gross margin over that period was 78.4%.
EL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, The Estée 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%.
SSDOY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Shiseido Company Ltd reported an operating income of 10.74B and revenue of 236.22B, resulting in an operating margin of 4.6%.
EL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, The Estée Lauder Companies Inc. reported an operating income of 249.00M and revenue of 3.71B, resulting in an operating margin of 6.7%.
SSDOY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Shiseido Company Ltd reported a net income of 8.52B and revenue of 236.22B, resulting in a net margin of 3.6%.
EL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, The Estée 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
SSDOY and EL have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EL has higher volatility (10.72%) compared to SSDOY (10.61%). In terms of maximum drawdown, SSDOY dropped -83.41% vs EL's -85.82%.
SSDOY currently has the higher Sharpe Ratio (-0.01 vs -0.19), 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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