PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SSDOY vs. EL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SSDOY and EL is 0.21, 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.


-0.50.00.51.00.2

Performance

SSDOY vs. EL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Shiseido Company Ltd (SSDOY) and The Estee Lauder Companies Inc. (EL). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-35.14%
-19.68%
SSDOY
EL

Key characteristics

Sharpe Ratio

SSDOY:

-1.15

EL:

-1.06

Sortino Ratio

SSDOY:

-1.68

EL:

-1.49

Omega Ratio

SSDOY:

0.80

EL:

0.79

Calmar Ratio

SSDOY:

-0.53

EL:

-0.59

Martin Ratio

SSDOY:

-1.45

EL:

-1.27

Ulcer Index

SSDOY:

29.36%

EL:

38.06%

Daily Std Dev

SSDOY:

37.03%

EL:

45.68%

Max Drawdown

SSDOY:

-81.06%

EL:

-82.39%

Current Drawdown

SSDOY:

-81.06%

EL:

-79.64%

Fundamentals

Market Cap

SSDOY:

$6.26B

EL:

$25.97B

EPS

SSDOY:

-$0.18

EL:

-$1.94

PEG Ratio

SSDOY:

2.18

EL:

1.95

Total Revenue (TTM)

SSDOY:

$508.54B

EL:

$15.16B

Gross Profit (TTM)

SSDOY:

$385.45B

EL:

$11.08B

EBITDA (TTM)

SSDOY:

$37.59B

EL:

$589.00M

Returns By Period

In the year-to-date period, SSDOY achieves a -11.58% return, which is significantly lower than EL's -3.72% return. Over the past 10 years, SSDOY has underperformed EL with an annualized return of -0.10%, while EL has yielded a comparatively higher -0.02% annualized return.


SSDOY

YTD

-11.58%

1M

-6.40%

6M

-35.14%

1Y

-42.34%

5Y*

-24.68%

10Y*

-0.10%

EL

YTD

-3.72%

1M

-7.28%

6M

-19.68%

1Y

-49.58%

5Y*

-18.40%

10Y*

-0.02%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SSDOY vs. EL — Risk-Adjusted Performance Rank

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

SSDOY
The Risk-Adjusted Performance Rank of SSDOY is 66
Overall Rank
The Sharpe Ratio Rank of SSDOY is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of SSDOY is 33
Sortino Ratio Rank
The Omega Ratio Rank of SSDOY is 55
Omega Ratio Rank
The Calmar Ratio Rank of SSDOY is 1515
Calmar Ratio Rank
The Martin Ratio Rank of SSDOY is 66
Martin Ratio Rank

EL
The Risk-Adjusted Performance Rank of EL is 77
Overall Rank
The Sharpe Ratio Rank of EL is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of EL is 55
Sortino Ratio Rank
The Omega Ratio Rank of EL is 44
Omega Ratio Rank
The Calmar Ratio Rank of EL is 1212
Calmar Ratio Rank
The Martin Ratio Rank of EL is 1111
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SSDOY vs. EL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Shiseido Company Ltd (SSDOY) 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.


Sharpe ratio
The chart of Sharpe ratio for SSDOY, currently valued at -1.15, compared to the broader market-2.000.002.004.00-1.15-1.06
The chart of Sortino ratio for SSDOY, currently valued at -1.68, compared to the broader market-6.00-4.00-2.000.002.004.006.00-1.68-1.49
The chart of Omega ratio for SSDOY, currently valued at 0.80, compared to the broader market0.501.001.502.000.800.79
The chart of Calmar ratio for SSDOY, currently valued at -0.53, compared to the broader market0.002.004.006.00-0.53-0.59
The chart of Martin ratio for SSDOY, currently valued at -1.45, compared to the broader market0.0010.0020.0030.00-1.45-1.27
SSDOY
EL

The current SSDOY Sharpe Ratio is -1.15, which is comparable to the EL Sharpe Ratio of -1.06. The chart below compares the historical Sharpe Ratios of SSDOY 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.


Rolling 12-month Sharpe Ratio-1.40-1.20-1.00-0.80-0.60SeptemberOctoberNovemberDecember2025February
-1.15
-1.06
SSDOY
EL

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 3.23%.


TTM20242023202220212020201920182017201620152014
SSDOY
Shiseido Company Ltd
0.00%0.00%0.00%0.00%0.76%0.53%0.78%0.64%0.53%0.73%1.20%1.29%
EL
The Estee Lauder Companies Inc.
3.23%3.11%1.81%0.99%0.59%0.56%0.86%1.21%1.10%1.62%1.16%1.10%

Drawdowns

SSDOY vs. EL - Drawdown Comparison

The maximum SSDOY drawdown since its inception was -81.06%, roughly equal to the maximum EL drawdown of -82.39%. Use the drawdown chart below to compare losses from any high point for SSDOY and EL. For additional features, visit the drawdowns tool.


-80.00%-75.00%-70.00%SeptemberOctoberNovemberDecember2025February
-81.06%
-79.64%
SSDOY
EL

Volatility

SSDOY vs. EL - Volatility Comparison

The current volatility for Shiseido Company Ltd (SSDOY) is 12.12%, while The Estee Lauder Companies Inc. (EL) has a volatility of 21.66%. This indicates that SSDOY 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.


5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
12.12%
21.66%
SSDOY
EL

Financials

SSDOY vs. EL - Financials Comparison

This section allows you to compare key financial metrics between Shiseido Company Ltd 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab