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

Performance

TAK vs. EL - Performance Comparison

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

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Returns By Period

In the year-to-date period, TAK achieves a 0.83% return, which is significantly higher than EL's -19.93% return. Over the past 10 years, TAK has outperformed EL with an annualized return of 0.81%, while EL has yielded a comparatively lower 0.54% annualized return.


TAK

1D
-0.76%
1M
-3.26%
YTD
0.83%
6M
0.90%
1Y
6.59%
3Y*
3.25%
5Y*
2.05%
10Y*
0.81%

EL

1D
-0.59%
1M
-5.35%
YTD
-19.93%
6M
-21.98%
1Y
9.66%
3Y*
-22.88%
5Y*
-22.25%
10Y*
0.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TAK vs. EL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TAK
Takeda Pharmaceutical Company Limited
0.83%23.18%-3.12%-4.87%20.08%-23.45%-5.18%22.48%-38.84%41.29%
EL
The Estee Lauder Companies Inc.
-19.93%42.13%-47.59%-40.13%-32.31%40.03%29.77%60.34%3.38%68.68%

Correlation

The correlation between TAK and EL is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (10Y)
Calculated over the trailing 10-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2008

0.20

Fundamentals

Market Cap

TAK:

$49.12B

EL:

$30.43B

EPS

TAK:

¥61.03

EL:

-$0.68

PS Ratio

TAK:

1.77

EL:

2.04

PB Ratio

TAK:

1.02

EL:

7.62

Total Revenue (TTM)

TAK:

¥4.55T

EL:

$14.84B

Gross Profit (TTM)

TAK:

¥2.66T

EL:

$11.09B

EBITDA (TTM)

TAK:

¥1.43T

EL:

$1.30B

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Return for Risk

TAK vs. EL — Risk / Return Rank

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

TAK
TAK Risk / Return Rank: 5050
Overall Rank
TAK Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
TAK Sortino Ratio Rank: 4646
Sortino Ratio Rank
TAK Omega Ratio Rank: 4545
Omega Ratio Rank
TAK Calmar Ratio Rank: 5151
Calmar Ratio Rank
TAK Martin Ratio Rank: 5353
Martin Ratio Rank

EL
EL Risk / Return Rank: 4949
Overall Rank
EL Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
EL Sortino Ratio Rank: 4747
Sortino Ratio Rank
EL Omega Ratio Rank: 4848
Omega Ratio Rank
EL Calmar Ratio Rank: 4949
Calmar Ratio Rank
EL Martin Ratio Rank: 4949
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.

TAK vs. EL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Takeda Pharmaceutical Company Limited (TAK) 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.


TAKELDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.07

1.08

-0.01

Calmar ratioReturn relative to maximum drawdown

0.33

0.22

+0.11

Martin ratioReturn relative to average drawdown

0.88

0.52

+0.36

TAK vs. EL - Sharpe Ratio Comparison

The current TAK Sharpe Ratio is 0.32, which is higher than the EL Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of TAK and EL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TAK vs. EL - Drawdown Comparison

The maximum TAK drawdown since its inception was -54.25%, smaller than the maximum EL drawdown of -85.82%. Use the drawdown chart below to compare losses from any high point for TAK and EL.


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Drawdown Indicators


TAKELDifference

Max Drawdown

Largest peak-to-trough decline

-54.25%

-85.82%

+31.57%

Max Drawdown (1Y)

Largest decline over 1 year

-20.05%

-43.62%

+23.57%

Max Drawdown (3Y)

Largest decline over 3 years

-20.05%

-73.79%

+53.74%

Max Drawdown (5Y)

Largest decline over 5 years

-24.50%

-85.82%

+61.32%

Max Drawdown (10Y)

Largest decline over 10 years

-54.25%

-85.82%

+31.57%

Current Drawdown

Current decline from peak

-30.83%

-75.94%

+45.11%

Average Drawdown

Average peak-to-trough decline

-23.27%

-20.79%

-2.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.54%

18.73%

-11.19%

Volatility

TAK vs. EL - Volatility Comparison

The current volatility for Takeda Pharmaceutical Company Limited (TAK) is 7.84%, while The Estee Lauder Companies Inc. (EL) has a volatility of 11.80%. This indicates that TAK 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


TAKELDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.84%

11.80%

-3.96%

Volatility (6M)

Calculated over the trailing 6-month period

15.35%

39.12%

-23.77%

Volatility (1Y)

Calculated over the trailing 1-year period

20.74%

47.26%

-26.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.58%

43.47%

-23.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.04%

36.63%

-13.59%

Dividends

TAK vs. EL - Dividend Comparison

TAK's dividend yield for the trailing twelve months is around 2.05%, more than EL's 1.68% yield.


PositionTTM20252024202320222021202020192018201720162015
EL
The Estee Lauder Companies Inc.
1.68%1.34%3.11%1.81%0.99%0.59%0.56%0.86%1.21%1.10%1.62%1.16%
TAK
Takeda Pharmaceutical Company Limited
2.05%4.24%4.67%4.41%4.23%2.98%2.30%4.20%4.77%2.81%3.99%2.92%

Financials

TAK vs. EL - Financials Comparison

This section allows you to compare key financial metrics between Takeda Pharmaceutical Company Limited 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


0.00200.00B400.00B600.00B800.00B1.00T1.20T20222023202420252026
1.11T
3.71B
(TAK) Total Revenue
(EL) Total Revenue
Please note, different currencies. TAK values in JPY, EL values in USD

TAK vs. EL - Profitability Comparison

The chart below illustrates the profitability comparison between Takeda Pharmaceutical Company Limited 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

50.0%55.0%60.0%65.0%70.0%75.0%20222023202420252026
48.8%
76.4%
Portfolio components
TAK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Takeda Pharmaceutical Company Limited reported a gross profit of 543.81B and revenue of 1.11T. Therefore, the gross margin over that period was 48.8%.

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%.

TAK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Takeda Pharmaceutical Company Limited reported an operating income of 47.54B and revenue of 1.11T, resulting in an operating margin of 4.3%.

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%.

TAK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Takeda Pharmaceutical Company Limited reported a net income of -24.77B and revenue of 1.11T, resulting in a net margin of -2.2%.

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


TAK and EL have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EL has higher volatility (11.80%) compared to TAK (7.84%). In terms of maximum drawdown, TAK dropped -54.25% vs EL's -85.82%.

TAK currently has the higher Sharpe Ratio (0.32 vs 0.21), 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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