TSN vs. EL
TSN (Tyson Foods, Inc.) and EL (The Estée Lauder Companies Inc.) are both stocks. Both are in the Consumer Defensive sector — TSN in Farm Products, EL in Household & Personal Products. Over the past 10 years, TSN returned 0.15%/yr vs 0.04%/yr for EL. At a 0.25 correlation, their price movements are largely independent.
Performance
TSN vs. EL - Performance Comparison
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Returns By Period
In the year-to-date period, TSN achieves a -1.06% return, which is significantly higher than EL's -20.79% return. Over the past 10 years, TSN has outperformed EL with an annualized return of 0.15%, while EL has yielded a comparatively lower 0.04% annualized return.
TSN
- 1D
- -1.64%
- 1M
- 2.87%
- 6M
- -4.77%
- YTD
- -1.06%
- 1Y
- 10.74%
- 3Y*
- 6.32%
- 5Y*
- -1.18%
- 10Y*
- 0.15%
- ALL TIME*
- 6.74%
EL
- 1D
- -1.52%
- 1M
- -2.88%
- 6M
- -27.53%
- YTD
- -20.79%
- 1Y
- -2.86%
- 3Y*
- -21.44%
- 5Y*
- -22.93%
- 10Y*
- 0.04%
- ALL TIME*
- 9.19%
TSN vs. EL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSN Tyson Foods, Inc. | -1.06% | 5.68% | 10.47% | -10.44% | -26.90% | 38.47% | -27.35% | 73.91% | -32.82% | 33.27% |
EL The Estée Lauder Companies Inc. | -20.79% | 42.13% | -47.59% | -40.13% | -32.31% | 40.03% | 29.77% | 60.34% | 3.38% | 68.68% |
Correlation
The correlation between TSN and EL is 0.09, 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 | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Nov 17, 1995 | 0.25 |
The correlation between TSN and EL shifts across timeframes, from 0.09 (1 year) to 0.29 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
TSN:
$20.31B
EL:
$29.79B
TSN:
$1.30
EL:
-$0.68
TSN:
0.36
EL:
2.02
TSN:
1.12
EL:
7.54
TSN:
$55.71B
EL:
$14.84B
TSN:
$3.65B
EL:
$11.09B
TSN:
$2.53B
EL:
$1.30B
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Return for Risk
TSN vs. EL — Risk / Return Rank
TSN
EL
TSN vs. EL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tyson Foods, Inc. (TSN) 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.
| TSN | EL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.03 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.58 | -0.07 | +0.64 |
| Martin ratioReturn relative to average drawdown | 1.50 | -0.14 | +1.64 |
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Drawdowns
TSN vs. EL - Drawdown Comparison
The maximum TSN drawdown since its inception was -81.50%, smaller than the maximum EL drawdown of -85.82%. Use the drawdown chart below to compare losses from any high point for TSN and EL.
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Drawdown Indicators
| TSN | EL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.50% | -85.82% | +4.32% |
Max Drawdown (1Y)Largest decline over 1 year | -18.65% | -43.62% | +24.97% |
Max Drawdown (3Y)Largest decline over 3 years | -20.34% | -71.23% | +50.89% |
Max Drawdown (5Y)Largest decline over 5 years | -52.11% | -85.82% | +33.71% |
Max Drawdown (10Y)Largest decline over 10 years | -52.45% | -85.82% | +33.37% |
Current DrawdownCurrent decline from peak | -33.49% | -76.20% | +42.71% |
Average DrawdownAverage peak-to-trough decline | -23.79% | -20.92% | -2.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.19% | 20.44% | -13.25% |
Volatility
TSN vs. EL - Volatility Comparison
The current volatility for Tyson Foods, Inc. (TSN) is 5.58%, while The Estée Lauder Companies Inc. (EL) has a volatility of 7.75%. This indicates that TSN 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
| TSN | EL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.58% | 7.75% | -2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 18.91% | 39.05% | -20.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.66% | 46.49% | -21.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.95% | 43.53% | -18.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.00% | 36.69% | -8.69% |
Dividends
TSN vs. EL - Dividend Comparison
TSN's dividend yield for the trailing twelve months is around 3.56%, more than EL's 1.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL The Estée Lauder Companies Inc. | 1.70% | 1.34% | 3.11% | 1.81% | 0.99% | 0.59% | 0.56% | 0.86% | 1.21% | 1.10% | 1.62% | 1.16% |
TSN Tyson Foods, Inc. | 3.56% | 3.43% | 3.43% | 3.59% | 2.99% | 2.06% | 2.65% | 1.70% | 2.39% | 1.11% | 1.09% | 0.84% |
Financials
TSN vs. EL - Financials Comparison
This section allows you to compare key financial metrics between Tyson Foods, Inc. 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
TSN vs. EL - Profitability Comparison
TSN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Tyson Foods, Inc. reported a gross profit of 962.00M and revenue of 13.65B. Therefore, the gross margin over that period was 7.1%.
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%.
TSN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Tyson Foods, Inc. reported an operating income of 435.00M and revenue of 13.65B, resulting in an operating margin of 3.2%.
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%.
TSN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Tyson Foods, Inc. reported a net income of 260.00M and revenue of 13.65B, resulting in a net margin of 1.9%.
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
TSN and EL have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EL has higher volatility (7.75%) compared to TSN (5.58%). In terms of maximum drawdown, TSN dropped -81.50% vs EL's -85.82%.
TSN currently has the higher Sharpe Ratio (0.44 vs -0.06), 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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