UL vs. OR.PA
UL (The Unilever Group) and OR.PA (L'Oréal S.A.) are both stocks. Both operate in the Household & Personal Products industry within the Consumer Defensive sector. Over the past 10 years, UL returned 5.33%/yr vs 11.72%/yr for OR.PA. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
UL vs. OR.PA - Performance Comparison
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Different Trading Currencies
UL 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, UL achieves a -8.35% return, which is significantly lower than OR.PA's 6.89% return. Over the past 10 years, UL has underperformed OR.PA with an annualized return of 5.33%, while OR.PA has yielded a comparatively higher 11.72% annualized return.
UL
- 1D
- 1.03%
- 1M
- 3.45%
- YTD
- -8.35%
- 6M
- -7.70%
- 1Y
- -14.93%
- 3Y*
- 5.05%
- 5Y*
- 0.66%
- 10Y*
- 5.33%
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%
UL vs. OR.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UL The Unilever Group | -8.35% | 5.96% | 20.90% | -0.17% | -2.82% | -7.61% | 9.04% | 12.88% | -2.34% | 40.15% |
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 UL and OR.PA is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2007 | 0.52 |
The correlation between UL and OR.PA shifts across timeframes, from 0.39 (3 years) to 0.52 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
UL vs. OR.PA — Risk / Return Rank
UL
OR.PA
UL vs. OR.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Unilever Group (UL) 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.
| UL | OR.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -1.39 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.06 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.60 | 0.36 | -0.96 |
| Martin ratioReturn relative to average drawdown | -1.23 | 0.71 | -1.94 |
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Drawdowns
UL vs. OR.PA - Drawdown Comparison
The maximum UL drawdown since its inception was -53.55%, smaller than the maximum OR.PA drawdown of -57.58%. Use the drawdown chart below to compare losses from any high point for UL and OR.PA.
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Drawdown Indicators
| UL | OR.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.55% | -57.58% | +4.03% |
Max Drawdown (1Y)Largest decline over 1 year | -25.09% | -15.68% | -9.41% |
Max Drawdown (3Y)Largest decline over 3 years | -25.09% | -32.57% | +7.48% |
Max Drawdown (5Y)Largest decline over 5 years | -26.53% | -38.89% | +12.36% |
Max Drawdown (10Y)Largest decline over 10 years | -30.13% | -38.89% | +8.76% |
Current DrawdownCurrent decline from peak | -19.64% | -5.75% | -13.89% |
Average DrawdownAverage peak-to-trough decline | -10.61% | -10.79% | +0.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.20% | 8.06% | +4.14% |
Volatility
UL vs. OR.PA - Volatility Comparison
The current volatility for The Unilever Group (UL) is 6.11%, while L'Oréal S.A. (OR.PA) has a volatility of 6.46%. This indicates that UL experiences smaller price fluctuations and is considered to be less risky 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
| UL | OR.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.11% | 6.46% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 16.78% | 20.54% | -3.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.50% | 26.31% | -4.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.87% | 26.86% | -5.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.61% | 24.22% | -2.61% |
Dividends
UL vs. OR.PA - Dividend Comparison
UL's dividend yield for the trailing twelve months is around 3.87%, 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% |
UL The Unilever Group | 3.87% | 3.51% | 3.29% | 3.83% | 3.57% | 3.77% | 3.07% | 3.18% | 3.49% | 2.80% | 3.42% | 3.02% |
Financials
UL vs. OR.PA - Financials Comparison
This section allows you to compare key financial metrics between The Unilever Group 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
UL and OR.PA have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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