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ULTA vs. EL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ULTA and EL is 0.39, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

ULTA vs. EL - Performance Comparison

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

200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%NovemberDecember2025FebruaryMarchApril
1,167.92%
280.62%
ULTA
EL

Key characteristics

Sharpe Ratio

ULTA:

-0.73

EL:

-1.20

Sortino Ratio

ULTA:

-0.96

EL:

-1.84

Omega Ratio

ULTA:

0.88

EL:

0.74

Calmar Ratio

ULTA:

-0.64

EL:

-0.67

Martin Ratio

ULTA:

-1.04

EL:

-1.35

Ulcer Index

ULTA:

27.36%

EL:

40.81%

Daily Std Dev

ULTA:

38.93%

EL:

45.73%

Max Drawdown

ULTA:

-87.89%

EL:

-82.39%

Current Drawdown

ULTA:

-34.08%

EL:

-80.77%

Fundamentals

Market Cap

ULTA:

$16.61B

EL:

$24.41B

EPS

ULTA:

$25.33

EL:

-$1.94

PEG Ratio

ULTA:

2.47

EL:

0.80

Total Revenue (TTM)

ULTA:

$11.30B

EL:

$11.22B

Gross Profit (TTM)

ULTA:

$4.39B

EL:

$8.24B

EBITDA (TTM)

ULTA:

$1.77B

EL:

-$170.00M

Returns By Period

In the year-to-date period, ULTA achieves a -14.03% return, which is significantly lower than EL's -9.05% return. Over the past 10 years, ULTA has outperformed EL with an annualized return of 9.49%, while EL has yielded a comparatively lower -0.90% annualized return.


ULTA

YTD

-14.03%

1M

2.06%

6M

-1.38%

1Y

-29.32%

5Y*

18.38%

10Y*

9.49%

EL

YTD

-9.05%

1M

-5.62%

6M

-29.53%

1Y

-54.35%

5Y*

-13.53%

10Y*

-0.90%

*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

ULTA vs. EL — Risk-Adjusted Performance Rank

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

ULTA
The Risk-Adjusted Performance Rank of ULTA is 1717
Overall Rank
The Sharpe Ratio Rank of ULTA is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of ULTA is 1515
Sortino Ratio Rank
The Omega Ratio Rank of ULTA is 1616
Omega Ratio Rank
The Calmar Ratio Rank of ULTA is 1414
Calmar Ratio Rank
The Martin Ratio Rank of ULTA is 2828
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 44
Sortino Ratio Rank
The Omega Ratio Rank of EL is 44
Omega Ratio Rank
The Calmar Ratio Rank of EL is 1313
Calmar Ratio Rank
The Martin Ratio Rank of EL is 1515
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.

ULTA vs. EL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ulta Beauty, Inc. (ULTA) 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 ULTA, currently valued at -0.73, compared to the broader market-2.00-1.000.001.002.003.00
ULTA: -0.73
EL: -1.20
The chart of Sortino ratio for ULTA, currently valued at -0.95, compared to the broader market-6.00-4.00-2.000.002.004.00
ULTA: -0.96
EL: -1.84
The chart of Omega ratio for ULTA, currently valued at 0.88, compared to the broader market0.501.001.502.00
ULTA: 0.88
EL: 0.74
The chart of Calmar ratio for ULTA, currently valued at -0.64, compared to the broader market0.001.002.003.004.005.00
ULTA: -0.64
EL: -0.67
The chart of Martin ratio for ULTA, currently valued at -1.04, compared to the broader market-5.000.005.0010.0015.0020.00
ULTA: -1.04
EL: -1.35

The current ULTA Sharpe Ratio is -0.73, which is higher than the EL Sharpe Ratio of -1.20. The chart below compares the historical Sharpe Ratios of ULTA 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-1.20-1.00-0.80-0.60-0.40-0.200.00NovemberDecember2025FebruaryMarchApril
-0.73
-1.20
ULTA
EL

Dividends

ULTA vs. EL - Dividend Comparison

ULTA has not paid dividends to shareholders, while EL's dividend yield for the trailing twelve months is around 2.98%.


TTM20242023202220212020201920182017201620152014
ULTA
Ulta Beauty, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EL
The Estee Lauder Companies Inc.
2.98%3.11%1.81%0.99%0.59%0.56%0.86%1.21%1.10%1.62%1.16%1.10%

Drawdowns

ULTA vs. EL - Drawdown Comparison

The maximum ULTA drawdown since its inception was -87.89%, which is greater than EL's maximum drawdown of -82.39%. Use the drawdown chart below to compare losses from any high point for ULTA and EL. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-34.08%
-80.77%
ULTA
EL

Volatility

ULTA vs. EL - Volatility Comparison

Ulta Beauty, Inc. (ULTA) has a higher volatility of 17.13% compared to The Estee Lauder Companies Inc. (EL) at 11.76%. This indicates that ULTA's price experiences larger fluctuations and is considered to be riskier 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%NovemberDecember2025FebruaryMarchApril
17.13%
11.76%
ULTA
EL

Financials

ULTA vs. EL - Financials Comparison

This section allows you to compare key financial metrics between Ulta Beauty, Inc. 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
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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.

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