The Estée Lauder Companies Inc. (EL) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
The Estée Lauder Companies Inc. (EL): 1Y return 16.4%, Sharpe ratio 0.55, volatility 47.6%, max drawdown -43.6%. A Stock in the Equity asset class. Compare EL with other assets and invest through your own broker with pfolio.
The Estée Lauder Companies Inc. (EL) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
EL Performance
- MTD
- Return: 26.6%, Sharpe: 5.07, Volatility: 65.8%, Max Drawdown: -4.6%
- YTD
- Return: 2.1%, Sharpe: 0.32, Volatility: 52.4%, Max Drawdown: -43.6%
- 1Y
- Return: 16.4%, Sharpe: 0.55, Volatility: 47.6%, Max Drawdown: -43.6%
- 5Y
- Return: -66.4%, Sharpe: -0.26, Volatility: 43.5%, Max Drawdown: -85.8%
- 10Y
- Return: 32.8%, Sharpe: 0.26, Volatility: 36.5%, Max Drawdown: -85.8%
Frequently Asked Questions
- What is The Estée Lauder Companies Inc. (EL)?
- The Estée Lauder Companies Inc. (EL) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does EL compare to other assets?
- You can compare EL with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in EL through pfolio?
- pfolio helps you build diversified portfolios that may include EL. You invest through your own broker — pfolio provides the analytics.