The Estée Lauder Companies (EL): analysis and statistics
Return, volatility, Sharpe ratio and risk for The Estée Lauder Companies, a component of the S&P 500 in the Consumer Staples. Data as of 2026-10-29.
| Last close price | $109.31 |
| Sector (GICS) | Consumer Staples |
| Annualized return (3.0 yr) | -2.60% |
| Total return over period | -7.57% |
| Annualized volatility | 48.49% |
| Period volatility | 83.77% |
| Period T-bill | 12.40% |
| Sharpe ratio | -0.24 |
| Sortino ratio | -0.32 |
| Max drawdown | -67.59% |
| CVaR 95% (avg. loss, worst 5% of days) | -7.14% |
| Correlation with the S&P 500 | 0.40 |
| Period range | $49.09 – $151.45 |
| Trading days analyzed | 752 |
Over the last 3.0 years, The Estée Lauder Companies (EL) has posted an annualized return of -2.60% with annual volatility of 48.49%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -67.59%. Its correlation with the S&P 500 is 0.40, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how EL would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, The Estée Lauder Companies (EL) is of the S&P 500.
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