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 sector. Data as of 2026-09-13.
| Last close price | $97.12 |
| Sector (GICS) | Consumer Staples |
| Annualized return (3.0 yr) | -12.53% |
| Total return over period | -32.89% |
| Annualized volatility | 48.46% |
| Period volatility | 83.66% |
| Sharpe ratio | -0.34 |
| Sortino ratio | -0.46 |
| Max drawdown | -67.59% |
| CVaR 95% (avg. loss, worst 5% of days) | -7.25% |
| Correlation with the S&P 500 | 0.41 |
| Period range | $49.09 – $151.45 |
| Trading days analyzed | 751 |
Over the last 3.0 years, The Estée Lauder Companies (EL) has posted an annualized return of -12.53% with annual volatility of 48.46%, 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 0.41, which means it moves moderately in step with the index.
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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