The Estée Lauder Companies (EL): analysis and statistics
Return, volatility, Sharpe ratio and risk for The Estée Lauder Companies, an S&P 500 component in the Consumer Staples sector. Data as of 2026-07-30.
| Last close price | $84.92 |
| Sector (GICS) | Consumer Staples |
| Annualized return (3.0 yr) | -20.79% |
| Total return over period | -50.11% |
| Annualized volatility | 47.40% |
| Sharpe ratio | -0.52 |
| Sortino ratio | -0.68 |
| Max drawdown | -70.35% |
| CVaR 95% (avg. loss, worst 5% of days) | -7.25% |
| Correlation with the S&P 500 | 0.42 |
| Period range | $49.09 – $170.22 |
| Trading days analyzed | 752 |
Over the last 3.0 years, The Estée Lauder Companies (EL) has posted an annualized return of -20.79% with annual volatility of 47.40%, 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 -70.35%. Its correlation with the S&P 500 is 0.42, 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 S&P 500 stocks, try the optimizer.
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