BF-B vs. CL
BF-B (Brown-Forman Corporation) and CL (Colgate-Palmolive Company) are both stocks. Both are in the Consumer Defensive sector — BF-B in Beverages - Wineries & Distilleries, CL in Household & Personal Products. Over the past 10 years, BF-B returned -1.85%/yr vs 4.62%/yr for CL. At a 0.36 correlation, their price movements are largely independent.
Performance
BF-B vs. CL - Performance Comparison
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Returns By Period
In the year-to-date period, BF-B achieves a 5.51% return, which is significantly lower than CL's 14.60% return. Over the past 10 years, BF-B has underperformed CL with an annualized return of -1.85%, while CL has yielded a comparatively higher 4.62% annualized return.
BF-B
- 1D
- 1.24%
- 1M
- 4.15%
- YTD
- 5.51%
- 6M
- -10.61%
- 1Y
- 2.34%
- 3Y*
- -23.61%
- 5Y*
- -16.79%
- 10Y*
- -1.85%
CL
- 1D
- 0.07%
- 1M
- 1.80%
- YTD
- 14.60%
- 6M
- 15.59%
- 1Y
- -1.53%
- 3Y*
- 8.47%
- 5Y*
- 3.79%
- 10Y*
- 4.62%
BF-B vs. CL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BF-B Brown-Forman Corporation | 5.51% | -29.29% | -32.23% | -11.91% | -8.86% | -6.07% | 18.67% | 43.78% | -10.98% | 55.01% |
CL Colgate-Palmolive Company | 14.60% | -10.98% | 16.57% | 3.78% | -5.44% | 2.08% | 27.17% | 18.60% | -19.19% | 17.88% |
Correlation
The correlation between BF-B and CL is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Sep 7, 1984 | 0.36 |
The correlation between BF-B and CL shifts across timeframes, from 0.31 (3 years) to 0.41 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
BF-B:
$1.71
CL:
$2.58
BF-B:
15.82
CL:
34.68
BF-B:
19.66
CL:
8.96
BF-B:
3.27
CL:
3.48
BF-B:
$3.91B
CL:
$20.80B
BF-B:
$2.32B
CL:
$12.49B
BF-B:
$1.19B
CL:
$3.92B
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Return for Risk
BF-B vs. CL — Risk / Return Rank
BF-B
CL
BF-B vs. CL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown-Forman Corporation (BF-B) and Colgate-Palmolive Company (CL). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BF-B | CL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.01 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.09 | -0.08 | +0.18 |
| Martin ratioReturn relative to average drawdown | 0.21 | -0.14 | +0.35 |
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Drawdowns
BF-B vs. CL - Drawdown Comparison
The maximum BF-B drawdown since its inception was -68.96%, which is greater than CL's maximum drawdown of -58.91%. Use the drawdown chart below to compare losses from any high point for BF-B and CL.
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Drawdown Indicators
| BF-B | CL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.96% | -58.91% | -10.05% |
Max Drawdown (1Y)Largest decline over 1 year | -25.48% | -18.64% | -6.84% |
Max Drawdown (3Y)Largest decline over 3 years | -65.65% | -29.05% | -36.60% |
Max Drawdown (5Y)Largest decline over 5 years | -68.31% | -29.05% | -39.26% |
Max Drawdown (10Y)Largest decline over 10 years | -68.96% | -29.05% | -39.91% |
Current DrawdownCurrent decline from peak | -62.90% | -14.31% | -48.59% |
Average DrawdownAverage peak-to-trough decline | -11.62% | -11.24% | -0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.15% | 11.35% | -0.20% |
Volatility
BF-B vs. CL - Volatility Comparison
The current volatility for Brown-Forman Corporation (BF-B) is 7.06%, while Colgate-Palmolive Company (CL) has a volatility of 8.32%. This indicates that BF-B experiences smaller price fluctuations and is considered to be less risky than CL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BF-B | CL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.06% | 8.32% | -1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 31.18% | 17.28% | +13.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.27% | 21.83% | +16.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.83% | 18.81% | +11.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.01% | 19.75% | +8.26% |
Dividends
BF-B vs. CL - Dividend Comparison
BF-B's dividend yield for the trailing twelve months is around 3.40%, more than CL's 2.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BF-B Brown-Forman Corporation | 3.40% | 3.49% | 2.32% | 1.46% | 1.17% | 2.37% | 0.88% | 0.99% | 3.10% | 1.09% | 1.54% | 1.29% |
CL Colgate-Palmolive Company | 2.34% | 2.61% | 2.18% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% |
Financials
BF-B vs. CL - Financials Comparison
This section allows you to compare key financial metrics between Brown-Forman Corporation and Colgate-Palmolive Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
BF-B vs. CL - Profitability Comparison
BF-B - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Brown-Forman Corporation reported a gross profit of 640.00M and revenue of 1.06B. Therefore, the gross margin over that period was 60.6%.
CL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Colgate-Palmolive Company reported a gross profit of 3.23B and revenue of 5.32B. Therefore, the gross margin over that period was 60.6%.
BF-B - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Brown-Forman Corporation reported an operating income of 343.00M and revenue of 1.06B, resulting in an operating margin of 32.5%.
CL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Colgate-Palmolive Company reported an operating income of 1.16B and revenue of 5.32B, resulting in an operating margin of 21.7%.
BF-B - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Brown-Forman Corporation reported a net income of 267.00M and revenue of 1.06B, resulting in a net margin of 25.3%.
CL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Colgate-Palmolive Company reported a net income of 646.00M and revenue of 5.32B, resulting in a net margin of 12.1%.
Frequently Asked Questions
BF-B and CL have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CL has higher volatility (8.32%) compared to BF-B (7.06%). In terms of maximum drawdown, BF-B dropped -68.96% vs CL's -58.91%.
BF-B currently has the higher Sharpe Ratio (0.06 vs -0.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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