BTC-USD vs. CL
BTC-USD (Bitcoin) is a cryptocurrency, while CL (Colgate-Palmolive Company) is a stock. Over the past 10 years, BTC-USD returned 56.48%/yr vs 4.84%/yr for CL. At a correlation of -0.01, they often move in opposite directions.
Performance
BTC-USD vs. CL - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -24.33% return, which is significantly lower than CL's 16.05% return. Over the past 10 years, BTC-USD has outperformed CL with an annualized return of 56.48%, while CL has yielded a comparatively lower 4.84% annualized return.
BTC-USD
- 1D
- 0.77%
- 1M
- -15.23%
- YTD
- -24.33%
- 6M
- -23.38%
- 1Y
- -37.30%
- 3Y*
- 35.99%
- 5Y*
- 11.54%
- 10Y*
- 56.48%
CL
- 1D
- 1.26%
- 1M
- 2.78%
- YTD
- 16.05%
- 6M
- 15.45%
- 1Y
- 2.89%
- 3Y*
- 7.73%
- 5Y*
- 4.48%
- 10Y*
- 4.84%
BTC-USD vs. CL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -24.33% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
CL Colgate-Palmolive Company | 16.05% | -10.98% | 16.57% | 3.78% | -5.44% | 2.08% | 27.17% | 18.60% | -19.19% | 17.88% |
Correlation
The correlation between BTC-USD and CL is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2012 | -0.01 |
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Return for Risk
BTC-USD vs. CL — Risk / Return Rank
BTC-USD
CL
BTC-USD vs. CL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) 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.
| BTC-USD | CL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.00 | ||
| Sortino ratioReturn per unit of downside risk | -1.53 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.04 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | 0.16 | -0.88 |
| Martin ratioReturn relative to average drawdown | -1.26 | 0.26 | -1.52 |
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Drawdowns
BTC-USD vs. CL - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than CL's maximum drawdown of -58.91%. Use the drawdown chart below to compare losses from any high point for BTC-USD and CL.
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Drawdown Indicators
| BTC-USD | CL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -58.91% | -26.39% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -18.64% | -32.57% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -29.05% | -22.16% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -29.05% | -47.62% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -29.05% | -54.75% |
Current DrawdownCurrent decline from peak | -46.91% | -13.22% | -33.69% |
Average DrawdownAverage peak-to-trough decline | -42.38% | -11.24% | -31.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.75% | 11.33% | +23.42% |
Volatility
BTC-USD vs. CL - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 12.14% compared to Colgate-Palmolive Company (CL) at 8.34%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier 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
| BTC-USD | CL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.14% | 8.34% | +3.80% |
Volatility (6M)Calculated over the trailing 6-month period | 34.59% | 17.30% | +17.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.62% | 21.65% | +13.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.55% | 18.82% | +25.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.55% | 19.76% | +36.79% |
Frequently Asked Questions
BTC-USD and CL have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (12.14%) compared to CL (8.34%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs CL's -58.91%.
CL currently has the higher Sharpe Ratio (0.13 vs -0.87), 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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