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CA.PA vs. CL
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

CA.PA vs. CL - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Carrefour SA (CA.PA) and Colgate-Palmolive Company (CL). The values are adjusted to include any dividend payments, if applicable.

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CA.PA vs. CL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CA.PA
Carrefour SA
12.19%12.75%-12.45%9.45%-0.24%18.12%-4.68%3.02%-14.78%-18.67%
CL
Colgate-Palmolive Company
10.42%-21.54%24.26%0.67%0.42%9.72%16.69%21.28%-15.40%3.40%
Different Trading Currencies

CA.PA is traded in EUR, while CL is traded in USD. To make them comparable, the CL values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, CA.PA achieves a 12.19% return, which is significantly higher than CL's 10.42% return. Over the past 10 years, CA.PA has underperformed CL with an annualized return of -0.41%, while CL has yielded a comparatively higher 4.10% annualized return.


CA.PA

1D
0.38%
1M
0.44%
YTD
12.19%
6M
24.34%
1Y
30.64%
3Y*
0.58%
5Y*
5.61%
10Y*
-0.41%

CL

1D
0.11%
1M
-11.30%
YTD
10.42%
6M
11.05%
1Y
-13.04%
3Y*
4.58%
5Y*
4.50%
10Y*
4.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CA.PA vs. CL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CA.PA
CA.PA Risk / Return Rank: 7979
Overall Rank
CA.PA Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
CA.PA Sortino Ratio Rank: 7676
Sortino Ratio Rank
CA.PA Omega Ratio Rank: 7979
Omega Ratio Rank
CA.PA Calmar Ratio Rank: 7979
Calmar Ratio Rank
CA.PA Martin Ratio Rank: 7878
Martin Ratio Rank

CL
CL Risk / Return Rank: 2727
Overall Rank
CL Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
CL Sortino Ratio Rank: 2222
Sortino Ratio Rank
CL Omega Ratio Rank: 2323
Omega Ratio Rank
CL Calmar Ratio Rank: 3131
Calmar Ratio Rank
CL Martin Ratio Rank: 3131
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CA.PA vs. CL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Carrefour SA (CA.PA) 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.


CA.PACLDifference

Sharpe ratio

Return per unit of total volatility

1.42

-0.61

+2.03

Sortino ratio

Return per unit of downside risk

1.92

-0.80

+2.71

Omega ratio

Gain probability vs. loss probability

1.28

0.91

+0.37

Calmar ratio

Return relative to maximum drawdown

2.27

-0.53

+2.80

Martin ratio

Return relative to average drawdown

5.53

-0.84

+6.37

CA.PA vs. CL - Sharpe Ratio Comparison

The current CA.PA Sharpe Ratio is 1.42, which is higher than the CL Sharpe Ratio of -0.61. The chart below compares the historical Sharpe Ratios of CA.PA and CL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CA.PACLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

-0.61

+2.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.24

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.02

0.20

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.41

-0.25

Correlation

The correlation between CA.PA and CL is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CA.PA vs. CL - Dividend Comparison

CA.PA's dividend yield for the trailing twelve months is around 7.20%, more than CL's 2.44% yield.


TTM20252024202320222021202020192018201720162015
CA.PA
Carrefour SA
7.20%8.08%6.34%3.38%3.32%2.98%1.64%3.08%3.09%3.88%3.06%2.55%
CL
Colgate-Palmolive Company
2.44%2.61%2.18%2.40%2.36%2.10%2.05%2.48%2.79%2.11%2.37%2.25%

Drawdowns

CA.PA vs. CL - Drawdown Comparison

The maximum CA.PA drawdown since its inception was -79.26%, which is greater than CL's maximum drawdown of -31.74%. Use the drawdown chart below to compare losses from any high point for CA.PA and CL.


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Drawdown Indicators


CA.PACLDifference

Max Drawdown

Largest peak-to-trough decline

-79.26%

-58.91%

-20.35%

Max Drawdown (1Y)

Largest decline over 1 year

-13.72%

-20.74%

+7.02%

Max Drawdown (5Y)

Largest decline over 5 years

-33.82%

-29.05%

-4.77%

Max Drawdown (10Y)

Largest decline over 10 years

-47.63%

-29.05%

-18.58%

Current Drawdown

Current decline from peak

-60.95%

-18.68%

-42.27%

Average Drawdown

Average peak-to-trough decline

-46.45%

-11.22%

-35.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.63%

11.72%

-6.09%

Volatility

CA.PA vs. CL - Volatility Comparison

The current volatility for Carrefour SA (CA.PA) is 5.66%, while Colgate-Palmolive Company (CL) has a volatility of 6.83%. This indicates that CA.PA 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


CA.PACLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.66%

6.83%

-1.17%

Volatility (6M)

Calculated over the trailing 6-month period

15.03%

16.24%

-1.21%

Volatility (1Y)

Calculated over the trailing 1-year period

21.30%

21.33%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.02%

18.71%

+4.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.05%

20.23%

+4.82%

Financials

CA.PA vs. CL - Financials Comparison

This section allows you to compare key financial metrics between Carrefour SA 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. CA.PA values in EUR, CL values in USD