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CDUAF vs. CL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CDUAF vs. CL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Canadian Utilities Limited (CDUAF) and Colgate-Palmolive Company (CL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CDUAF achieves a 21.00% return, which is significantly higher than CL's 14.60% return. Over the past 10 years, CDUAF has outperformed CL with an annualized return of 7.46%, while CL has yielded a comparatively lower 4.62% annualized return.


CDUAF

1D
-0.18%
1M
4.41%
YTD
21.00%
6M
24.57%
1Y
38.10%
3Y*
17.71%
5Y*
10.10%
10Y*
7.46%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CDUAF vs. CL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CDUAF
Canadian Utilities Limited
21.00%35.10%6.34%-6.25%-1.87%25.16%-14.69%37.49%-19.67%15.55%
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 CDUAF and CL is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2007

0.15

Fundamentals

Market Cap

CDUAF:

$10.05B

CL:

$72.02B

EPS

CDUAF:

CA$0.29

CL:

$2.58

PE Ratio

CDUAF:

177.34

CL:

34.68

PS Ratio

CDUAF:

4.05

CL:

3.48

PB Ratio

CDUAF:

2.81

CL:

496.66

Total Revenue (TTM)

CDUAF:

CA$3.46B

CL:

$20.80B

Gross Profit (TTM)

CDUAF:

CA$1.39B

CL:

$12.49B

EBITDA (TTM)

CDUAF:

CA$1.76B

CL:

$3.92B

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Return for Risk

CDUAF vs. CL — Risk / Return Rank

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

CDUAF
CDUAF Risk / Return Rank: 9393
Overall Rank
CDUAF Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
CDUAF Sortino Ratio Rank: 9292
Sortino Ratio Rank
CDUAF Omega Ratio Rank: 9292
Omega Ratio Rank
CDUAF Calmar Ratio Rank: 9696
Calmar Ratio Rank
CDUAF Martin Ratio Rank: 9595
Martin Ratio Rank

CL
CL Risk / Return Rank: 3737
Overall Rank
CL Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
CL Sortino Ratio Rank: 3333
Sortino Ratio Rank
CL Omega Ratio Rank: 3333
Omega Ratio Rank
CL Calmar Ratio Rank: 4141
Calmar Ratio Rank
CL Martin Ratio Rank: 4040
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.

CDUAF vs. CL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian Utilities Limited (CDUAF) 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.


CDUAFCLDifference
Sharpe ratioReturn per unit of total volatility

+2.46

Sortino ratioReturn per unit of downside risk

+3.20

Omega ratioGain probability vs. loss probability

1.46

1.01

+0.45

Calmar ratioReturn relative to maximum drawdown

7.16

-0.08

+7.24

Martin ratioReturn relative to average drawdown

17.76

-0.14

+17.90

CDUAF vs. CL - Sharpe Ratio Comparison

The current CDUAF Sharpe Ratio is 2.39, which is higher than the CL Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of CDUAF and CL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CDUAF vs. CL - Drawdown Comparison

The maximum CDUAF drawdown since its inception was -71.22%, which is greater than CL's maximum drawdown of -58.91%. Use the drawdown chart below to compare losses from any high point for CDUAF and CL.


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Drawdown Indicators


CDUAFCLDifference

Max Drawdown

Largest peak-to-trough decline

-71.22%

-58.91%

-12.31%

Max Drawdown (1Y)

Largest decline over 1 year

-5.35%

-18.64%

+13.29%

Max Drawdown (3Y)

Largest decline over 3 years

-20.91%

-29.05%

+8.14%

Max Drawdown (5Y)

Largest decline over 5 years

-31.94%

-29.05%

-2.89%

Max Drawdown (10Y)

Largest decline over 10 years

-41.92%

-29.05%

-12.87%

Current Drawdown

Current decline from peak

-16.18%

-14.31%

-1.87%

Average Drawdown

Average peak-to-trough decline

-39.86%

-11.24%

-28.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

11.35%

-9.20%

Volatility

CDUAF vs. CL - Volatility Comparison

The current volatility for Canadian Utilities Limited (CDUAF) is 6.26%, while Colgate-Palmolive Company (CL) has a volatility of 8.32%. This indicates that CDUAF 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


CDUAFCLDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.26%

8.32%

-2.06%

Volatility (6M)

Calculated over the trailing 6-month period

11.73%

17.28%

-5.55%

Volatility (1Y)

Calculated over the trailing 1-year period

16.06%

21.83%

-5.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.07%

18.81%

+0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.58%

19.75%

+5.83%

Dividends

CDUAF vs. CL - Dividend Comparison

CDUAF's dividend yield for the trailing twelve months is around 3.62%, more than CL's 2.34% yield.


PositionTTM20252024202320222021202020192018201720162015
CDUAF
Canadian Utilities Limited
3.62%4.21%5.47%6.05%5.03%4.85%5.32%4.24%4.49%4.82%4.82%5.11%
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

CDUAF vs. CL - Financials Comparison

This section allows you to compare key financial metrics between Canadian Utilities Limited 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


1.00B2.00B3.00B4.00B5.00B20222023202420252026
1.08B
5.32B
(CDUAF) Total Revenue
(CL) Total Revenue
Please note, different currencies. CDUAF values in CAD, CL values in USD

CDUAF vs. CL - Profitability Comparison

The chart below illustrates the profitability comparison between Canadian Utilities Limited and Colgate-Palmolive Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%80.0%20222023202420252026
70.2%
60.6%
Portfolio components
CDUAF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Canadian Utilities Limited reported a gross profit of 761.00M and revenue of 1.08B. Therefore, the gross margin over that period was 70.2%.

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%.

CDUAF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Canadian Utilities Limited reported an operating income of 393.00M and revenue of 1.08B, resulting in an operating margin of 36.3%.

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%.

CDUAF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Canadian Utilities Limited reported a net income of 224.00M and revenue of 1.08B, resulting in a net margin of 20.7%.

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


CDUAF and CL have a correlation of 0.19, 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 CDUAF (6.26%). In terms of maximum drawdown, CDUAF dropped -71.22% vs CL's -58.91%.

CDUAF currently has the higher Sharpe Ratio (2.39 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.

Portfolio Optimizer

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