CL vs. BF-B
CL (Colgate-Palmolive Company) and BF-B (Brown-Forman Corporation) are both stocks. Both are in the Consumer Defensive sector — CL in Household & Personal Products, BF-B in Beverages - Wineries & Distilleries. Over the past 10 years, CL returned 4.38%/yr vs -2.31%/yr for BF-B. At a 0.36 correlation, their price movements are largely independent.
Performance
CL vs. BF-B - Performance Comparison
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Returns By Period
In the year-to-date period, CL achieves a 16.61% return, which is significantly higher than BF-B's 2.70% return. Over the past 10 years, CL has outperformed BF-B with an annualized return of 4.38%, while BF-B has yielded a comparatively lower -2.31% annualized return.
CL
- 1D
- -1.56%
- 1M
- 1.72%
- 6M
- 7.85%
- YTD
- 16.61%
- 1Y
- 7.07%
- 3Y*
- 7.95%
- 5Y*
- 4.49%
- 10Y*
- 4.38%
- ALL TIME*
- 10.27%
BF-B
- 1D
- -0.45%
- 1M
- -1.31%
- 6M
- -1.57%
- YTD
- 2.70%
- 1Y
- -4.11%
- 3Y*
- -25.57%
- 5Y*
- -16.26%
- 10Y*
- -2.31%
- ALL TIME*
- 12.69%
CL vs. BF-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CL Colgate-Palmolive Company | 16.61% | -10.98% | 16.57% | 3.78% | -5.44% | 2.08% | 27.17% | 18.60% | -19.19% | 17.88% |
BF-B Brown-Forman Corporation | 2.70% | -29.29% | -32.23% | -11.91% | -8.86% | -6.07% | 18.67% | 43.78% | -10.98% | 55.01% |
Correlation
The correlation between CL and BF-B 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 CL and BF-B shifts across timeframes, from 0.31 (3 years) to 0.41 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
CL:
$72.42B
BF-B:
$12.26B
CL:
$2.59
BF-B:
$1.71
CL:
34.98
BF-B:
15.40
CL:
9.04
BF-B:
19.14
CL:
3.51
BF-B:
3.18
CL:
$20.80B
BF-B:
$3.91B
CL:
$12.49B
BF-B:
$2.32B
CL:
$3.92B
BF-B:
$1.19B
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Return for Risk
CL vs. BF-B — Risk / Return Rank
CL
BF-B
CL vs. BF-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Colgate-Palmolive Company (CL) and Brown-Forman Corporation (BF-B). 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.
| CL | BF-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.42 | ||
| Sortino ratioReturn per unit of downside risk | +0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.02 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.42 | -0.16 | +0.58 |
| Martin ratioReturn relative to average drawdown | 0.75 | -0.35 | +1.10 |
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Drawdowns
CL vs. BF-B - Drawdown Comparison
The maximum CL drawdown since its inception was -58.91%, smaller than the maximum BF-B drawdown of -68.96%. Use the drawdown chart below to compare losses from any high point for CL and BF-B.
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Drawdown Indicators
| CL | BF-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.91% | -68.96% | +10.05% |
Max Drawdown (1Y)Largest decline over 1 year | -16.97% | -25.48% | +8.51% |
Max Drawdown (3Y)Largest decline over 3 years | -29.05% | -65.65% | +36.60% |
Max Drawdown (5Y)Largest decline over 5 years | -29.05% | -68.31% | +39.26% |
Max Drawdown (10Y)Largest decline over 10 years | -29.05% | -68.96% | +39.91% |
Current DrawdownCurrent decline from peak | -12.80% | -63.89% | +51.09% |
Average DrawdownAverage peak-to-trough decline | -11.24% | -11.74% | +0.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.46% | 11.86% | -2.40% |
Volatility
CL vs. BF-B - Volatility Comparison
The current volatility for Colgate-Palmolive Company (CL) is 7.76%, while Brown-Forman Corporation (BF-B) has a volatility of 10.49%. This indicates that CL experiences smaller price fluctuations and is considered to be less risky than BF-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CL | BF-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.76% | 10.49% | -2.73% |
Volatility (6M)Calculated over the trailing 6-month period | 17.66% | 31.54% | -13.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.49% | 38.70% | -16.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.07% | 30.26% | -11.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.86% | 28.20% | -8.34% |
Dividends
CL vs. BF-B - Dividend Comparison
CL's dividend yield for the trailing twelve months is around 2.32%, less than BF-B's 3.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BF-B Brown-Forman Corporation | 3.50% | 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 | 2.32% | 2.61% | 2.18% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% |
Financials
CL vs. BF-B - Financials Comparison
This section allows you to compare key financial metrics between Colgate-Palmolive Company and Brown-Forman Corporation. 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
CL vs. BF-B - Profitability Comparison
CL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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 - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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 - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 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 - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 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 - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Colgate-Palmolive Company reported a net income of 646.00M and revenue of 5.32B, resulting in a net margin of 12.1%.
BF-B - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Brown-Forman Corporation reported a net income of 267.00M and revenue of 1.06B, resulting in a net margin of 25.3%.
Frequently Asked Questions
CL and BF-B 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.
BF-B has higher volatility (10.49%) compared to CL (7.76%). In terms of maximum drawdown, CL dropped -58.91% vs BF-B's -68.96%.
CL currently has the higher Sharpe Ratio (0.32 vs -0.11), 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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