CL vs. BTC-USD
CL (Colgate-Palmolive Company) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, CL returned 4.84%/yr vs 56.48%/yr for BTC-USD. At a correlation of -0.01, they often move in opposite directions.
Performance
CL vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, CL achieves a 16.05% return, which is significantly higher than BTC-USD's -24.33% return. Over the past 10 years, CL has underperformed BTC-USD with an annualized return of 4.84%, while BTC-USD has yielded a comparatively higher 56.48% annualized return.
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
- 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 vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CL Colgate-Palmolive Company | 16.05% | -10.98% | 16.57% | 3.78% | -5.44% | 2.08% | 27.17% | 18.60% | -19.19% | 17.88% |
BTC-USD Bitcoin | -24.33% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between CL and BTC-USD 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
CL vs. BTC-USD — Risk / Return Rank
CL
BTC-USD
CL vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Colgate-Palmolive Company (CL) and Bitcoin (BTC-USD). 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 | BTC-USD | 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 | 1.04 | 0.88 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.16 | -0.73 | +0.88 |
| Martin ratioReturn relative to average drawdown | 0.26 | -1.26 | +1.52 |
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Drawdowns
CL vs. BTC-USD - Drawdown Comparison
The maximum CL drawdown since its inception was -58.91%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for CL and BTC-USD.
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Drawdown Indicators
| CL | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.91% | -85.30% | +26.39% |
Max Drawdown (1Y)Largest decline over 1 year | -18.64% | -51.21% | +32.57% |
Max Drawdown (3Y)Largest decline over 3 years | -29.05% | -51.21% | +22.16% |
Max Drawdown (5Y)Largest decline over 5 years | -29.05% | -76.67% | +47.62% |
Max Drawdown (10Y)Largest decline over 10 years | -29.05% | -83.80% | +54.75% |
Current DrawdownCurrent decline from peak | -13.22% | -46.91% | +33.69% |
Average DrawdownAverage peak-to-trough decline | -11.24% | -42.38% | +31.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.33% | 34.75% | -23.42% |
Volatility
CL vs. BTC-USD - Volatility Comparison
The current volatility for Colgate-Palmolive Company (CL) is 8.34%, while Bitcoin (BTC-USD) has a volatility of 12.14%. This indicates that CL experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CL | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.34% | 12.14% | -3.80% |
Volatility (6M)Calculated over the trailing 6-month period | 17.30% | 34.59% | -17.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.65% | 35.62% | -13.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.82% | 44.55% | -25.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.76% | 56.55% | -36.79% |
Frequently Asked Questions
CL and BTC-USD 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, CL dropped -58.91% vs BTC-USD's -85.30%.
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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