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CL vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

CL vs. BTC-USD - Performance Comparison

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

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

CL vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

CL
CL Risk / Return Rank: 4343
Overall Rank
CL Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
CL Sortino Ratio Rank: 4040
Sortino Ratio Rank
CL Omega Ratio Rank: 3838
Omega Ratio Rank
CL Calmar Ratio Rank: 4646
Calmar Ratio Rank
CL Martin Ratio Rank: 4545
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3636
Overall Rank
BTC-USD Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3636
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3535
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5151
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 3636
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.

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.


CLBTC-USDDifference
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

CL vs. BTC-USD - Sharpe Ratio Comparison

The current CL Sharpe Ratio is 0.13, which is higher than the BTC-USD Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of CL and BTC-USD, 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

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


CLBTC-USDDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-13.22%

-46.91%

+33.69%

Average Drawdown

Average peak-to-trough decline

-11.24%

-42.38%

+31.14%

Ulcer Index

Depth 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


CLBTC-USDDifference

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.

Portfolio Optimizer

Find the right allocation for CL and BTC-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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