CL vs. CAT

In the year-to-date period, CL achieves a 20.03% return, which is significantly lower than CAT's 31.38% return. Over the past 10 years, CL has underperformed CAT with an annualized return of 5.64%, while CAT has yielded a comparatively higher 16.75% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Colgate-Palmolive Company (CL) and Caterpillar Inc. (CAT). 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.

The current CL Sharpe Ratio is 1.71, which is comparable to the CAT Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of CL and CAT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CL's dividend yield for the trailing twelve months is around 2.12%, more than CAT's 1.42% yield.

The maximum CL drawdown since its inception was -58.91%, smaller than the maximum CAT drawdown of -73.43%. Use the drawdown chart below to compare losses from any high point for CL and CAT. For additional features, visit the drawdowns tool.

The current volatility for Colgate-Palmolive Company (CL) is 7.42%, while Caterpillar Inc. (CAT) has a volatility of 10.55%. This indicates that CL experiences smaller price fluctuations and is considered to be less risky than CAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Colgate-Palmolive Company and Caterpillar Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.