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CL vs. CVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CL and CVX is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

CL vs. CVX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-4.99%
-5.78%
CL
CVX

Key characteristics

Sharpe Ratio

CL:

1.34

CVX:

-0.03

Sortino Ratio

CL:

1.88

CVX:

0.08

Omega Ratio

CL:

1.25

CVX:

1.01

Calmar Ratio

CL:

1.22

CVX:

-0.03

Martin Ratio

CL:

3.31

CVX:

-0.11

Ulcer Index

CL:

6.12%

CVX:

6.36%

Daily Std Dev

CL:

15.12%

CVX:

19.26%

Max Drawdown

CL:

-58.91%

CVX:

-55.77%

Current Drawdown

CL:

-14.63%

CVX:

-16.96%

Fundamentals

Market Cap

CL:

$76.38B

CVX:

$264.07B

EPS

CL:

$3.48

CVX:

$9.10

PE Ratio

CL:

26.86

CVX:

16.28

PEG Ratio

CL:

2.11

CVX:

3.15

Total Revenue (TTM)

CL:

$20.11B

CVX:

$194.01B

Gross Profit (TTM)

CL:

$12.12B

CVX:

$57.92B

EBITDA (TTM)

CL:

$5.26B

CVX:

$44.35B

Returns By Period

In the year-to-date period, CL achieves a 18.46% return, which is significantly higher than CVX's 0.59% return. Over the past 10 years, CL has underperformed CVX with an annualized return of 5.12%, while CVX has yielded a comparatively higher 6.90% annualized return.


CL

YTD

18.46%

1M

-2.67%

6M

-5.45%

1Y

20.29%

5Y*

8.68%

10Y*

5.12%

CVX

YTD

0.59%

1M

-11.41%

6M

-7.27%

1Y

-0.67%

5Y*

8.32%

10Y*

6.90%

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Risk-Adjusted Performance

CL vs. CVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Colgate-Palmolive Company (CL) and Chevron Corporation (CVX). 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.


Sharpe ratio
The chart of Sharpe ratio for CL, currently valued at 1.34, compared to the broader market-4.00-2.000.002.001.34-0.03
The chart of Sortino ratio for CL, currently valued at 1.88, compared to the broader market-4.00-2.000.002.004.001.880.08
The chart of Omega ratio for CL, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.01
The chart of Calmar ratio for CL, currently valued at 1.22, compared to the broader market0.002.004.006.001.22-0.03
The chart of Martin ratio for CL, currently valued at 3.31, compared to the broader market0.0010.0020.003.31-0.11
CL
CVX

The current CL Sharpe Ratio is 1.34, which is higher than the CVX Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of CL and CVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.34
-0.03
CL
CVX

Dividends

CL vs. CVX - Dividend Comparison

CL's dividend yield for the trailing twelve months is around 2.14%, less than CVX's 4.53% yield.


TTM20232022202120202019201820172016201520142013
CL
Colgate-Palmolive Company
2.14%2.40%2.36%2.10%2.05%2.48%2.79%2.11%2.37%2.25%2.05%2.04%
CVX
Chevron Corporation
4.53%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%3.12%

Drawdowns

CL vs. CVX - Drawdown Comparison

The maximum CL drawdown since its inception was -58.91%, which is greater than CVX's maximum drawdown of -55.77%. Use the drawdown chart below to compare losses from any high point for CL and CVX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.63%
-16.96%
CL
CVX

Volatility

CL vs. CVX - Volatility Comparison

The current volatility for Colgate-Palmolive Company (CL) is 4.26%, while Chevron Corporation (CVX) has a volatility of 6.04%. This indicates that CL experiences smaller price fluctuations and is considered to be less risky than CVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.26%
6.04%
CL
CVX

Financials

CL vs. CVX - Financials Comparison

This section allows you to compare key financial metrics between Colgate-Palmolive Company and Chevron 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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