CL vs. KMB

In the year-to-date period, CL achieves a 1.40% return, which is significantly lower than KMB's 6.18% return. Over the past 10 years, CL has underperformed KMB with an annualized return of 5.21%, while KMB has yielded a comparatively higher 6.06% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Colgate-Palmolive Company (CL) and Kimberly-Clark Corporation (KMB). 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 0.33, which is lower than the KMB Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of CL and KMB, 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 2.18%, less than KMB's 3.57% yield.

The maximum CL drawdown since its inception was -58.91%, which is greater than KMB's maximum drawdown of -39.69%. Use the drawdown chart below to compare losses from any high point for CL and KMB. For additional features, visit the drawdowns tool.

The current volatility for Colgate-Palmolive Company (CL) is NaN%, while Kimberly-Clark Corporation (KMB) has a volatility of NaN%. This indicates that CL experiences smaller price fluctuations and is considered to be less risky than KMB 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 Kimberly-Clark 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.