CL vs. KMB

In the year-to-date period, CL achieves a 4.47% return, which is significantly higher than KMB's 1.33% return. Over the past 10 years, CL has outperformed KMB with an annualized return of 5.66%, while KMB has yielded a comparatively lower 5.20% 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 0.41, which is higher than the KMB Sharpe Ratio of 0.01. 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 2.15%, less than KMB's 3.74% yield.

The maximum CL drawdown since its inception was -58.90%, 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.

Colgate-Palmolive Company (CL) and Kimberly-Clark Corporation (KMB) have volatilities of 8.54% and 8.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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.