CL vs. PG

In the year-to-date period, CL achieves a 21.71% return, which is significantly lower than PG's 23.29% return. Over the past 10 years, CL has underperformed PG with an annualized return of 5.79%, while PG has yielded a comparatively higher 10.17% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Colgate-Palmolive Company (CL) and The Procter & Gamble Company (PG). 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 1.65, which is higher than the PG Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of CL and PG, 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 2.09%, less than PG's 2.25% yield.

The maximum CL drawdown since its inception was -58.91%, which is greater than PG's maximum drawdown of -54.23%. Use the drawdown chart below to compare losses from any high point for CL and PG. For additional features, visit the drawdowns tool.

Colgate-Palmolive Company (CL) has a higher volatility of 7.42% compared to The Procter & Gamble Company (PG) at 5.54%. This indicates that CL's price experiences larger fluctuations and is considered to be riskier than PG 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 The Procter & Gamble Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.