CL vs. USD
CL (Colgate-Palmolive Company) is a stock, while USD (ProShares Ultra Semiconductors) is Leveraged Equities fund tracking the Dow Jones U.S. Semiconductors Index (200%). Over the past 10 years, CL returned 4.13%/yr vs 61.24%/yr for USD. At a 0.21 correlation, their price movements are largely independent.
Performance
CL vs. USD - Performance Comparison
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Returns By Period
In the year-to-date period, CL achieves a 9.03% return, which is significantly lower than USD's 103.32% return. Over the past 10 years, CL has underperformed USD with an annualized return of 4.13%, while USD has yielded a comparatively higher 61.24% annualized return.
CL
- 1D
- 0.27%
- 1M
- -1.42%
- YTD
- 9.03%
- 6M
- 11.02%
- 1Y
- -3.27%
- 3Y*
- 6.21%
- 5Y*
- 2.68%
- 10Y*
- 4.13%
USD
- 1D
- -4.99%
- 1M
- 31.62%
- YTD
- 103.32%
- 6M
- 97.79%
- 1Y
- 250.81%
- 3Y*
- 125.78%
- 5Y*
- 67.80%
- 10Y*
- 61.24%
CL vs. USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CL Colgate-Palmolive Company | 9.03% | -10.98% | 16.57% | 3.78% | -5.44% | 2.08% | 27.17% | 18.60% | -19.19% | 17.88% |
USD ProShares Ultra Semiconductors | 103.32% | 62.08% | 139.64% | 228.79% | -68.57% | 104.27% | 68.16% | 110.37% | -26.88% | 81.72% |
Correlation
The correlation between CL and USD is -0.27, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2007 | 0.21 |
The correlation between CL and USD shifts across timeframes, from -0.27 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CL vs. USD — Risk / Return Rank
CL
USD
CL vs. USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Colgate-Palmolive Company (CL) and ProShares Ultra Semiconductors (USD). 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.
| CL | USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.28 | ||
| Sortino ratioReturn per unit of downside risk | -3.69 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.48 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 7.94 | -8.12 |
| Martin ratioReturn relative to average drawdown | -0.29 | 22.96 | -23.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CL | USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.16 | 4.12 | -4.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 0.89 | -0.75 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.89 | -0.68 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.49 | -0.06 |
Drawdowns
CL vs. USD - Drawdown Comparison
The maximum CL drawdown since its inception was -58.91%, smaller than the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for CL and USD.
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Drawdown Indicators
| CL | USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.91% | -88.63% | +29.72% |
Max Drawdown (1Y)Largest decline over 1 year | -18.64% | -31.80% | +13.16% |
Max Drawdown (3Y)Largest decline over 3 years | -29.05% | -64.46% | +35.41% |
Max Drawdown (5Y)Largest decline over 5 years | -29.05% | -77.85% | +48.80% |
Max Drawdown (10Y)Largest decline over 10 years | -29.05% | -77.85% | +48.80% |
Current DrawdownCurrent decline from peak | -18.47% | -6.07% | -12.40% |
Average DrawdownAverage peak-to-trough decline | -11.24% | -32.35% | +21.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.24% | 10.98% | +0.26% |
Volatility
CL vs. USD - Volatility Comparison
The current volatility for Colgate-Palmolive Company (CL) is 6.35%, while ProShares Ultra Semiconductors (USD) has a volatility of 21.29%. This indicates that CL experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CL | USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.35% | 21.29% | -14.94% |
Volatility (6M)Calculated over the trailing 6-month period | 16.60% | 46.74% | -30.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.05% | 61.28% | -40.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.64% | 76.56% | -57.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.67% | 69.24% | -49.57% |
Dividends
CL vs. USD - Dividend Comparison
CL's dividend yield for the trailing twelve months is around 2.46%, more than USD's 0.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CL Colgate-Palmolive Company | 2.46% | 2.61% | 2.18% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% |
USD ProShares Ultra Semiconductors | 0.23% | 0.39% | 0.10% | 0.05% | 0.30% | 0.00% | 0.14% | 0.72% | 0.93% | 0.32% | 0.46% | 0.39% |
Frequently Asked Questions
CL and USD have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USD has higher volatility (21.29%) compared to CL (6.35%). In terms of maximum drawdown, CL dropped -58.91% vs USD's -88.63%.
USD currently has the higher Sharpe Ratio (4.12 vs -0.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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