CL vs. UVV
CL (Colgate-Palmolive Company) and UVV (Universal Corporation) are both stocks. Both are in the Consumer Defensive sector — CL in Household & Personal Products, UVV in Tobacco. Over the past 10 years, CL returned 4.21%/yr vs 5.09%/yr for UVV. At a 0.24 correlation, their price movements are largely independent.
Performance
CL vs. UVV - Performance Comparison
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Returns By Period
In the year-to-date period, CL achieves a 10.27% return, which is significantly higher than UVV's 3.14% return. Over the past 10 years, CL has underperformed UVV with an annualized return of 4.21%, while UVV has yielded a comparatively higher 5.09% annualized return.
CL
- 1D
- -2.83%
- 1M
- -1.69%
- YTD
- 10.27%
- 6M
- 14.49%
- 1Y
- -2.21%
- 3Y*
- 6.80%
- 5Y*
- 3.26%
- 10Y*
- 4.21%
UVV
- 1D
- -1.88%
- 1M
- -1.77%
- YTD
- 3.14%
- 6M
- 4.14%
- 1Y
- -7.53%
- 3Y*
- 7.54%
- 5Y*
- 4.61%
- 10Y*
- 5.09%
CL vs. UVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CL Colgate-Palmolive Company | 10.27% | -10.98% | 16.57% | 3.78% | -5.44% | 2.08% | 27.17% | 18.60% | -19.19% | 17.88% |
UVV Universal Corporation | 3.14% | 2.27% | -13.39% | 35.79% | 1.82% | 19.59% | -8.96% | 11.08% | 7.79% | -14.79% |
Correlation
The correlation between CL and UVV is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jan 6, 1988 | 0.24 |
The correlation between CL and UVV shifts across timeframes, from 0.24 (all time) to 0.36 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
CL:
$2.58
UVV:
$1.73
CL:
33.37
UVV:
30.51
CL:
3.35
UVV:
0.45
CL:
$20.80B
UVV:
$2.21B
CL:
$12.49B
UVV:
$412.39M
CL:
$3.92B
UVV:
$212.91M
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Return for Risk
CL vs. UVV — Risk / Return Rank
CL
UVV
CL vs. UVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Colgate-Palmolive Company (CL) and Universal Corporation (UVV). 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 | UVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 0.96 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | -0.50 | +0.38 |
| Martin ratioReturn relative to average drawdown | -0.20 | -0.83 | +0.64 |
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 | UVV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.10 | -0.32 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.19 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.18 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.28 | +0.14 |
Drawdowns
CL vs. UVV - Drawdown Comparison
The maximum CL drawdown since its inception was -58.91%, smaller than the maximum UVV drawdown of -69.75%. Use the drawdown chart below to compare losses from any high point for CL and UVV.
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Drawdown Indicators
| CL | UVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.91% | -69.75% | +10.84% |
Max Drawdown (1Y)Largest decline over 1 year | -18.64% | -15.23% | -3.41% |
Max Drawdown (3Y)Largest decline over 3 years | -29.05% | -29.70% | +0.65% |
Max Drawdown (5Y)Largest decline over 5 years | -29.05% | -29.70% | +0.65% |
Max Drawdown (10Y)Largest decline over 10 years | -29.05% | -45.68% | +16.63% |
Current DrawdownCurrent decline from peak | -17.54% | -14.30% | -3.24% |
Average DrawdownAverage peak-to-trough decline | -11.24% | -18.59% | +7.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.29% | 9.04% | +2.25% |
Volatility
CL vs. UVV - Volatility Comparison
The current volatility for Colgate-Palmolive Company (CL) is 7.77%, while Universal Corporation (UVV) has a volatility of 10.11%. This indicates that CL experiences smaller price fluctuations and is considered to be less risky than UVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CL | UVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.77% | 10.11% | -2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 17.27% | 18.46% | -1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.67% | 23.77% | -2.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.77% | 24.57% | -5.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.74% | 28.94% | -9.20% |
Dividends
CL vs. UVV - Dividend Comparison
CL's dividend yield for the trailing twelve months is around 2.43%, less than UVV's 6.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CL Colgate-Palmolive Company | 2.43% | 2.61% | 2.18% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% |
UVV Universal Corporation | 6.22% | 6.18% | 5.87% | 4.72% | 5.95% | 5.64% | 6.30% | 5.29% | 4.80% | 4.11% | 3.33% | 3.71% |
Financials
CL vs. UVV - Financials Comparison
This section allows you to compare key financial metrics between Colgate-Palmolive Company and Universal 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
CL and UVV have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UVV has higher volatility (10.11%) compared to CL (7.77%). In terms of maximum drawdown, CL dropped -58.91% vs UVV's -69.75%.
CL currently has the higher Sharpe Ratio (-0.10 vs -0.32), 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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