CL vs. VTI
Compare and contrast key facts about Colgate-Palmolive Company (CL) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CL or VTI.
Key characteristics
| CL | VTI | |
|---|---|---|
| YTD Return | 15.52% | 6.51% |
| 1Y Return | 19.70% | 25.00% |
| 3Y Return (Ann) | 7.61% | 6.54% |
| 5Y Return (Ann) | 7.55% | 12.69% |
| 10Y Return (Ann) | 5.55% | 11.96% |
| Sharpe Ratio | 1.51 | 2.26 |
| Daily Std Dev | 14.32% | 12.08% |
| Max Drawdown | -67.62% | -55.45% |
| Current Drawdown | 0.00% | -3.12% |
Correlation
The correlation between CL and VTI is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CL vs. VTI - Performance Comparison
In the year-to-date period, CL achieves a 15.52% return, which is significantly higher than VTI's 6.51% return. Over the past 10 years, CL has underperformed VTI with an annualized return of 5.55%, while VTI has yielded a comparatively higher 11.96% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CL vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Colgate-Palmolive Company (CL) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
CL vs. VTI - Dividend Comparison
CL's dividend yield for the trailing twelve months is around 2.13%, more than VTI's 1.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CL Colgate-Palmolive Company | 2.13% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% | 2.05% | 2.04% |
VTI Vanguard Total Stock Market ETF | 1.40% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
CL vs. VTI - Drawdown Comparison
The maximum CL drawdown since its inception was -67.62%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for CL and VTI. For additional features, visit the drawdowns tool.
Volatility
CL vs. VTI - Volatility Comparison
Colgate-Palmolive Company (CL) and Vanguard Total Stock Market ETF (VTI) have volatilities of 3.68% and 3.67%, 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.