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CL vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.0
Correlation: 0.5

Performance

CL vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Colgate-Palmolive Company (CL) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

400.00%450.00%500.00%550.00%600.00%650.00%700.00%750.00%NovemberDecember2025FebruaryMarchApril
463.50%
622.23%
CL
VTI

Key characteristics

Sharpe Ratio

CL:

0.41

VTI:

0.47

Sortino Ratio

CL:

0.69

VTI:

0.80

Omega Ratio

CL:

1.09

VTI:

1.12

Calmar Ratio

CL:

0.41

VTI:

0.49

Martin Ratio

CL:

0.75

VTI:

1.99

Ulcer Index

CL:

11.06%

VTI:

4.76%

Daily Std Dev

CL:

20.07%

VTI:

20.05%

Max Drawdown

CL:

-58.90%

VTI:

-55.45%

Current Drawdown

CL:

-12.25%

VTI:

-10.40%

Returns By Period

In the year-to-date period, CL achieves a 4.47% return, which is significantly higher than VTI's -6.29% return. Over the past 10 years, CL has underperformed VTI with an annualized return of 5.66%, while VTI has yielded a comparatively higher 11.43% annualized return.


CL

YTD

4.47%

1M

1.34%

6M

-0.67%

1Y

5.41%

5Y*

8.26%

10Y*

5.66%

VTI

YTD

-6.29%

1M

-2.99%

6M

-4.58%

1Y

8.93%

5Y*

15.18%

10Y*

11.43%

*Annualized

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Risk-Adjusted Performance

CL vs. VTI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CL
The Risk-Adjusted Performance Rank of CL is 6363
Overall Rank
The Sharpe Ratio Rank of CL is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of CL is 5858
Sortino Ratio Rank
The Omega Ratio Rank of CL is 5757
Omega Ratio Rank
The Calmar Ratio Rank of CL is 7070
Calmar Ratio Rank
The Martin Ratio Rank of CL is 6262
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 5959
Overall Rank
The Sharpe Ratio Rank of VTI is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 6262
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for CL, currently valued at 0.41, compared to the broader market-2.00-1.000.001.002.003.00
CL: 0.41
VTI: 0.47
The chart of Sortino ratio for CL, currently valued at 0.69, compared to the broader market-6.00-4.00-2.000.002.004.00
CL: 0.69
VTI: 0.80
The chart of Omega ratio for CL, currently valued at 1.09, compared to the broader market0.501.001.502.00
CL: 1.09
VTI: 1.12
The chart of Calmar ratio for CL, currently valued at 0.41, compared to the broader market0.001.002.003.004.005.00
CL: 0.41
VTI: 0.49
The chart of Martin ratio for CL, currently valued at 0.75, compared to the broader market-5.000.005.0010.0015.0020.00
CL: 0.75
VTI: 1.99

The current CL Sharpe Ratio is 0.41, which is comparable to the VTI Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of CL and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.41
0.47
CL
VTI

Dividends

CL vs. VTI - Dividend Comparison

CL's dividend yield for the trailing twelve months is around 2.15%, more than VTI's 1.39% yield.


TTM20242023202220212020201920182017201620152014
CL
Colgate-Palmolive Company
2.15%2.18%2.40%2.36%2.10%2.05%2.48%2.79%2.11%2.37%2.25%2.05%
VTI
Vanguard Total Stock Market ETF
1.39%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

CL vs. VTI - Drawdown Comparison

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


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.25%
-10.40%
CL
VTI

Volatility

CL vs. VTI - Volatility Comparison

The current volatility for Colgate-Palmolive Company (CL) is 8.54%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 14.83%. This indicates that CL experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
8.54%
14.83%
CL
VTI