CPA.DE vs. ^GSPC
Compare and contrast key facts about Colgate-Palmolive Company (CPA.DE) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CPA.DE or ^GSPC.
Key characteristics
| CPA.DE | ^GSPC | |
|---|---|---|
| YTD Return | 23.44% | 25.48% |
| 1Y Return | 25.18% | 33.14% |
| 3Y Return (Ann) | 10.75% | 8.55% |
| 5Y Return (Ann) | 10.43% | 13.96% |
| 10Y Return (Ann) | 7.47% | 11.39% |
| Sharpe Ratio | 1.75 | 2.91 |
| Sortino Ratio | 2.53 | 3.88 |
| Omega Ratio | 1.32 | 1.55 |
| Calmar Ratio | 1.80 | 4.20 |
| Martin Ratio | 7.04 | 18.80 |
| Ulcer Index | 3.58% | 1.90% |
| Daily Std Dev | 14.35% | 12.27% |
| Max Drawdown | -49.23% | -56.78% |
| Current Drawdown | -11.38% | -0.27% |
Correlation
The correlation between CPA.DE and ^GSPC is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
CPA.DE vs. ^GSPC - Performance Comparison
In the year-to-date period, CPA.DE achieves a 23.44% return, which is significantly lower than ^GSPC's 25.48% return. Over the past 10 years, CPA.DE has underperformed ^GSPC with an annualized return of 7.47%, while ^GSPC has yielded a comparatively higher 11.39% 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
CPA.DE vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Colgate-Palmolive Company (CPA.DE) and S&P 500 (^GSPC). 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.
Drawdowns
CPA.DE vs. ^GSPC - Drawdown Comparison
The maximum CPA.DE drawdown since its inception was -49.23%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for CPA.DE and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
CPA.DE vs. ^GSPC - Volatility Comparison
Colgate-Palmolive Company (CPA.DE) has a higher volatility of 5.31% compared to S&P 500 (^GSPC) at 3.75%. This indicates that CPA.DE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.