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CPA.DE vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

CPA.DE vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Colgate-Palmolive Company (CPA.DE) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CPA.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, CPA.DE achieves a 20.37% return, which is significantly higher than ^GSPC's 11.89% return. Over the past 10 years, CPA.DE has underperformed ^GSPC with an annualized return of 4.48%, while ^GSPC has yielded a comparatively higher 12.65% annualized return.


CPA.DE

1D
-2.43%
1M
2.14%
6M
12.94%
YTD
20.37%
1Y
7.50%
3Y*
7.33%
5Y*
5.31%
10Y*
4.48%
ALL TIME*
12.74%

^GSPC

1D
0.01%
1M
-0.35%
6M
8.98%
YTD
11.89%
1Y
20.36%
3Y*
16.94%
5Y*
12.03%
10Y*
12.65%
ALL TIME*
10.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CPA.DE vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CPA.DE
Colgate-Palmolive Company
20.37%-20.67%24.99%-0.69%1.93%10.28%15.23%23.31%-15.26%2.88%
^GSPC
S&P 500 Index
11.89%2.58%31.45%20.51%-14.45%36.38%6.68%31.79%-1.84%4.74%

Correlation

The correlation between CPA.DE and ^GSPC is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.09

Correlation (3Y)
Calculated over the trailing 3-year period

-0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.04

Correlation (10Y)
Calculated over the trailing 10-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2007

0.19

The correlation between CPA.DE and ^GSPC shifts across timeframes, from -0.09 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CPA.DE vs. ^GSPC — Risk / Return Rank

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

CPA.DE
CPA.DE Risk / Return Rank: 5454
Overall Rank
CPA.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
CPA.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
CPA.DE Omega Ratio Rank: 5050
Omega Ratio Rank
CPA.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
CPA.DE Martin Ratio Rank: 5656
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 6767
Overall Rank
^GSPC Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 6363
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 6767
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6161
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CPA.DE vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Colgate-Palmolive Company (CPA.DE) and S&P 500 Index (^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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CPA.DE^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-1.28

Sortino ratioReturn per unit of downside risk

-1.49

Omega ratioGain probability vs. loss probability

1.08

1.30

-0.22

Calmar ratioReturn relative to maximum drawdown

0.47

2.70

-2.23

Martin ratioReturn relative to average drawdown

0.88

9.96

-9.08

CPA.DE vs. ^GSPC - Sharpe Ratio Comparison

The current CPA.DE Sharpe Ratio is 0.34, which is lower than the ^GSPC Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of CPA.DE and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CPA.DE vs. ^GSPC - Drawdown Comparison

The maximum CPA.DE drawdown since its inception was -31.54%, smaller than the maximum ^GSPC drawdown of -50.14%. Use the drawdown chart below to compare losses from any high point for CPA.DE and ^GSPC.


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Drawdown Indicators


CPA.DE^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-31.54%

-50.14%

+18.60%

Max Drawdown (1Y)

Largest decline over 1 year

-15.96%

-7.57%

-8.39%

Max Drawdown (3Y)

Largest decline over 3 years

-31.54%

-23.99%

-7.55%

Max Drawdown (5Y)

Largest decline over 5 years

-31.54%

-23.99%

-7.55%

Max Drawdown (10Y)

Largest decline over 10 years

-31.54%

-33.42%

+1.88%

Current Drawdown

Current decline from peak

-14.25%

-1.73%

-12.52%

Average Drawdown

Average peak-to-trough decline

-9.20%

-8.49%

-0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.51%

2.05%

+6.46%

Volatility

CPA.DE vs. ^GSPC - Volatility Comparison

Colgate-Palmolive Company (CPA.DE) has a higher volatility of 7.86% compared to S&P 500 Index (^GSPC) at 2.79%. 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.


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Volatility by Period


CPA.DE^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.86%

2.79%

+5.07%

Volatility (6M)

Calculated over the trailing 6-month period

16.70%

9.21%

+7.49%

Volatility (1Y)

Calculated over the trailing 1-year period

21.81%

12.64%

+9.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.00%

16.83%

+2.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.13%

18.61%

+0.52%

Frequently Asked Questions


CPA.DE and ^GSPC have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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