CPA.DE vs. ^GSPC
CPA.DE (Colgate-Palmolive Company) is a stock, while ^GSPC (S&P 500 Index) is an index. At a correlation of -0.02, they often move in opposite directions.
Performance
CPA.DE vs. ^GSPC - Performance Comparison
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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 8.59% return, which is significantly lower than ^GSPC's 12.06% return.
CPA.DE
- 1D
- -1.25%
- 1M
- -1.94%
- YTD
- 8.59%
- 6M
- 9.79%
- 1Y
- -5.23%
- 3Y*
- 2.68%
- 5Y*
- 3.13%
- 10Y*
- 3.54%
^GSPC
- 1D
- 0.00%
- 1M
- 4.16%
- YTD
- 12.06%
- 6M
- 10.65%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CPA.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CPA.DE Colgate-Palmolive Company | 8.59% | -13.48% |
^GSPC S&P 500 Index | 9.98% | 10.65% |
Correlation
The correlation between CPA.DE and ^GSPC is -0.02, 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 (All Time) Calculated using the full available price history since Jun 9, 2025 | -0.02 |
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Return for Risk
CPA.DE vs. ^GSPC — Risk / Return Rank
CPA.DE
^GSPC
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.
| CPA.DE | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.96 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.35 | — | — |
| Martin ratioReturn relative to average drawdown | -0.57 | — | — |
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
| CPA.DE | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.32 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 1.98 | -1.69 |
Drawdowns
CPA.DE vs. ^GSPC - Drawdown Comparison
The maximum CPA.DE drawdown since its inception was -52.17%, which is greater than ^GSPC's maximum drawdown of -7.57%. 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 | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.17% | -7.57% | -44.60% |
Max Drawdown (1Y)Largest decline over 1 year | -18.31% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -31.79% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -31.79% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -31.79% | — | — |
Current DrawdownCurrent decline from peak | -22.92% | -0.20% | -22.72% |
Average DrawdownAverage peak-to-trough decline | -15.33% | -1.39% | -13.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.32% | — | — |
Volatility
CPA.DE vs. ^GSPC - Volatility Comparison
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Volatility by Period
| CPA.DE | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.35% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 16.18% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 20.45% | 12.22% | +8.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.69% | 12.22% | +6.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.02% | 12.22% | +6.80% |
Frequently Asked Questions
CPA.DE and ^GSPC have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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