CPA.DE vs. DGE.L
Compare and contrast key facts about Colgate-Palmolive Company (CPA.DE) and Diageo plc (DGE.L).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CPA.DE or DGE.L.
Key characteristics
| CPA.DE | DGE.L | |
|---|---|---|
| YTD Return | 24.35% | -15.16% |
| 1Y Return | 26.56% | -14.98% |
| 3Y Return (Ann) | 11.05% | -12.89% |
| 5Y Return (Ann) | 10.27% | -3.14% |
| 10Y Return (Ann) | 7.55% | 4.85% |
| Sharpe Ratio | 1.85 | -0.86 |
| Sortino Ratio | 2.65 | -1.19 |
| Omega Ratio | 1.34 | 0.87 |
| Calmar Ratio | 1.90 | -0.41 |
| Martin Ratio | 7.73 | -1.47 |
| Ulcer Index | 3.44% | 10.98% |
| Daily Std Dev | 14.37% | 18.86% |
| Max Drawdown | -49.23% | -47.06% |
| Current Drawdown | -10.72% | -38.29% |
Fundamentals
| CPA.DE | DGE.L | |
|---|---|---|
| Market Cap | €71.10B | £52.58B |
| EPS | €3.25 | £1.33 |
| PE Ratio | 26.78 | 17.64 |
| PEG Ratio | 2.11 | 1.56 |
| Total Revenue (TTM) | €20.11B | £16.12B |
| Gross Profit (TTM) | €12.13B | £9.67B |
| EBITDA (TTM) | €4.58B | £5.21B |
Correlation
The correlation between CPA.DE and DGE.L is 0.25, 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. DGE.L - Performance Comparison
In the year-to-date period, CPA.DE achieves a 24.35% return, which is significantly higher than DGE.L's -15.16% return. Over the past 10 years, CPA.DE has outperformed DGE.L with an annualized return of 7.55%, while DGE.L has yielded a comparatively lower 4.85% 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. DGE.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Colgate-Palmolive Company (CPA.DE) and Diageo plc (DGE.L). 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
CPA.DE vs. DGE.L - Dividend Comparison
CPA.DE's dividend yield for the trailing twelve months is around 2.10%, less than DGE.L's 3.74% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CPA.DE Colgate-Palmolive Company | 2.10% | 2.45% | 2.39% | 2.02% | 2.23% | 2.45% | 2.70% | 2.27% | 2.25% | 2.21% | 1.81% | 2.09% |
DGE.L Diageo plc | 3.74% | 2.80% | 2.09% | 1.80% | 2.43% | 2.14% | 2.34% | 2.28% | 2.81% | 3.04% | 2.80% | 2.37% |
Drawdowns
CPA.DE vs. DGE.L - Drawdown Comparison
The maximum CPA.DE drawdown since its inception was -49.23%, roughly equal to the maximum DGE.L drawdown of -47.06%. Use the drawdown chart below to compare losses from any high point for CPA.DE and DGE.L. For additional features, visit the drawdowns tool.
Volatility
CPA.DE vs. DGE.L - Volatility Comparison
The current volatility for Colgate-Palmolive Company (CPA.DE) is 5.66%, while Diageo plc (DGE.L) has a volatility of 7.29%. This indicates that CPA.DE experiences smaller price fluctuations and is considered to be less risky than DGE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CPA.DE vs. DGE.L - Financials Comparison
This section allows you to compare key financial metrics between Colgate-Palmolive Company and Diageo plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities