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