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FSG.L vs. CL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FSG.L vs. CL - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Foresight Group Holdings Limited (FSG.L) and Colgate-Palmolive Company (CL). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FSG.L is traded in GBp, while CL is traded in USD. To make them comparable, the CL values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, FSG.L achieves a 2.34% return, which is significantly lower than CL's 9.14% return.


FSG.L

1D
-2.04%
1M
7.06%
YTD
2.34%
6M
9.33%
1Y
13.13%
3Y*
6.38%
5Y*
3.60%
10Y*

CL

1D
-3.60%
1M
0.22%
YTD
9.14%
6M
9.29%
1Y
-3.31%
3Y*
3.58%
5Y*
3.73%
10Y*
4.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSG.L vs. CL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FSG.L
Foresight Group Holdings Limited
2.34%10.74%-0.12%3.49%2.33%-3.93%
CL
Colgate-Palmolive Company
9.14%-17.32%18.60%-1.40%5.80%11.09%

Correlation

The correlation between FSG.L and CL is 0.03, 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

0.03

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

-0.04

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

-0.05

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2021

-0.04

Fundamentals

Market Cap

FSG.L:

£503.23M

CL:

$68.33B

EPS

FSG.L:

£0.60

CL:

$2.58

PE Ratio

FSG.L:

7.23

CL:

32.90

PEG Ratio

FSG.L:

0.32

CL:

8.50

PS Ratio

FSG.L:

1.63

CL:

3.30

PB Ratio

FSG.L:

5.72

CL:

471.23

Total Revenue (TTM)

FSG.L:

£309.00M

CL:

$20.80B

Gross Profit (TTM)

FSG.L:

£284.24M

CL:

$12.49B

EBITDA (TTM)

FSG.L:

£99.10M

CL:

$3.92B

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Return for Risk

FSG.L vs. CL — Risk / Return Rank

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

FSG.L
FSG.L Risk / Return Rank: 5353
Overall Rank
FSG.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FSG.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
FSG.L Omega Ratio Rank: 5050
Omega Ratio Rank
FSG.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
FSG.L Martin Ratio Rank: 5353
Martin Ratio Rank

CL
CL Risk / Return Rank: 3131
Overall Rank
CL Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
CL Sortino Ratio Rank: 2727
Sortino Ratio Rank
CL Omega Ratio Rank: 2727
Omega Ratio Rank
CL Calmar Ratio Rank: 3333
Calmar Ratio Rank
CL Martin Ratio Rank: 3434
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.

FSG.L vs. CL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Foresight Group Holdings Limited (FSG.L) and Colgate-Palmolive Company (CL). 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.


FSG.LCLDifference
Sharpe ratioReturn per unit of total volatility

+0.64

Sortino ratioReturn per unit of downside risk

+0.90

Omega ratioGain probability vs. loss probability

1.11

0.99

+0.12

Calmar ratioReturn relative to maximum drawdown

0.46

-0.19

+0.65

Martin ratioReturn relative to average drawdown

1.10

-0.32

+1.43

FSG.L vs. CL - Sharpe Ratio Comparison

The current FSG.L Sharpe Ratio is 0.49, which is higher than the CL Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of FSG.L and CL, 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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Sharpe Ratios by Period


FSG.LCLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

-0.16

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.20

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.49

-0.42

Drawdowns

FSG.L vs. CL - Drawdown Comparison

The maximum FSG.L drawdown since its inception was -40.89%, which is greater than CL's maximum drawdown of -29.32%. Use the drawdown chart below to compare losses from any high point for FSG.L and CL.


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Drawdown Indicators


FSG.LCLDifference

Max Drawdown

Largest peak-to-trough decline

-40.89%

-29.32%

-11.57%

Max Drawdown (1Y)

Largest decline over 1 year

-28.42%

-17.07%

-11.35%

Max Drawdown (3Y)

Largest decline over 3 years

-40.89%

-29.32%

-11.57%

Max Drawdown (5Y)

Largest decline over 5 years

-40.89%

-29.32%

-11.57%

Max Drawdown (10Y)

Largest decline over 10 years

-29.32%

Current Drawdown

Current decline from peak

-12.12%

-20.36%

+8.24%

Average Drawdown

Average peak-to-trough decline

-12.84%

-7.77%

-5.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.85%

10.27%

+1.58%

Volatility

FSG.L vs. CL - Volatility Comparison

Foresight Group Holdings Limited (FSG.L) and Colgate-Palmolive Company (CL) have volatilities of 6.57% and 6.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSG.LCLDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.57%

6.28%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

21.73%

17.23%

+4.50%

Volatility (1Y)

Calculated over the trailing 1-year period

26.98%

21.45%

+5.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.65%

19.17%

+18.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.48%

20.82%

+16.66%

Dividends

FSG.L vs. CL - Dividend Comparison

FSG.L's dividend yield for the trailing twelve months is around 5.76%, more than CL's 2.46% yield.


PositionTTM20252024202320222021202020192018201720162015
CL
Colgate-Palmolive Company
2.46%2.61%2.18%2.40%2.36%2.10%2.05%2.48%2.79%2.11%2.37%2.25%
FSG.L
Foresight Group Holdings Limited
5.76%5.63%5.40%4.66%3.17%0.39%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

FSG.L vs. CL - Financials Comparison

This section allows you to compare key financial metrics between Foresight Group Holdings Limited 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.001.00B2.00B3.00B4.00B5.00B20222023202420252026
81.53M
5.32B
(FSG.L) Total Revenue
(CL) Total Revenue
Please note, different currencies. FSG.L values in GBp, CL values in USD

FSG.L vs. CL - Profitability Comparison

The chart below illustrates the profitability comparison between Foresight Group Holdings Limited and Colgate-Palmolive Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

60.0%70.0%80.0%90.0%100.0%20222023202420252026
83.8%
60.6%
Portfolio components
FSG.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Foresight Group Holdings Limited reported a gross profit of 68.31M and revenue of 81.53M. Therefore, the gross margin over that period was 83.8%.

CL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Colgate-Palmolive Company reported a gross profit of 3.23B and revenue of 5.32B. Therefore, the gross margin over that period was 60.6%.

FSG.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Foresight Group Holdings Limited reported an operating income of 22.48M and revenue of 81.53M, resulting in an operating margin of 27.6%.

CL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Colgate-Palmolive Company reported an operating income of 1.16B and revenue of 5.32B, resulting in an operating margin of 21.7%.

FSG.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Foresight Group Holdings Limited reported a net income of 18.39M and revenue of 81.53M, resulting in a net margin of 22.6%.

CL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Colgate-Palmolive Company reported a net income of 646.00M and revenue of 5.32B, resulting in a net margin of 12.1%.


Frequently Asked Questions


FSG.L and CL have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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