GRC vs. CL
GRC (The Gorman-Rupp Company) and CL (Colgate-Palmolive Company) are both stocks. GRC operates in Specialty Industrial Machinery (Industrials), while CL operates in Household & Personal Products (Consumer Defensive). Over the past 10 years, GRC returned 12.16%/yr vs 4.14%/yr for CL. At a 0.20 correlation, their price movements are largely independent.
Performance
GRC vs. CL - Performance Comparison
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Returns By Period
In the year-to-date period, GRC achieves a 59.99% return, which is significantly higher than CL's 8.73% return. Over the past 10 years, GRC has outperformed CL with an annualized return of 12.16%, while CL has yielded a comparatively lower 4.14% annualized return.
GRC
- 1D
- 0.54%
- 1M
- 0.66%
- YTD
- 59.99%
- 6M
- 64.37%
- 1Y
- 107.14%
- 3Y*
- 45.71%
- 5Y*
- 18.02%
- 10Y*
- 12.16%
CL
- 1D
- -3.85%
- 1M
- -0.59%
- YTD
- 8.73%
- 6M
- 9.87%
- 1Y
- -3.98%
- 3Y*
- 6.21%
- 5Y*
- 2.62%
- 10Y*
- 4.14%
GRC vs. CL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GRC The Gorman-Rupp Company | 59.99% | 28.24% | 8.87% | 42.15% | -41.17% | 39.71% | -11.90% | 17.64% | 11.75% | 2.49% |
CL Colgate-Palmolive Company | 8.73% | -10.98% | 16.57% | 3.78% | -5.44% | 2.08% | 27.17% | 18.60% | -19.19% | 17.88% |
Correlation
The correlation between GRC and CL is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 1992 | 0.20 |
The correlation between GRC and CL shifts across timeframes, from 0.09 (3 years) to 0.20 (all time), reflecting how their relationship changes across market environments.
Fundamentals
GRC:
$2.00B
CL:
$68.33B
GRC:
$2.23
CL:
$2.58
GRC:
34.03
CL:
32.90
GRC:
0.70
CL:
8.50
GRC:
2.88
CL:
3.30
GRC:
2.32
CL:
471.23
GRC:
$695.03M
CL:
$20.80B
GRC:
$210.01M
CL:
$12.49B
GRC:
$118.94M
CL:
$3.92B
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Return for Risk
GRC vs. CL — Risk / Return Rank
GRC
CL
GRC vs. CL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Gorman-Rupp Company (GRC) 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.
| GRC | CL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.16 | -0.19 | +3.35 |
Sortino ratioReturn per unit of downside risk | 4.36 | -0.13 | +4.48 |
Omega ratioGain probability vs. loss probability | 1.51 | 0.99 | +0.53 |
Calmar ratioReturn relative to maximum drawdown | 7.49 | -0.21 | +7.70 |
Martin ratioReturn relative to average drawdown | 22.81 | -0.36 | +23.16 |
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
| GRC | CL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.16 | -0.19 | +3.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.14 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.21 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.42 | -0.14 |
Drawdowns
GRC vs. CL - Drawdown Comparison
The maximum GRC drawdown since its inception was -67.23%, which is greater than CL's maximum drawdown of -58.91%. Use the drawdown chart below to compare losses from any high point for GRC and CL.
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Drawdown Indicators
| GRC | CL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.23% | -58.91% | -8.32% |
Max Drawdown (1Y)Largest decline over 1 year | -14.39% | -18.64% | +4.25% |
Max Drawdown (3Y)Largest decline over 3 years | -26.87% | -29.05% | +2.18% |
Max Drawdown (5Y)Largest decline over 5 years | -49.26% | -29.05% | -20.21% |
Max Drawdown (10Y)Largest decline over 10 years | -49.26% | -29.05% | -20.21% |
Current DrawdownCurrent decline from peak | -2.18% | -18.69% | +16.51% |
Average DrawdownAverage peak-to-trough decline | -17.64% | -11.24% | -6.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.71% | 11.21% | -6.50% |
Volatility
GRC vs. CL - Volatility Comparison
The Gorman-Rupp Company (GRC) has a higher volatility of 8.79% compared to Colgate-Palmolive Company (CL) at 6.45%. This indicates that GRC's price experiences larger fluctuations and is considered to be riskier than CL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GRC | CL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.79% | 6.45% | +2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 27.73% | 16.66% | +11.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.14% | 21.10% | +13.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.71% | 18.64% | +12.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.04% | 19.67% | +14.37% |
Dividends
GRC vs. CL - Dividend Comparison
GRC's dividend yield for the trailing twelve months is around 0.99%, less than CL's 2.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
GRC The Gorman-Rupp Company | 0.99% | 1.56% | 1.91% | 1.98% | 2.67% | 1.43% | 1.82% | 1.47% | 7.74% | 1.51% | 1.39% | 1.52% |
Financials
GRC vs. CL - Financials Comparison
This section allows you to compare key financial metrics between The Gorman-Rupp Company 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
GRC vs. CL - Profitability Comparison
GRC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Gorman-Rupp Company reported a gross profit of 57.36M and revenue of 176.59M. Therefore, the gross margin over that period was 32.5%.
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%.
GRC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Gorman-Rupp Company reported an operating income of 27.48M and revenue of 176.59M, resulting in an operating margin of 15.6%.
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%.
GRC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Gorman-Rupp Company reported a net income of 17.84M and revenue of 176.59M, resulting in a net margin of 10.1%.
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
GRC and CL have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GRC has higher volatility (8.79%) compared to CL (6.45%). In terms of maximum drawdown, GRC dropped -67.23% vs CL's -58.91%.
GRC currently has the higher Sharpe Ratio (3.16 vs -0.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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