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SWK vs. CL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SWK vs. CL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stanley Black & Decker, Inc. (SWK) and Colgate-Palmolive Company (CL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with SWK having a 15.04% return and CL slightly lower at 14.60%. Over the past 10 years, SWK has underperformed CL with an annualized return of -0.15%, while CL has yielded a comparatively higher 4.62% annualized return.


SWK

1D
0.59%
1M
12.48%
YTD
15.04%
6M
12.91%
1Y
33.97%
3Y*
1.97%
5Y*
-13.22%
10Y*
-0.15%

CL

1D
0.07%
1M
0.69%
YTD
14.60%
6M
15.59%
1Y
1.61%
3Y*
8.47%
5Y*
3.79%
10Y*
4.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SWK vs. CL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWK
Stanley Black & Decker, Inc.
15.04%-3.17%-15.19%35.55%-58.92%7.28%9.73%41.18%-28.13%50.50%
CL
Colgate-Palmolive Company
14.60%-10.98%16.57%3.78%-5.44%2.08%27.17%18.60%-19.19%17.88%

Correlation

The correlation between SWK and CL is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

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

0.15

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

0.22

Correlation (10Y)
Calculated over the trailing 10-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Jul 1, 1985

0.27

The correlation between SWK and CL shifts across timeframes, from 0.15 (3 years) to 0.27 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

SWK:

$2.65

CL:

$2.58

PE Ratio

SWK:

31.61

CL:

34.68

PS Ratio

SWK:

0.84

CL:

3.48

Total Revenue (TTM)

SWK:

$15.13B

CL:

$20.80B

Gross Profit (TTM)

SWK:

$4.52B

CL:

$12.49B

EBITDA (TTM)

SWK:

$1.39B

CL:

$3.92B

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Return for Risk

SWK vs. CL — Risk / Return Rank

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

SWK
SWK Risk / Return Rank: 6565
Overall Rank
SWK Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SWK Sortino Ratio Rank: 6565
Sortino Ratio Rank
SWK Omega Ratio Rank: 6161
Omega Ratio Rank
SWK Calmar Ratio Rank: 6666
Calmar Ratio Rank
SWK Martin Ratio Rank: 6666
Martin Ratio Rank

CL
CL Risk / Return Rank: 3737
Overall Rank
CL Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
CL Sortino Ratio Rank: 3333
Sortino Ratio Rank
CL Omega Ratio Rank: 3333
Omega Ratio Rank
CL Calmar Ratio Rank: 4141
Calmar Ratio Rank
CL Martin Ratio Rank: 4040
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.

SWK vs. CL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stanley Black & Decker, Inc. (SWK) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SWKCLDifference
Sharpe ratioReturn per unit of total volatility

+0.86

Sortino ratioReturn per unit of downside risk

+1.30

Omega ratioGain probability vs. loss probability

1.16

1.01

+0.15

Calmar ratioReturn relative to maximum drawdown

1.14

-0.08

+1.22

Martin ratioReturn relative to average drawdown

2.54

-0.14

+2.67

SWK vs. CL - Sharpe Ratio Comparison

The current SWK Sharpe Ratio is 0.79, which is higher than the CL Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of SWK 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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Drawdowns

SWK vs. CL - Drawdown Comparison

The maximum SWK drawdown since its inception was -71.31%, which is greater than CL's maximum drawdown of -58.91%. Use the drawdown chart below to compare losses from any high point for SWK and CL.


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Drawdown Indicators


SWKCLDifference

Max Drawdown

Largest peak-to-trough decline

-71.31%

-58.91%

-12.40%

Max Drawdown (1Y)

Largest decline over 1 year

-26.14%

-18.64%

-7.50%

Max Drawdown (3Y)

Largest decline over 3 years

-48.31%

-29.05%

-19.26%

Max Drawdown (5Y)

Largest decline over 5 years

-69.86%

-29.05%

-40.81%

Max Drawdown (10Y)

Largest decline over 10 years

-71.31%

-29.05%

-42.26%

Current Drawdown

Current decline from peak

-54.51%

-14.31%

-40.20%

Average Drawdown

Average peak-to-trough decline

-19.46%

-11.24%

-8.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.75%

11.35%

+0.40%

Volatility

SWK vs. CL - Volatility Comparison

Stanley Black & Decker, Inc. (SWK) has a higher volatility of 10.14% compared to Colgate-Palmolive Company (CL) at 8.32%. This indicates that SWK'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


SWKCLDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.14%

8.32%

+1.82%

Volatility (6M)

Calculated over the trailing 6-month period

27.24%

17.28%

+9.96%

Volatility (1Y)

Calculated over the trailing 1-year period

37.82%

21.83%

+15.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.71%

18.81%

+18.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.69%

19.75%

+16.94%

Dividends

SWK vs. CL - Dividend Comparison

SWK's dividend yield for the trailing twelve months is around 3.97%, more than CL's 2.34% yield.


PositionTTM20252024202320222021202020192018201720162015
CL
Colgate-Palmolive Company
2.34%2.61%2.18%2.40%2.36%2.10%2.05%2.48%2.79%2.11%2.37%2.25%
SWK
Stanley Black & Decker, Inc.
3.97%4.44%4.06%3.28%4.23%1.58%1.56%1.63%2.15%1.43%1.97%2.01%

Financials

SWK vs. CL - Financials Comparison

This section allows you to compare key financial metrics between Stanley Black & Decker, Inc. 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


4.00B4.50B5.00B20222023202420252026
3.68B
5.32B
(SWK) Total Revenue
(CL) Total Revenue
Values in USD except per share items

SWK vs. CL - Profitability Comparison

The chart below illustrates the profitability comparison between Stanley Black & Decker, Inc. 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

20.0%30.0%40.0%50.0%60.0%20222023202420252026
33.2%
60.6%
Portfolio components
SWK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Stanley Black & Decker, Inc. reported a gross profit of 1.22B and revenue of 3.68B. Therefore, the gross margin over that period was 33.2%.

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%.

SWK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Stanley Black & Decker, Inc. reported an operating income of 366.80M and revenue of 3.68B, resulting in an operating margin of 10.0%.

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%.

SWK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Stanley Black & Decker, Inc. reported a net income of 158.20M and revenue of 3.68B, resulting in a net margin of 4.3%.

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


SWK and CL have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SWK has higher volatility (10.14%) compared to CL (8.32%). In terms of maximum drawdown, SWK dropped -71.31% vs CL's -58.91%.

SWK currently has the higher Sharpe Ratio (0.79 vs -0.07), 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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