UVV vs. CL
UVV (Universal Corporation) and CL (Colgate-Palmolive Company) are both stocks. Both are in the Consumer Defensive sector — UVV in Tobacco, CL in Household & Personal Products. Over the past 10 years, UVV returned 3.97%/yr vs 4.67%/yr for CL. At a 0.24 correlation, their price movements are largely independent.
Performance
UVV vs. CL - Performance Comparison
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Returns By Period
In the year-to-date period, UVV achieves a 0.93% return, which is significantly lower than CL's 18.17% return. Over the past 10 years, UVV has underperformed CL with an annualized return of 3.97%, while CL has yielded a comparatively higher 4.67% annualized return.
UVV
- 1D
- 0.31%
- 1M
- -3.08%
- 6M
- -2.29%
- YTD
- 0.93%
- 1Y
- -6.12%
- 3Y*
- 7.13%
- 5Y*
- 4.76%
- 10Y*
- 3.97%
CL
- 1D
- 1.35%
- 1M
- 3.19%
- 6M
- 14.61%
- YTD
- 18.17%
- 1Y
- 5.57%
- 3Y*
- 9.51%
- 5Y*
- 4.73%
- 10Y*
- 4.67%
UVV vs. CL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UVV Universal Corporation | 0.93% | 2.27% | -13.39% | 35.79% | 1.82% | 19.59% | -8.96% | 11.08% | 7.79% | -14.79% |
CL Colgate-Palmolive Company | 18.17% | -10.98% | 16.57% | 3.78% | -5.44% | 2.08% | 27.17% | 18.60% | -19.19% | 17.88% |
Correlation
The correlation between UVV and CL is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 1988 | 0.24 |
The correlation between UVV and CL shifts across timeframes, from 0.24 (all time) to 0.39 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
UVV:
$1.29B
CL:
$73.81B
UVV:
$1.94
CL:
$2.59
UVV:
26.55
CL:
35.65
UVV:
0.39
CL:
3.58
UVV:
$2.21B
CL:
$20.80B
UVV:
$412.39M
CL:
$12.49B
UVV:
$212.91M
CL:
$3.92B
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Return for Risk
UVV vs. CL — Risk / Return Rank
UVV
CL
UVV vs. CL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Universal Corporation (UVV) 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.
| UVV | CL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.05 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 0.26 | -0.72 |
| Martin ratioReturn relative to average drawdown | -0.86 | 0.46 | -1.32 |
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Drawdowns
UVV vs. CL - Drawdown Comparison
The maximum UVV drawdown since its inception was -69.75%, which is greater than CL's maximum drawdown of -58.91%. Use the drawdown chart below to compare losses from any high point for UVV and CL.
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Drawdown Indicators
| UVV | CL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.75% | -58.91% | -10.84% |
Max Drawdown (1Y)Largest decline over 1 year | -13.48% | -16.97% | +3.49% |
Max Drawdown (3Y)Largest decline over 3 years | -29.70% | -29.05% | -0.65% |
Max Drawdown (5Y)Largest decline over 5 years | -29.70% | -29.05% | -0.65% |
Max Drawdown (10Y)Largest decline over 10 years | -45.68% | -29.05% | -16.63% |
Current DrawdownCurrent decline from peak | -16.14% | -11.63% | -4.51% |
Average DrawdownAverage peak-to-trough decline | -18.58% | -11.24% | -7.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.37% | 10.04% | -2.67% |
Volatility
UVV vs. CL - Volatility Comparison
The current volatility for Universal Corporation (UVV) is 5.95%, while Colgate-Palmolive Company (CL) has a volatility of 7.00%. This indicates that UVV experiences smaller price fluctuations and is considered to be less risky 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
| UVV | CL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.95% | 7.00% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 19.06% | 17.88% | +1.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.85% | 22.17% | +1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.59% | 18.98% | +5.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.94% | 19.81% | +9.13% |
Dividends
UVV vs. CL - Dividend Comparison
UVV's dividend yield for the trailing twelve months is around 6.35%, more than CL's 2.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CL Colgate-Palmolive Company | 2.27% | 2.61% | 2.18% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% |
UVV Universal Corporation | 6.35% | 6.18% | 5.87% | 4.72% | 5.95% | 5.64% | 6.30% | 5.29% | 4.80% | 4.11% | 3.33% | 3.71% |
Financials
UVV vs. CL - Financials Comparison
This section allows you to compare key financial metrics between Universal Corporation 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
Frequently Asked Questions
UVV and CL have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CL has higher volatility (7.00%) compared to UVV (5.95%). In terms of maximum drawdown, UVV dropped -69.75% vs CL's -58.91%.
CL currently has the higher Sharpe Ratio (0.20 vs -0.26), 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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