Colgate-Palmolive Company (CL) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Colgate-Palmolive Company (CL): 1Y return 6.7%, Sharpe ratio 0.40, volatility 21.7%, max drawdown -17.0%. A Stock in the Equity asset class. Compare CL with other assets and invest through your own broker with pfolio.
Colgate-Palmolive Company (CL) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
CL Performance
- MTD
- Return: 1.7%, Sharpe: 1.75, Volatility: 28.7%, Max Drawdown: -4.3%
- YTD
- Return: 19.4%, Sharpe: 1.45, Volatility: 24.5%, Max Drawdown: -17.0%
- 1Y
- Return: 6.7%, Sharpe: 0.40, Volatility: 21.7%, Max Drawdown: -17.0%
- 5Y
- Return: 27.0%, Sharpe: 0.34, Volatility: 18.6%, Max Drawdown: -29.0%
- 10Y
- Return: 58.4%, Sharpe: 0.33, Volatility: 19.4%, Max Drawdown: -29.0%
Frequently Asked Questions
- What is Colgate-Palmolive Company (CL)?
- Colgate-Palmolive Company (CL) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does CL compare to other assets?
- You can compare CL with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in CL through pfolio?
- pfolio helps you build diversified portfolios that may include CL. You invest through your own broker — pfolio provides the analytics.