Colgate-Palmolive Company (CL) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Colgate-Palmolive Company (CL): 1Y return 10.2%, Sharpe ratio 0.53, volatility 22.2%, 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: 0.3%, Sharpe: 4.20, Volatility: 6.0%, Max Drawdown: -0.2%
- YTD
- Return: 16.1%, Sharpe: 1.02, Volatility: 23.7%, Max Drawdown: -17.0%
- 1Y
- Return: 10.2%, Sharpe: 0.53, Volatility: 22.2%, Max Drawdown: -17.0%
- 5Y
- Return: 30.3%, Sharpe: 0.37, Volatility: 18.7%, Max Drawdown: -29.0%
- 10Y
- Return: 52.3%, Sharpe: 0.31, Volatility: 19.6%, 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.