Colgate-Palmolive Company

10-Year Study

CL.US · Consumer Defensive · US · Common Stock

Executive Summary: Colgate-Palmolive Company has compounded at 4.1% annually over the last 10 years, with a maximum drawdown of 25.5% and an annualized volatility of 23.0%.

1Y CAGR
-9.0%
3Y CAGR
+6.4%
5Y CAGR
+2.3%
10Y CAGR
+4.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
25.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.07
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.11
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +27.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -19.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202615.09.8-14.0-1.9————————6.5%
2025-4.15.22.8-1.10.8-2.2-7.20.3-4.9-3.04.3-1.7-11.0%
20246.32.84.12.71.14.42.77.4-2.5-9.33.1-5.916.6%
2023-4.8-1.72.56.9-6.83.6-0.4-3.7-3.26.34.91.23.8%
2022-2.9-6.7-1.52.22.31.7-1.1-0.7-10.25.84.91.7-5.4%
2021-8.3-3.64.82.93.8-2.9-1.7-1.9-3.01.4-1.513.82.1%
20207.8-8.4-1.86.52.91.36.02.7-2.72.88.6-0.227.2%
20199.41.84.16.9-4.42.90.73.4-0.9-6.1-1.11.518.6%
2018-1.1-7.13.9-8.5-3.32.74.1-0.90.8-10.56.7-6.3-19.2%
2017-0.713.00.3-1.06.0-2.9-2.1-0.81.7-2.82.84.117.9%
2016———0.9-0.74.02.2-0.1-0.3-3.2-8.60.3-5.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 23.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 35.2% of variance. Idiosyncratic stock-specific factors contribute 17.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110093.138404420808
2016-05-0110020.55023799252
2016-06-0110417.628094395048
2016-07-0110648.370749206542
2016-08-0110635.499999104955
2016-09-0110606.876453329656
2016-10-0110264.98708449764
2016-11-019383.206445757574
2016-12-019413.405271100242
2017-01-019343.394834873108
2017-02-0110558.705120195622
2017-03-0110589.10085548421
2017-04-0110479.08189842669
2017-05-0111107.4752385743
2017-06-0110783.092954025107
2017-07-0110560.835327792405
2017-08-0110478.920790289118
2017-09-0110655.907029864078
2017-10-0110361.526660711634
2017-11-0110655.674318109806
2017-12-0111096.89580420707
2018-01-0110975.581376615333
2018-02-0110196.480324221175
2018-03-0110597.12046055446
2018-04-019700.070350553407
2018-05-019381.845977040299
2018-06-019637.614095887982
2018-07-0110028.963662954615
2018-08-019939.172727614472
2018-09-0110019.97740905893
2018-10-018971.772064206963
2018-11-019569.894975395207
2018-12-018967.243135450772
2019-01-019810.44732569442
2019-02-019990.942142487616
2019-03-0110395.914297631172
2019-04-0111109.730752500309
2019-05-0110625.90511446733
2019-06-0110938.795018536386
2019-07-0111013.03006814874
2019-08-0111383.005955630819
2019-09-0111284.765793520231
2019-10-0110597.7290912964
2019-11-0110477.220204392523
2019-12-0110634.801863842142
2020-01-0111467.12230434759
2020-02-0110501.959253961917
2020-03-0110313.892354702835
2020-04-0110987.968802304204
2020-05-0111310.095572927388
2020-06-0111455.50461753823
2020-07-0112142.863536037205
2020-08-0112466.86990159873
2020-09-0112134.987138200351
2020-10-0112477.127119690815
2020-11-0113544.701242859775
2020-12-0113524.13310396308
2021-01-0112405.219187621167
2021-02-0111959.898394467906
2021-03-0112537.220455005183
2021-04-0112906.89202711629
2021-05-0113399.50700909903
2021-06-0113010.860478562772
2021-07-0112783.483193736114
2021-08-0112534.248904912187
2021-09-0112153.156555937641
2021-10-0112325.399055906311
2021-11-0112136.13279606753
2021-12-0113805.624822109765
2022-01-0113410.5518669748
2022-02-0112515.97208174985
2022-03-0112333.812480868406
2022-04-0112605.745116185819
2022-05-0112893.681159835382
2022-06-0113111.28455098267
2022-07-0112960.791649586221
2022-08-0112873.560543543055
2022-09-0111563.321763382268
2022-10-0112234.390859082292
2022-11-0112837.490221631093
2022-12-0113054.538684748966
2023-01-0112426.378056355625
2023-02-0112221.30529813061
2023-03-0112529.755777964345
2023-04-0113390.073232598977
2023-05-0112480.617796004875
2023-06-0112926.958940696093
2023-07-0112876.961715336241
2023-08-0112405.84571926728
2023-09-0112007.353691434955
2023-10-0112768.195821570947
2023-11-0113388.587457552481
2023-12-0113548.370928215583
2024-01-0114397.034894232505
2024-02-0114793.71893074319
2024-03-0115397.301617704708
2024-04-0115808.198972130082
2024-05-0115987.04690573921
2024-06-0116688.726547577917
2024-07-0117145.50391940297
2024-08-0118409.07504238039
2024-09-0117944.099056443338
2024-10-0116279.225463678169
2024-11-0116786.48338527579
2024-12-0115792.804194539867
2025-01-0115146.850067396903
2025-02-0115927.777012016877
2025-03-0116369.768236993652
2025-04-0116196.057862882653
2025-05-0116327.808517608222
2025-06-0115969.414515127159
2025-07-0114819.191917383745
2025-08-0114858.090582155306
2025-09-0114128.163313528965
2025-10-0113708.709326908102
2025-11-0114302.94774189044
2025-12-0114059.209030648139
2026-01-0116162.72637930942
2026-02-0117746.956398767703
2026-03-0115256.940628071123
2026-04-0114968.736070858939
Annual Return Matrix
YearAnnual Return
20170.1788396955855338
2018-0.1919142710116194
20190.1859611369071621
20200.27168641946631245
20210.02081403044341501
2022-0.054404356705241685
20230.03782839481287392
20240.16566074830812805
2025-0.1097712060845466
20260.06469261807176307
Total Factor Risk
0.2299971071784623
VTI.US Exposure
0.01278081069159709
VEA.US Exposure
0.032439020553673
VWO.US Exposure
-0.0006655894909768488
QQQ.US Exposure
0.000751470644358242
VTV.US Exposure
0.14009990681262535
IJR.US Exposure
-0.018142261019970542
QUAL.US Exposure
0.12521712899979817
SHV.US Exposure
0.3518074740958862
TLT.US Exposure
-0.005523960229669926
LQD.US Exposure
-0.008596347378297758
HYG.US Exposure
0.025319743657174463
GLD.US Exposure
0.0010987940951505946
USO.US Exposure
0.039656264374243515
VNQ.US Exposure
0.077745751011789
BTC-USD.CC Exposure
0.020929682036712846
CPER.US Exposure
-0.0041532022378516125
VIX.INDX Exposure
0.002247770626543041
UUP.US Exposure
0.026958753846496847
TIP.US Exposure
0.004254488554254281
Idiosyncratic Exposure
0.17577430035646407
Value Score
37.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
29
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
23.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →32.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.42%
Market Cap$67.8B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-7.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
15.7% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.33
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Colgate-Palmolive Company a high-risk investment?

Colgate-Palmolive Company (CL.US) has an annualized volatility of 23.0% and experienced a maximum drawdown of 25.5% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of CL.US?

Over the past 10 years, CL.US has generated a Compound Annual Growth Rate (CAGR) of 4.1%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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