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CHD vs. ABR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CHD and ABR is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

CHD vs. ABR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Church & Dwight Co., Inc. (CHD) and Arbor Realty Trust, Inc. (ABR). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-2.06%
3.52%
CHD
ABR

Key characteristics

Sharpe Ratio

CHD:

1.07

ABR:

0.01

Sortino Ratio

CHD:

1.58

ABR:

0.26

Omega Ratio

CHD:

1.19

ABR:

1.04

Calmar Ratio

CHD:

1.60

ABR:

0.02

Martin Ratio

CHD:

3.85

ABR:

0.04

Ulcer Index

CHD:

4.50%

ABR:

12.42%

Daily Std Dev

CHD:

16.24%

ABR:

36.40%

Max Drawdown

CHD:

-51.52%

ABR:

-97.75%

Current Drawdown

CHD:

-5.48%

ABR:

-9.56%

Fundamentals

Market Cap

CHD:

$25.92B

ABR:

$2.68B

EPS

CHD:

$2.23

ABR:

$1.33

PE Ratio

CHD:

47.44

ABR:

10.69

PEG Ratio

CHD:

3.65

ABR:

1.20

Total Revenue (TTM)

CHD:

$6.05B

ABR:

$1.51B

Gross Profit (TTM)

CHD:

$2.70B

ABR:

$659.29M

EBITDA (TTM)

CHD:

$987.10M

ABR:

$414.72M

Returns By Period

In the year-to-date period, CHD achieves a 13.45% return, which is significantly higher than ABR's 2.49% return. Over the past 10 years, CHD has underperformed ABR with an annualized return of 11.69%, while ABR has yielded a comparatively higher 18.30% annualized return.


CHD

YTD

13.45%

1M

-4.66%

6M

-2.06%

1Y

16.87%

5Y*

9.89%

10Y*

11.69%

ABR

YTD

2.49%

1M

-5.82%

6M

3.52%

1Y

-2.95%

5Y*

9.72%

10Y*

18.30%

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Risk-Adjusted Performance

CHD vs. ABR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Church & Dwight Co., Inc. (CHD) and Arbor Realty Trust, Inc. (ABR). 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.


Sharpe ratio
The chart of Sharpe ratio for CHD, currently valued at 1.07, compared to the broader market-4.00-2.000.002.001.070.01
The chart of Sortino ratio for CHD, currently valued at 1.58, compared to the broader market-4.00-2.000.002.004.001.580.26
The chart of Omega ratio for CHD, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.04
The chart of Calmar ratio for CHD, currently valued at 1.60, compared to the broader market0.002.004.006.001.600.02
The chart of Martin ratio for CHD, currently valued at 3.85, compared to the broader market-5.000.005.0010.0015.0020.0025.003.850.04
CHD
ABR

The current CHD Sharpe Ratio is 1.07, which is higher than the ABR Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of CHD and ABR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.00JulyAugustSeptemberOctoberNovemberDecember
1.07
0.01
CHD
ABR

Dividends

CHD vs. ABR - Dividend Comparison

CHD's dividend yield for the trailing twelve months is around 1.07%, less than ABR's 12.50% yield.


TTM20232022202120202019201820172016201520142013
CHD
Church & Dwight Co., Inc.
1.07%1.15%1.31%0.99%1.10%1.30%1.33%1.51%1.61%1.58%1.57%1.69%
ABR
Arbor Realty Trust, Inc.
12.50%11.07%11.68%7.53%8.67%7.94%10.03%8.33%8.31%8.11%7.68%7.51%

Drawdowns

CHD vs. ABR - Drawdown Comparison

The maximum CHD drawdown since its inception was -51.52%, smaller than the maximum ABR drawdown of -97.75%. Use the drawdown chart below to compare losses from any high point for CHD and ABR. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.48%
-9.56%
CHD
ABR

Volatility

CHD vs. ABR - Volatility Comparison

The current volatility for Church & Dwight Co., Inc. (CHD) is 3.62%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 5.81%. This indicates that CHD experiences smaller price fluctuations and is considered to be less risky than ABR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
3.62%
5.81%
CHD
ABR

Financials

CHD vs. ABR - Financials Comparison

This section allows you to compare key financial metrics between Church & Dwight Co., Inc. and Arbor Realty Trust, Inc.. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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