CHD vs. BF-B
CHD (Church & Dwight Co., Inc.) and BF-B (Brown-Forman Corporation) are both stocks. Both are in the Consumer Defensive sector — CHD in Household & Personal Products, BF-B in Beverages - Wineries & Distilleries. Over the past 10 years, CHD returned 8.07%/yr vs -2.31%/yr for BF-B. At a 0.26 correlation, their price movements are largely independent.
Performance
CHD vs. BF-B - Performance Comparison
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Returns By Period
In the year-to-date period, CHD achieves a 14.92% return, which is significantly higher than BF-B's 2.70% return. Over the past 10 years, CHD has outperformed BF-B with an annualized return of 8.07%, while BF-B has yielded a comparatively lower -2.31% annualized return.
CHD
- 1D
- -2.09%
- 1M
- 0.13%
- 6M
- 4.57%
- YTD
- 14.92%
- 1Y
- 0.53%
- 3Y*
- 0.38%
- 5Y*
- 3.60%
- 10Y*
- 8.07%
- ALL TIME*
- 13.03%
BF-B
- 1D
- -0.45%
- 1M
- -1.31%
- 6M
- -1.57%
- YTD
- 2.70%
- 1Y
- -4.11%
- 3Y*
- -25.57%
- 5Y*
- -16.26%
- 10Y*
- -2.31%
- ALL TIME*
- 12.69%
CHD vs. BF-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHD Church & Dwight Co., Inc. | 14.92% | -18.91% | 11.96% | 18.72% | -20.41% | 18.89% | 25.46% | 8.36% | 33.23% | 15.33% |
BF-B Brown-Forman Corporation | 2.70% | -29.29% | -32.23% | -11.91% | -8.86% | -6.07% | 18.67% | 43.78% | -10.98% | 55.01% |
Correlation
The correlation between CHD and BF-B is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 1986 | 0.26 |
Fundamentals
CHD:
$22.68B
BF-B:
$12.26B
CHD:
$3.04
BF-B:
$1.71
CHD:
31.51
BF-B:
15.40
CHD:
3.44
BF-B:
19.14
CHD:
3.72
BF-B:
3.18
CHD:
$6.21B
BF-B:
$3.91B
CHD:
$2.80B
BF-B:
$2.32B
CHD:
$1.22B
BF-B:
$1.19B
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Return for Risk
CHD vs. BF-B — Risk / Return Rank
CHD
BF-B
CHD vs. BF-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Church & Dwight Co., Inc. (CHD) and Brown-Forman Corporation (BF-B). 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.
| CHD | BF-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.02 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.03 | -0.16 | +0.19 |
| Martin ratioReturn relative to average drawdown | 0.06 | -0.35 | +0.41 |
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Drawdowns
CHD vs. BF-B - Drawdown Comparison
The maximum CHD drawdown since its inception was -51.52%, smaller than the maximum BF-B drawdown of -68.96%. Use the drawdown chart below to compare losses from any high point for CHD and BF-B.
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Drawdown Indicators
| CHD | BF-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.52% | -68.96% | +17.44% |
Max Drawdown (1Y)Largest decline over 1 year | -16.36% | -25.48% | +9.12% |
Max Drawdown (3Y)Largest decline over 3 years | -27.28% | -65.65% | +38.37% |
Max Drawdown (5Y)Largest decline over 5 years | -31.72% | -68.31% | +36.59% |
Max Drawdown (10Y)Largest decline over 10 years | -31.72% | -68.96% | +37.24% |
Current DrawdownCurrent decline from peak | -14.04% | -63.89% | +49.85% |
Average DrawdownAverage peak-to-trough decline | -12.01% | -11.74% | -0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.19% | 11.86% | -2.67% |
Volatility
CHD vs. BF-B - Volatility Comparison
The current volatility for Church & Dwight Co., Inc. (CHD) is 7.63%, while Brown-Forman Corporation (BF-B) has a volatility of 10.49%. This indicates that CHD experiences smaller price fluctuations and is considered to be less risky than BF-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHD | BF-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.63% | 10.49% | -2.86% |
Volatility (6M)Calculated over the trailing 6-month period | 16.56% | 31.54% | -14.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.85% | 38.70% | -15.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.85% | 30.26% | -9.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.92% | 28.20% | -6.28% |
Dividends
CHD vs. BF-B - Dividend Comparison
CHD's dividend yield for the trailing twelve months is around 1.26%, less than BF-B's 3.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BF-B Brown-Forman Corporation | 3.50% | 3.49% | 2.32% | 1.46% | 1.17% | 2.37% | 0.88% | 0.99% | 3.10% | 1.09% | 1.54% | 1.29% |
CHD Church & Dwight Co., Inc. | 1.26% | 1.41% | 1.08% | 1.15% | 1.30% | 0.99% | 1.10% | 1.29% | 1.32% | 1.51% | 1.61% | 1.58% |
Financials
CHD vs. BF-B - Financials Comparison
This section allows you to compare key financial metrics between Church & Dwight Co., Inc. and Brown-Forman Corporation. 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
CHD vs. BF-B - Profitability Comparison
CHD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Church & Dwight Co., Inc. reported a gross profit of 681.40M and revenue of 1.47B. Therefore, the gross margin over that period was 46.4%.
BF-B - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Brown-Forman Corporation reported a gross profit of 640.00M and revenue of 1.06B. Therefore, the gross margin over that period was 60.6%.
CHD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Church & Dwight Co., Inc. reported an operating income of 291.00M and revenue of 1.47B, resulting in an operating margin of 19.8%.
BF-B - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Brown-Forman Corporation reported an operating income of 343.00M and revenue of 1.06B, resulting in an operating margin of 32.5%.
CHD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Church & Dwight Co., Inc. reported a net income of 216.30M and revenue of 1.47B, resulting in a net margin of 14.7%.
BF-B - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Brown-Forman Corporation reported a net income of 267.00M and revenue of 1.06B, resulting in a net margin of 25.3%.
Frequently Asked Questions
CHD and BF-B have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BF-B has higher volatility (10.49%) compared to CHD (7.63%). In terms of maximum drawdown, CHD dropped -51.52% vs BF-B's -68.96%.
CHD currently has the higher Sharpe Ratio (0.02 vs -0.11), 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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