CHD vs. BMY
CHD (Church & Dwight Co., Inc.) and BMY (Bristol-Myers Squibb Company) are both stocks. CHD operates in Household & Personal Products (Consumer Defensive), while BMY operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, CHD returned 8.34%/yr vs 1.00%/yr for BMY. At a 0.21 correlation, their price movements are largely independent.
Performance
CHD vs. BMY - Performance Comparison
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Returns By Period
In the year-to-date period, CHD achieves a 17.09% return, which is significantly higher than BMY's 8.27% return. Over the past 10 years, CHD has outperformed BMY with an annualized return of 8.34%, while BMY has yielded a comparatively lower 1.00% annualized return.
CHD
- 1D
- 0.49%
- 1M
- 3.73%
- YTD
- 17.09%
- 6M
- 16.04%
- 1Y
- 1.80%
- 3Y*
- 2.12%
- 5Y*
- 4.10%
- 10Y*
- 8.34%
BMY
- 1D
- 0.40%
- 1M
- 0.23%
- YTD
- 8.27%
- 6M
- 11.43%
- 1Y
- 20.57%
- 3Y*
- 0.45%
- 5Y*
- 0.73%
- 10Y*
- 1.00%
CHD vs. BMY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHD Church & Dwight Co., Inc. | 17.09% | -18.91% | 11.96% | 18.72% | -20.41% | 18.89% | 25.46% | 8.36% | 33.23% | 15.33% |
BMY Bristol-Myers Squibb Company | 8.27% | 0.11% | 15.81% | -26.14% | 18.98% | 2.88% | 0.41% | 27.74% | -12.90% | 7.71% |
Correlation
The correlation between CHD and BMY is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 1986 | 0.21 |
Fundamentals
CHD:
$23.23B
BMY:
$116.75B
CHD:
$3.02
BMY:
$3.57
CHD:
32.30
BMY:
16.02
CHD:
3.53
BMY:
0.91
CHD:
3.82
BMY:
2.40
CHD:
5.55
BMY:
5.82
CHD:
$6.21B
BMY:
$48.48B
CHD:
$2.80B
BMY:
$33.33B
CHD:
$1.22B
BMY:
$13.34B
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Return for Risk
CHD vs. BMY — Risk / Return Rank
CHD
BMY
CHD vs. BMY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Church & Dwight Co., Inc. (CHD) and Bristol-Myers Squibb Company (BMY). 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 | BMY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.14 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.01 | 1.53 | -1.54 |
| Martin ratioReturn relative to average drawdown | -0.03 | 3.32 | -3.35 |
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Drawdowns
CHD vs. BMY - Drawdown Comparison
The maximum CHD drawdown since its inception was -51.52%, smaller than the maximum BMY drawdown of -72.03%. Use the drawdown chart below to compare losses from any high point for CHD and BMY.
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Drawdown Indicators
| CHD | BMY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.52% | -72.03% | +20.51% |
Max Drawdown (1Y)Largest decline over 1 year | -17.18% | -12.05% | -5.13% |
Max Drawdown (3Y)Largest decline over 3 years | -27.28% | -36.85% | +9.57% |
Max Drawdown (5Y)Largest decline over 5 years | -31.72% | -47.67% | +15.95% |
Max Drawdown (10Y)Largest decline over 10 years | -31.72% | -47.67% | +15.95% |
Current DrawdownCurrent decline from peak | -12.41% | -17.79% | +5.38% |
Average DrawdownAverage peak-to-trough decline | -12.01% | -22.38% | +10.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.41% | 6.34% | +3.07% |
Volatility
CHD vs. BMY - Volatility Comparison
The current volatility for Church & Dwight Co., Inc. (CHD) is 7.00%, while Bristol-Myers Squibb Company (BMY) has a volatility of 8.22%. This indicates that CHD experiences smaller price fluctuations and is considered to be less risky than BMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHD | BMY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.00% | 8.22% | -1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 15.90% | 18.18% | -2.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.99% | 27.08% | -5.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.65% | 24.02% | -3.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.85% | 25.29% | -3.44% |
Dividends
CHD vs. BMY - Dividend Comparison
CHD's dividend yield for the trailing twelve months is around 1.24%, less than BMY's 4.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BMY Bristol-Myers Squibb Company | 4.38% | 4.60% | 4.24% | 4.44% | 3.00% | 2.36% | 3.69% | 2.55% | 3.08% | 2.55% | 1.95% | 2.17% |
CHD Church & Dwight Co., Inc. | 1.24% | 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. BMY - Financials Comparison
This section allows you to compare key financial metrics between Church & Dwight Co., Inc. and Bristol-Myers Squibb Company. 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. BMY - Profitability Comparison
CHD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.
BMY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Bristol-Myers Squibb Company reported a gross profit of 8.07B and revenue of 11.49B. Therefore, the gross margin over that period was 70.2%.
CHD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 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%.
BMY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Bristol-Myers Squibb Company reported an operating income of 3.27B and revenue of 11.49B, resulting in an operating margin of 28.5%.
CHD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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%.
BMY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Bristol-Myers Squibb Company reported a net income of 2.68B and revenue of 11.49B, resulting in a net margin of 23.3%.
Frequently Asked Questions
CHD and BMY have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BMY has higher volatility (8.22%) compared to CHD (7.00%). In terms of maximum drawdown, CHD dropped -51.52% vs BMY's -72.03%.
BMY currently has the higher Sharpe Ratio (0.68 vs -0.01), 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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