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

Performance

CHD vs. CLX - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
5.15%
30.09%
CHD
CLX

Returns By Period

In the year-to-date period, CHD achieves a 19.00% return, which is significantly lower than CLX's 21.81% return. Over the past 10 years, CHD has outperformed CLX with an annualized return of 13.10%, while CLX has yielded a comparatively lower 8.30% annualized return.


CHD

YTD

19.00%

1M

7.38%

6M

4.28%

1Y

21.23%

5Y (annualized)

11.42%

10Y (annualized)

13.10%

CLX

YTD

21.81%

1M

5.59%

6M

27.42%

1Y

24.64%

5Y (annualized)

5.82%

10Y (annualized)

8.30%

Fundamentals


CHDCLX
Market Cap$27.27B$20.80B
EPS$2.23$2.88
PE Ratio49.9158.35
PEG Ratio3.820.79
Total Revenue (TTM)$6.05B$7.47B
Gross Profit (TTM)$2.70B$3.32B
EBITDA (TTM)$987.10M$877.00M

Key characteristics


CHDCLX
Sharpe Ratio1.361.31
Sortino Ratio1.922.03
Omega Ratio1.241.25
Calmar Ratio2.130.67
Martin Ratio5.153.52
Ulcer Index4.47%7.60%
Daily Std Dev16.93%20.37%
Max Drawdown-51.52%-54.12%
Current Drawdown0.00%-19.81%

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Correlation

-0.50.00.51.00.4

The correlation between CHD and CLX is 0.35, 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.

Risk-Adjusted Performance

CHD vs. CLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Church & Dwight Co., Inc. (CHD) and The Clorox Company (CLX). 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 1.36, compared to the broader market-4.00-2.000.002.004.001.361.31
The chart of Sortino ratio for CHD, currently valued at 1.92, compared to the broader market-4.00-2.000.002.004.001.922.03
The chart of Omega ratio for CHD, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.25
The chart of Calmar ratio for CHD, currently valued at 2.13, compared to the broader market0.002.004.006.002.130.67
The chart of Martin ratio for CHD, currently valued at 5.15, compared to the broader market-10.000.0010.0020.0030.005.153.52
CHD
CLX

The current CHD Sharpe Ratio is 1.36, which is comparable to the CLX Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of CHD and CLX, 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 Ratio-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.36
1.31
CHD
CLX

Dividends

CHD vs. CLX - Dividend Comparison

CHD's dividend yield for the trailing twelve months is around 1.02%, less than CLX's 2.88% yield.


TTM20232022202120202019201820172016201520142013
CHD
Church & Dwight Co., Inc.
1.02%1.15%1.31%0.99%1.10%1.30%1.33%1.51%1.61%1.58%1.57%1.69%
CLX
The Clorox Company
2.88%3.34%3.33%2.60%2.15%2.63%2.41%2.21%2.62%2.38%2.78%2.91%

Drawdowns

CHD vs. CLX - Drawdown Comparison

The maximum CHD drawdown since its inception was -51.52%, roughly equal to the maximum CLX drawdown of -54.12%. Use the drawdown chart below to compare losses from any high point for CHD and CLX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-19.81%
CHD
CLX

Volatility

CHD vs. CLX - Volatility Comparison

Church & Dwight Co., Inc. (CHD) has a higher volatility of 6.47% compared to The Clorox Company (CLX) at 4.11%. This indicates that CHD's price experiences larger fluctuations and is considered to be riskier than CLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
6.47%
4.11%
CHD
CLX

Financials

CHD vs. CLX - Financials Comparison

This section allows you to compare key financial metrics between Church & Dwight Co., Inc. and The Clorox 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items