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

Correlation

The correlation between CHD and HOLX is 0.32, 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.


Performance

CHD vs. HOLX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

CHD:

-0.19

HOLX:

-0.46

Sortino Ratio

CHD:

-0.31

HOLX:

-0.61

Omega Ratio

CHD:

0.96

HOLX:

0.92

Calmar Ratio

CHD:

-0.35

HOLX:

-0.37

Martin Ratio

CHD:

-0.92

HOLX:

-0.87

Ulcer Index

CHD:

7.40%

HOLX:

16.89%

Daily Std Dev

CHD:

21.01%

HOLX:

28.37%

Max Drawdown

CHD:

-51.52%

HOLX:

-93.75%

Current Drawdown

CHD:

-13.03%

HOLX:

-28.23%

Fundamentals

Market Cap

CHD:

$24.13B

HOLX:

$14.20B

EPS

CHD:

$2.33

HOLX:

$2.44

PE Ratio

CHD:

42.04

HOLX:

26.11

PEG Ratio

CHD:

2.48

HOLX:

1.42

PS Ratio

CHD:

3.97

HOLX:

3.53

PB Ratio

CHD:

5.30

HOLX:

3.07

Total Revenue (TTM)

CHD:

$6.07B

HOLX:

$4.03B

Gross Profit (TTM)

CHD:

$2.73B

HOLX:

$2.08B

EBITDA (TTM)

CHD:

$1.06B

HOLX:

$1.02B

Returns By Period

In the year-to-date period, CHD achieves a -5.72% return, which is significantly higher than HOLX's -12.72% return. Over the past 10 years, CHD has outperformed HOLX with an annualized return of 10.24%, while HOLX has yielded a comparatively lower 5.70% annualized return.


CHD

YTD

-5.72%

1M

-0.56%

6M

-10.54%

1Y

-3.92%

3Y*

4.02%

5Y*

6.73%

10Y*

10.24%

HOLX

YTD

-12.72%

1M

7.81%

6M

-20.80%

1Y

-13.08%

3Y*

-6.70%

5Y*

3.49%

10Y*

5.70%

*Annualized

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Church & Dwight Co., Inc.

Hologic, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

CHD vs. HOLX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CHD
The Risk-Adjusted Performance Rank of CHD is 3030
Overall Rank
The Sharpe Ratio Rank of CHD is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of CHD is 2626
Sortino Ratio Rank
The Omega Ratio Rank of CHD is 2727
Omega Ratio Rank
The Calmar Ratio Rank of CHD is 2727
Calmar Ratio Rank
The Martin Ratio Rank of CHD is 2828
Martin Ratio Rank

HOLX
The Risk-Adjusted Performance Rank of HOLX is 2424
Overall Rank
The Sharpe Ratio Rank of HOLX is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of HOLX is 2020
Sortino Ratio Rank
The Omega Ratio Rank of HOLX is 1919
Omega Ratio Rank
The Calmar Ratio Rank of HOLX is 2727
Calmar Ratio Rank
The Martin Ratio Rank of HOLX is 3030
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CHD vs. HOLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Church & Dwight Co., Inc. (CHD) and Hologic, Inc. (HOLX). 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.


The current CHD Sharpe Ratio is -0.19, which is higher than the HOLX Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of CHD and HOLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

CHD vs. HOLX - Dividend Comparison

CHD's dividend yield for the trailing twelve months is around 1.18%, while HOLX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
CHD
Church & Dwight Co., Inc.
1.18%1.08%1.15%1.30%0.99%1.10%1.29%1.32%1.51%1.61%1.58%1.57%
HOLX
Hologic, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CHD vs. HOLX - Drawdown Comparison

The maximum CHD drawdown since its inception was -51.52%, smaller than the maximum HOLX drawdown of -93.75%. Use the drawdown chart below to compare losses from any high point for CHD and HOLX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CHD vs. HOLX - Volatility Comparison

The current volatility for Church & Dwight Co., Inc. (CHD) is 9.37%, while Hologic, Inc. (HOLX) has a volatility of 17.64%. This indicates that CHD experiences smaller price fluctuations and is considered to be less risky than HOLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

CHD vs. HOLX - Financials Comparison

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


800.00M1.00B1.20B1.40B1.60B20212022202320242025
1.47B
1.01B
(CHD) Total Revenue
(HOLX) Total Revenue
Values in USD except per share items

CHD vs. HOLX - Profitability Comparison

The chart below illustrates the profitability comparison between Church & Dwight Co., Inc. and Hologic, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%20212022202320242025
45.0%
38.0%
(CHD) Gross Margin
(HOLX) Gross Margin
CHD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Church & Dwight Co., Inc. reported a gross profit of 659.60M and revenue of 1.47B. Therefore, the gross margin over that period was 45.0%.

HOLX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Hologic, Inc. reported a gross profit of 382.00M and revenue of 1.01B. Therefore, the gross margin over that period was 38.0%.

CHD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Church & Dwight Co., Inc. reported an operating income of 295.30M and revenue of 1.47B, resulting in an operating margin of 20.1%.

HOLX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Hologic, Inc. reported an operating income of -7.00M and revenue of 1.01B, resulting in an operating margin of -0.7%.

CHD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Church & Dwight Co., Inc. reported a net income of 220.10M and revenue of 1.47B, resulting in a net margin of 15.0%.

HOLX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Hologic, Inc. reported a net income of -17.40M and revenue of 1.01B, resulting in a net margin of -1.7%.