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

Correlation

The correlation between CHD and NWL is 0.23, 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. NWL - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%AugustSeptemberOctoberNovemberDecember2025
7.02%
63.14%
CHD
NWL

Key characteristics

Sharpe Ratio

CHD:

0.60

NWL:

0.44

Sortino Ratio

CHD:

0.96

NWL:

1.37

Omega Ratio

CHD:

1.12

NWL:

1.17

Calmar Ratio

CHD:

0.95

NWL:

0.34

Martin Ratio

CHD:

2.10

NWL:

1.98

Ulcer Index

CHD:

4.87%

NWL:

14.85%

Daily Std Dev

CHD:

16.98%

NWL:

66.35%

Max Drawdown

CHD:

-51.52%

NWL:

-88.10%

Current Drawdown

CHD:

-4.98%

NWL:

-74.46%

Fundamentals

Market Cap

CHD:

$26.08B

NWL:

$4.23B

EPS

CHD:

$2.24

NWL:

-$0.60

PEG Ratio

CHD:

3.67

NWL:

1.42

Total Revenue (TTM)

CHD:

$4.53B

NWL:

$5.63B

Gross Profit (TTM)

CHD:

$2.05B

NWL:

$1.90B

EBITDA (TTM)

CHD:

$720.00M

NWL:

$358.00M

Returns By Period

In the year-to-date period, CHD achieves a 1.86% return, which is significantly higher than NWL's 1.61% return. Over the past 10 years, CHD has outperformed NWL with an annualized return of 11.56%, while NWL has yielded a comparatively lower -8.99% annualized return.


CHD

YTD

1.86%

1M

0.53%

6M

7.02%

1Y

10.47%

5Y*

9.80%

10Y*

11.56%

NWL

YTD

1.61%

1M

1.00%

6M

60.34%

1Y

28.73%

5Y*

-8.95%

10Y*

-8.99%

*Annualized

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Risk-Adjusted Performance

CHD vs. NWL — 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 6565
Overall Rank
The Sharpe Ratio Rank of CHD is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of CHD is 5858
Sortino Ratio Rank
The Omega Ratio Rank of CHD is 5555
Omega Ratio Rank
The Calmar Ratio Rank of CHD is 7878
Calmar Ratio Rank
The Martin Ratio Rank of CHD is 6767
Martin Ratio Rank

NWL
The Risk-Adjusted Performance Rank of NWL is 6464
Overall Rank
The Sharpe Ratio Rank of NWL is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of NWL is 6868
Sortino Ratio Rank
The Omega Ratio Rank of NWL is 6565
Omega Ratio Rank
The Calmar Ratio Rank of NWL is 6161
Calmar Ratio Rank
The Martin Ratio Rank of NWL is 6666
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. NWL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Church & Dwight Co., Inc. (CHD) and Newell Brands Inc. (NWL). 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 0.60, compared to the broader market-2.000.002.004.000.600.46
The chart of Sortino ratio for CHD, currently valued at 0.96, compared to the broader market-4.00-2.000.002.004.006.000.961.40
The chart of Omega ratio for CHD, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.17
The chart of Calmar ratio for CHD, currently valued at 0.95, compared to the broader market0.002.004.006.000.950.36
The chart of Martin ratio for CHD, currently valued at 2.10, compared to the broader market-10.000.0010.0020.0030.002.102.06
CHD
NWL

The current CHD Sharpe Ratio is 0.60, which is higher than the NWL Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of CHD and NWL, 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-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
0.60
0.46
CHD
NWL

Dividends

CHD vs. NWL - Dividend Comparison

CHD's dividend yield for the trailing twelve months is around 1.07%, less than NWL's 2.77% yield.


TTM20242023202220212020201920182017201620152014
CHD
Church & Dwight Co., Inc.
1.07%1.08%1.15%1.31%0.99%1.10%1.30%1.33%1.51%1.61%1.58%1.57%
NWL
Newell Brands Inc.
2.77%2.81%5.07%7.03%4.21%4.33%4.79%4.95%2.85%1.70%1.72%1.73%

Drawdowns

CHD vs. NWL - Drawdown Comparison

The maximum CHD drawdown since its inception was -51.52%, smaller than the maximum NWL drawdown of -88.10%. Use the drawdown chart below to compare losses from any high point for CHD and NWL. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.98%
-74.46%
CHD
NWL

Volatility

CHD vs. NWL - Volatility Comparison

The current volatility for Church & Dwight Co., Inc. (CHD) is 5.94%, while Newell Brands Inc. (NWL) has a volatility of 6.92%. This indicates that CHD experiences smaller price fluctuations and is considered to be less risky than NWL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
5.94%
6.92%
CHD
NWL

Financials

CHD vs. NWL - Financials Comparison

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