CHD vs. PEP
CHD (Church & Dwight Co., Inc.) and PEP (PepsiCo, Inc.) are both stocks. Both are in the Consumer Defensive sector — CHD in Household & Personal Products, PEP in Beverages - Non-Alcoholic. Over the past 10 years, CHD returned 8.07%/yr vs 6.34%/yr for PEP. At a 0.27 correlation, their price movements are largely independent.
Performance
CHD vs. PEP - Performance Comparison
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Returns By Period
In the year-to-date period, CHD achieves a 14.44% return, which is significantly higher than PEP's -0.06% return. Over the past 10 years, CHD has outperformed PEP with an annualized return of 8.07%, while PEP has yielded a comparatively lower 6.34% annualized return.
CHD
- 1D
- -1.44%
- 1M
- 2.38%
- YTD
- 14.44%
- 6M
- 17.59%
- 1Y
- -2.50%
- 3Y*
- 1.65%
- 5Y*
- 3.66%
- 10Y*
- 8.07%
PEP
- 1D
- -0.87%
- 1M
- -8.06%
- YTD
- -0.06%
- 6M
- -1.51%
- 1Y
- 12.47%
- 3Y*
- -5.03%
- 5Y*
- 2.44%
- 10Y*
- 6.34%
CHD vs. PEP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHD Church & Dwight Co., Inc. | 14.44% | -18.91% | 11.96% | 18.72% | -20.41% | 18.89% | 25.46% | 8.36% | 33.23% | 15.33% |
PEP PepsiCo, Inc. | -0.06% | -1.85% | -7.60% | -3.29% | 6.78% | 20.56% | 11.67% | 27.38% | -4.81% | 17.82% |
Correlation
The correlation between CHD and PEP is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Mar 7, 1986 | 0.27 |
Over the past year, CHD and PEP have become more correlated (0.48) than their long-term average of 0.27, meaning their price movements have been converging.
Fundamentals
CHD:
$22.70B
PEP:
$192.87B
CHD:
$3.02
PEP:
$6.37
CHD:
31.57
PEP:
22.07
CHD:
3.45
PEP:
7.64
CHD:
3.73
PEP:
2.02
CHD:
5.42
PEP:
9.02
CHD:
$6.21B
PEP:
$95.45B
CHD:
$2.80B
PEP:
$51.60B
CHD:
$1.22B
PEP:
$15.08B
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Return for Risk
CHD vs. PEP — Risk / Return Rank
CHD
PEP
CHD vs. PEP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Church & Dwight Co., Inc. (CHD) and PepsiCo, Inc. (PEP). 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.
| CHD | PEP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.12 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 0.77 | -0.91 |
| Martin ratioReturn relative to average drawdown | -0.26 | 2.04 | -2.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CHD | PEP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.11 | 0.58 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.13 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.32 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.38 | +0.13 |
Drawdowns
CHD vs. PEP - Drawdown Comparison
The maximum CHD drawdown since its inception was -51.52%, smaller than the maximum PEP drawdown of -73.92%. Use the drawdown chart below to compare losses from any high point for CHD and PEP.
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Drawdown Indicators
| CHD | PEP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.52% | -73.92% | +22.40% |
Max Drawdown (1Y)Largest decline over 1 year | -17.41% | -16.25% | -1.16% |
Max Drawdown (3Y)Largest decline over 3 years | -27.28% | -29.17% | +1.89% |
Max Drawdown (5Y)Largest decline over 5 years | -31.72% | -30.32% | -1.40% |
Max Drawdown (10Y)Largest decline over 10 years | -31.72% | -30.32% | -1.40% |
Current DrawdownCurrent decline from peak | -14.39% | -19.80% | +5.41% |
Average DrawdownAverage peak-to-trough decline | -12.01% | -13.65% | +1.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.51% | 6.12% | +3.39% |
Volatility
CHD vs. PEP - Volatility Comparison
Church & Dwight Co., Inc. (CHD) has a higher volatility of 8.06% compared to PepsiCo, Inc. (PEP) at 6.35%. This indicates that CHD's price experiences larger fluctuations and is considered to be riskier than PEP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHD | PEP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.06% | 6.35% | +1.71% |
Volatility (6M)Calculated over the trailing 6-month period | 16.21% | 14.92% | +1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.90% | 21.77% | +0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.64% | 18.38% | +2.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.84% | 19.67% | +2.17% |
Dividends
CHD vs. PEP - Dividend Comparison
CHD's dividend yield for the trailing twelve months is around 1.26%, less than PEP's 4.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PEP PepsiCo, Inc. | 4.09% | 3.92% | 3.51% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% |
Financials
CHD vs. PEP - Financials Comparison
This section allows you to compare key financial metrics between Church & Dwight Co., Inc. and PepsiCo, 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.
Total Revenue: Total amount of money received from sales and other business activities
CHD vs. PEP - 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%.
PEP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, PepsiCo, Inc. reported a gross profit of 10.73B and revenue of 19.44B. Therefore, the gross margin over that period was 55.2%.
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%.
PEP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, PepsiCo, Inc. reported an operating income of 3.21B and revenue of 19.44B, resulting in an operating margin of 16.5%.
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%.
PEP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, PepsiCo, Inc. reported a net income of 2.34B and revenue of 19.44B, resulting in a net margin of 12.0%.
Frequently Asked Questions
CHD and PEP have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHD has higher volatility (8.06%) compared to PEP (6.35%). In terms of maximum drawdown, CHD dropped -51.52% vs PEP's -73.92%.
PEP currently has the higher Sharpe Ratio (0.58 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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