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

Correlation

The correlation between CHD and PG is 0.33, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

CHD vs. PG - Performance Comparison

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

5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%30,000.00%35,000.00%40,000.00%NovemberDecember2025FebruaryMarchApril
35,300.94%
10,508.94%
CHD
PG

Key characteristics

Sharpe Ratio

CHD:

0.27

PG:

0.62

Sortino Ratio

CHD:

0.51

PG:

0.91

Omega Ratio

CHD:

1.06

PG:

1.13

Calmar Ratio

CHD:

0.47

PG:

0.95

Martin Ratio

CHD:

0.94

PG:

2.45

Ulcer Index

CHD:

5.40%

PG:

4.54%

Daily Std Dev

CHD:

18.90%

PG:

18.03%

Max Drawdown

CHD:

-51.52%

PG:

-54.23%

Current Drawdown

CHD:

-7.18%

PG:

-5.68%

Fundamentals

Market Cap

CHD:

$25.86B

PG:

$395.04B

EPS

CHD:

$2.36

PG:

$6.27

PE Ratio

CHD:

44.52

PG:

26.87

PEG Ratio

CHD:

2.51

PG:

3.38

PS Ratio

CHD:

4.23

PG:

4.68

PB Ratio

CHD:

5.93

PG:

7.87

Total Revenue (TTM)

CHD:

$4.60B

PG:

$64.15B

Gross Profit (TTM)

CHD:

$2.07B

PG:

$32.96B

EBITDA (TTM)

CHD:

$618.40M

PG:

$17.75B

Returns By Period

In the year-to-date period, CHD achieves a 0.62% return, which is significantly lower than PG's 1.10% return. Both investments have delivered pretty close results over the past 10 years, with CHD having a 10.96% annualized return and PG not far behind at 10.47%.


CHD

YTD

0.62%

1M

-3.69%

6M

1.23%

1Y

4.57%

5Y*

8.94%

10Y*

10.96%

PG

YTD

1.10%

1M

0.30%

6M

-1.77%

1Y

11.05%

5Y*

9.46%

10Y*

10.47%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CHD vs. PG — 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 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of CHD is 5757
Sortino Ratio Rank
The Omega Ratio Rank of CHD is 5555
Omega Ratio Rank
The Calmar Ratio Rank of CHD is 7676
Calmar Ratio Rank
The Martin Ratio Rank of CHD is 6868
Martin Ratio Rank

PG
The Risk-Adjusted Performance Rank of PG is 7676
Overall Rank
The Sharpe Ratio Rank of PG is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of PG is 6868
Sortino Ratio Rank
The Omega Ratio Rank of PG is 6868
Omega Ratio Rank
The Calmar Ratio Rank of PG is 8686
Calmar Ratio Rank
The Martin Ratio Rank of PG is 7878
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. PG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Church & Dwight Co., Inc. (CHD) and The Procter & Gamble Company (PG). 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 0.27, compared to the broader market-2.00-1.000.001.002.003.00
CHD: 0.27
PG: 0.62
The chart of Sortino ratio for CHD, currently valued at 0.51, compared to the broader market-6.00-4.00-2.000.002.004.00
CHD: 0.51
PG: 0.91
The chart of Omega ratio for CHD, currently valued at 1.06, compared to the broader market0.501.001.502.00
CHD: 1.06
PG: 1.13
The chart of Calmar ratio for CHD, currently valued at 0.47, compared to the broader market0.001.002.003.004.00
CHD: 0.47
PG: 0.95
The chart of Martin ratio for CHD, currently valued at 0.94, compared to the broader market-5.000.005.0010.0015.0020.00
CHD: 0.94
PG: 2.45

The current CHD Sharpe Ratio is 0.27, which is lower than the PG Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of CHD and PG, 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 Ratio0.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.27
0.62
CHD
PG

Dividends

CHD vs. PG - Dividend Comparison

CHD's dividend yield for the trailing twelve months is around 1.09%, less than PG's 2.39% yield.


TTM20242023202220212020201920182017201620152014
CHD
Church & Dwight Co., Inc.
1.09%1.08%1.15%1.31%0.99%1.10%1.30%1.33%1.51%1.61%1.58%1.57%
PG
The Procter & Gamble Company
2.39%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.32%2.78%

Drawdowns

CHD vs. PG - Drawdown Comparison

The maximum CHD drawdown since its inception was -51.52%, roughly equal to the maximum PG drawdown of -54.23%. Use the drawdown chart below to compare losses from any high point for CHD and PG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.18%
-5.68%
CHD
PG

Volatility

CHD vs. PG - Volatility Comparison

Church & Dwight Co., Inc. (CHD) and The Procter & Gamble Company (PG) have volatilities of 7.78% and 8.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
7.78%
8.13%
CHD
PG

Financials

CHD vs. PG - Financials Comparison

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