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

Key characteristics


CHDPG
YTD Return13.17%14.38%
1Y Return14.90%15.99%
3Y Return (Ann)8.14%8.95%
5Y Return (Ann)8.62%11.95%
10Y Return (Ann)13.61%10.59%
Sharpe Ratio0.861.09
Daily Std Dev16.94%13.76%
Max Drawdown-51.52%-54.23%
Current Drawdown-1.10%-1.70%

Fundamentals


CHDPG
Market Cap$26.01B$395.65B
EPS$3.16$6.12
PE Ratio33.6727.39
PEG Ratio3.783.28
Revenue (TTM)$5.94B$84.06B
Gross Profit (TTM)$2.25B$39.25B
EBITDA (TTM)$1.27B$24.22B

Correlation

-0.50.00.51.00.3

The correlation between CHD and PG 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. PG - Performance Comparison

In the year-to-date period, CHD achieves a 13.17% return, which is significantly lower than PG's 14.38% return. Over the past 10 years, CHD has outperformed PG with an annualized return of 13.61%, while PG has yielded a comparatively lower 10.59% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%50,000.00%100,000.00%150,000.00%December2024FebruaryMarchAprilMay
167,490.55%
12,441.87%
CHD
PG

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Church & Dwight Co., Inc.

The Procter & Gamble Company

Risk-Adjusted Performance

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.


CHD
Sharpe ratio
The chart of Sharpe ratio for CHD, currently valued at 0.86, compared to the broader market-2.00-1.000.001.002.003.004.000.86
Sortino ratio
The chart of Sortino ratio for CHD, currently valued at 1.17, compared to the broader market-4.00-2.000.002.004.006.001.17
Omega ratio
The chart of Omega ratio for CHD, currently valued at 1.16, compared to the broader market0.501.001.502.001.16
Calmar ratio
The chart of Calmar ratio for CHD, currently valued at 0.92, compared to the broader market0.002.004.006.000.92
Martin ratio
The chart of Martin ratio for CHD, currently valued at 2.83, compared to the broader market-10.000.0010.0020.0030.002.83
PG
Sharpe ratio
The chart of Sharpe ratio for PG, currently valued at 1.09, compared to the broader market-2.00-1.000.001.002.003.004.001.09
Sortino ratio
The chart of Sortino ratio for PG, currently valued at 1.63, compared to the broader market-4.00-2.000.002.004.006.001.63
Omega ratio
The chart of Omega ratio for PG, currently valued at 1.21, compared to the broader market0.501.001.502.001.21
Calmar ratio
The chart of Calmar ratio for PG, currently valued at 1.43, compared to the broader market0.002.004.006.001.43
Martin ratio
The chart of Martin ratio for PG, currently valued at 4.40, compared to the broader market-10.000.0010.0020.0030.004.40

CHD vs. PG - Sharpe Ratio Comparison

The current CHD Sharpe Ratio is 0.86, which roughly equals the PG Sharpe Ratio of 1.09. The chart below compares the 12-month rolling Sharpe Ratio of CHD and PG.


Rolling 12-month Sharpe Ratio0.000.501.001.50December2024FebruaryMarchAprilMay
0.86
1.09
CHD
PG

Dividends

CHD vs. PG - Dividend Comparison

CHD's dividend yield for the trailing twelve months is around 1.05%, less than PG's 2.31% yield.


TTM20232022202120202019201820172016201520142013
CHD
Church & Dwight Co., Inc.
1.05%1.15%1.30%0.99%1.10%1.29%1.32%1.51%1.61%1.58%1.57%1.69%
PG
The Procter & Gamble Company
2.31%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%2.78%2.91%

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-1.10%
-1.70%
CHD
PG

Volatility

CHD vs. PG - Volatility Comparison

Church & Dwight Co., Inc. (CHD) has a higher volatility of 2.98% compared to The Procter & Gamble Company (PG) at 2.66%. This indicates that CHD's price experiences larger fluctuations and is considered to be riskier than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%December2024FebruaryMarchAprilMay
2.98%
2.66%
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