CHD vs. SPY
Compare and contrast key facts about Church & Dwight Co., Inc. (CHD) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHD or SPY.
Performance
CHD vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, CHD achieves a 19.00% return, which is significantly lower than SPY's 25.41% return. Both investments have delivered pretty close results over the past 10 years, with CHD having a 13.10% annualized return and SPY not far behind at 13.07%.
CHD
19.00%
7.38%
4.28%
21.23%
11.42%
13.10%
SPY
25.41%
1.18%
12.15%
32.04%
15.51%
13.07%
Key characteristics
| CHD | SPY | |
|---|---|---|
| Sharpe Ratio | 1.36 | 2.62 |
| Sortino Ratio | 1.92 | 3.50 |
| Omega Ratio | 1.24 | 1.49 |
| Calmar Ratio | 2.13 | 3.78 |
| Martin Ratio | 5.15 | 17.00 |
| Ulcer Index | 4.47% | 1.87% |
| Daily Std Dev | 16.93% | 12.14% |
| Max Drawdown | -51.52% | -55.19% |
| Current Drawdown | 0.00% | -1.38% |
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Correlation
The correlation between CHD and SPY 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.
Risk-Adjusted Performance
CHD vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Church & Dwight Co., Inc. (CHD) and SPDR S&P 500 ETF (SPY). 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.
Dividends
CHD vs. SPY - Dividend Comparison
CHD's dividend yield for the trailing twelve months is around 1.02%, less than SPY's 1.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHD Church & Dwight Co., Inc. | 1.02% | 1.15% | 1.31% | 0.99% | 1.10% | 1.30% | 1.33% | 1.51% | 1.61% | 1.58% | 1.57% | 1.69% |
SPY SPDR S&P 500 ETF | 1.19% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
CHD vs. SPY - Drawdown Comparison
The maximum CHD drawdown since its inception was -51.52%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CHD and SPY. For additional features, visit the drawdowns tool.
Volatility
CHD vs. SPY - Volatility Comparison
Church & Dwight Co., Inc. (CHD) has a higher volatility of 6.47% compared to SPDR S&P 500 ETF (SPY) at 4.09%. This indicates that CHD's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.