CHD vs. TTWO
CHD (Church & Dwight Co., Inc.) and TTWO (Take-Two Interactive Software, Inc.) are both stocks. CHD operates in Household & Personal Products (Consumer Defensive), while TTWO operates in Electronic Gaming & Multimedia (Communication Services). Over the past 10 years, CHD returned 8.34%/yr vs 18.63%/yr for TTWO. At a 0.14 correlation, their price movements are largely independent.
Performance
CHD vs. TTWO - Performance Comparison
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Returns By Period
In the year-to-date period, CHD achieves a 17.09% return, which is significantly higher than TTWO's -17.29% return. Over the past 10 years, CHD has underperformed TTWO with an annualized return of 8.34%, while TTWO has yielded a comparatively higher 18.63% annualized return.
CHD
- 1D
- 0.49%
- 1M
- 3.73%
- YTD
- 17.09%
- 6M
- 16.04%
- 1Y
- 1.80%
- 3Y*
- 2.12%
- 5Y*
- 4.10%
- 10Y*
- 8.34%
TTWO
- 1D
- -0.16%
- 1M
- -12.66%
- YTD
- -17.29%
- 6M
- -12.31%
- 1Y
- -8.03%
- 3Y*
- 15.77%
- 5Y*
- 2.58%
- 10Y*
- 18.63%
CHD vs. TTWO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHD Church & Dwight Co., Inc. | 17.09% | -18.91% | 11.96% | 18.72% | -20.41% | 18.89% | 25.46% | 8.36% | 33.23% | 15.33% |
TTWO Take-Two Interactive Software, Inc. | -17.29% | 39.09% | 14.37% | 54.57% | -41.41% | -14.47% | 69.72% | 18.93% | -6.23% | 122.72% |
Correlation
The correlation between CHD and TTWO is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 1997 | 0.14 |
The correlation between CHD and TTWO shifts across timeframes, from -0.10 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.
Fundamentals
CHD:
$23.23B
TTWO:
$39.24B
CHD:
$3.02
TTWO:
-$1.62
CHD:
3.82
TTWO:
5.84
CHD:
5.55
TTWO:
11.18
CHD:
$6.21B
TTWO:
$6.66B
CHD:
$2.80B
TTWO:
$3.81B
CHD:
$1.22B
TTWO:
$850.50M
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Return for Risk
CHD vs. TTWO — Risk / Return Rank
CHD
TTWO
CHD vs. TTWO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Church & Dwight Co., Inc. (CHD) and Take-Two Interactive Software, Inc. (TTWO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CHD | TTWO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 0.96 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.01 | -0.35 | +0.34 |
| Martin ratioReturn relative to average drawdown | -0.03 | -0.76 | +0.73 |
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Drawdowns
CHD vs. TTWO - Drawdown Comparison
The maximum CHD drawdown since its inception was -51.52%, smaller than the maximum TTWO drawdown of -80.85%. Use the drawdown chart below to compare losses from any high point for CHD and TTWO.
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Drawdown Indicators
| CHD | TTWO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.52% | -80.85% | +29.33% |
Max Drawdown (1Y)Largest decline over 1 year | -17.18% | -27.68% | +10.50% |
Max Drawdown (3Y)Largest decline over 3 years | -27.28% | -27.68% | +0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -31.72% | -51.50% | +19.78% |
Max Drawdown (10Y)Largest decline over 10 years | -31.72% | -56.14% | +24.42% |
Current DrawdownCurrent decline from peak | -12.41% | -19.27% | +6.86% |
Average DrawdownAverage peak-to-trough decline | -12.01% | -27.79% | +15.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.41% | 12.81% | -3.40% |
Volatility
CHD vs. TTWO - Volatility Comparison
The current volatility for Church & Dwight Co., Inc. (CHD) is 7.00%, while Take-Two Interactive Software, Inc. (TTWO) has a volatility of 10.33%. This indicates that CHD experiences smaller price fluctuations and is considered to be less risky than TTWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHD | TTWO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.00% | 10.33% | -3.33% |
Volatility (6M)Calculated over the trailing 6-month period | 15.90% | 23.93% | -8.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.99% | 29.37% | -7.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.65% | 32.30% | -11.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.85% | 34.03% | -12.18% |
Dividends
CHD vs. TTWO - Dividend Comparison
CHD's dividend yield for the trailing twelve months is around 1.24%, while TTWO has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHD Church & Dwight Co., Inc. | 1.24% | 1.41% | 1.08% | 1.15% | 1.30% | 0.99% | 1.10% | 1.29% | 1.32% | 1.51% | 1.61% | 1.58% |
TTWO Take-Two Interactive Software, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
CHD vs. TTWO - Financials Comparison
This section allows you to compare key financial metrics between Church & Dwight Co., Inc. and Take-Two Interactive Software, 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. TTWO - 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%.
TTWO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Take-Two Interactive Software, Inc. reported a gross profit of 938.70M and revenue of 1.68B. Therefore, the gross margin over that period was 55.9%.
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%.
TTWO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Take-Two Interactive Software, Inc. reported an operating income of 14.40M and revenue of 1.68B, resulting in an operating margin of 0.9%.
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%.
TTWO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Take-Two Interactive Software, Inc. reported a net income of -59.50M and revenue of 1.68B, resulting in a net margin of -3.5%.
Frequently Asked Questions
CHD and TTWO have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TTWO has higher volatility (10.33%) compared to CHD (7.00%). In terms of maximum drawdown, CHD dropped -51.52% vs TTWO's -80.85%.
CHD currently has the higher Sharpe Ratio (-0.01 vs -0.33), 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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