CHD vs. VOO
Compare and contrast key facts about Church & Dwight Co., Inc. (CHD) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHD or VOO.
Performance
CHD vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, CHD achieves a 20.02% return, which is significantly lower than VOO's 26.16% return. Both investments have delivered pretty close results over the past 10 years, with CHD having a 13.20% annualized return and VOO not far behind at 13.18%.
CHD
20.02%
9.60%
6.06%
20.61%
11.60%
13.20%
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| CHD | VOO | |
|---|---|---|
| Sharpe Ratio | 1.32 | 2.70 |
| Sortino Ratio | 1.87 | 3.60 |
| Omega Ratio | 1.24 | 1.50 |
| Calmar Ratio | 2.06 | 3.90 |
| Martin Ratio | 4.98 | 17.65 |
| Ulcer Index | 4.47% | 1.86% |
| Daily Std Dev | 16.89% | 12.19% |
| Max Drawdown | -51.52% | -33.99% |
| Current Drawdown | 0.00% | -0.86% |
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Correlation
The correlation between CHD and VOO is 0.35, 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Church & Dwight Co., Inc. (CHD) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
CHD's dividend yield for the trailing twelve months is around 1.01%, less than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHD Church & Dwight Co., Inc. | 1.01% | 1.15% | 1.31% | 0.99% | 1.10% | 1.30% | 1.33% | 1.51% | 1.61% | 1.58% | 1.57% | 1.69% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
CHD vs. VOO - Drawdown Comparison
The maximum CHD drawdown since its inception was -51.52%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CHD and VOO. For additional features, visit the drawdowns tool.
Volatility
CHD vs. VOO - Volatility Comparison
Church & Dwight Co., Inc. (CHD) has a higher volatility of 6.46% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that CHD's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.