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CHD vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


CHDVOO
YTD Return13.41%9.19%
1Y Return11.97%27.28%
3Y Return (Ann)8.23%8.68%
5Y Return (Ann)9.35%14.46%
10Y Return (Ann)13.68%12.76%
Sharpe Ratio0.642.36
Daily Std Dev17.05%11.57%
Max Drawdown-51.52%-33.99%
Current Drawdown-0.89%-1.24%

Correlation

-0.50.00.51.00.4

The correlation between CHD and VOO is 0.36, 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. VOO - Performance Comparison

In the year-to-date period, CHD achieves a 13.41% return, which is significantly higher than VOO's 9.19% return. Over the past 10 years, CHD has outperformed VOO with an annualized return of 13.68%, while VOO has yielded a comparatively lower 12.76% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


400.00%450.00%500.00%550.00%600.00%650.00%700.00%750.00%December2024FebruaryMarchAprilMay
725.79%
509.05%
CHD
VOO

Compare stocks, funds, or ETFs

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


Church & Dwight Co., Inc.

Vanguard S&P 500 ETF

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.


CHD
Sharpe ratio
The chart of Sharpe ratio for CHD, currently valued at 0.64, compared to the broader market-2.00-1.000.001.002.003.004.000.64
Sortino ratio
The chart of Sortino ratio for CHD, currently valued at 0.91, compared to the broader market-4.00-2.000.002.004.006.000.91
Omega ratio
The chart of Omega ratio for CHD, currently valued at 1.12, compared to the broader market0.501.001.502.001.12
Calmar ratio
The chart of Calmar ratio for CHD, currently valued at 0.69, compared to the broader market0.002.004.006.000.69
Martin ratio
The chart of Martin ratio for CHD, currently valued at 2.09, compared to the broader market-10.000.0010.0020.0030.002.09
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.36, compared to the broader market-2.00-1.000.001.002.003.004.002.36
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.35, compared to the broader market-4.00-2.000.002.004.006.003.35
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.41, compared to the broader market0.501.001.502.001.41
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.21, compared to the broader market0.002.004.006.002.21
Martin ratio
The chart of Martin ratio for VOO, currently valued at 9.42, compared to the broader market-10.000.0010.0020.0030.009.42

CHD vs. VOO - Sharpe Ratio Comparison

The current CHD Sharpe Ratio is 0.64, which is lower than the VOO Sharpe Ratio of 2.36. The chart below compares the 12-month rolling Sharpe Ratio of CHD and VOO.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00December2024FebruaryMarchAprilMay
0.64
2.36
CHD
VOO

Dividends

CHD vs. VOO - Dividend Comparison

CHD's dividend yield for the trailing twelve months is around 1.03%, less than VOO's 1.35% yield.


TTM20232022202120202019201820172016201520142013
CHD
Church & Dwight Co., Inc.
1.03%1.15%1.30%0.99%1.10%1.29%1.32%1.51%1.61%1.58%1.57%1.69%
VOO
Vanguard S&P 500 ETF
1.35%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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-0.89%
-1.24%
CHD
VOO

Volatility

CHD vs. VOO - Volatility Comparison

Church & Dwight Co., Inc. (CHD) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.95% and 4.07%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%December2024FebruaryMarchAprilMay
3.95%
4.07%
CHD
VOO