CHD vs. XLP
Compare and contrast key facts about Church & Dwight Co., Inc. (CHD) and Consumer Staples Select Sector SPDR Fund (XLP).
XLP is a passively managed fund by State Street that tracks the performance of the Consumer Staples Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHD or XLP.
Performance
CHD vs. XLP - Performance Comparison
Returns By Period
In the year-to-date period, CHD achieves a 20.02% return, which is significantly higher than XLP's 14.87% return. Over the past 10 years, CHD has outperformed XLP with an annualized return of 13.20%, while XLP has yielded a comparatively lower 8.14% annualized return.
CHD
20.02%
9.60%
6.06%
20.61%
11.60%
13.20%
XLP
14.87%
-1.12%
6.81%
18.84%
8.62%
8.14%
Key characteristics
| CHD | XLP | |
|---|---|---|
| Sharpe Ratio | 1.32 | 1.94 |
| Sortino Ratio | 1.87 | 2.77 |
| Omega Ratio | 1.24 | 1.33 |
| Calmar Ratio | 2.06 | 2.04 |
| Martin Ratio | 4.98 | 11.40 |
| Ulcer Index | 4.47% | 1.73% |
| Daily Std Dev | 16.89% | 10.18% |
| Max Drawdown | -51.52% | -35.89% |
| Current Drawdown | 0.00% | -3.25% |
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Correlation
The correlation between CHD and XLP is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
CHD vs. XLP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Church & Dwight Co., Inc. (CHD) and Consumer Staples Select Sector SPDR Fund (XLP). 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. XLP - Dividend Comparison
CHD's dividend yield for the trailing twelve months is around 1.01%, less than XLP's 2.60% 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% |
XLP Consumer Staples Select Sector SPDR Fund | 2.60% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.53% | 2.40% | 2.39% |
Drawdowns
CHD vs. XLP - Drawdown Comparison
The maximum CHD drawdown since its inception was -51.52%, which is greater than XLP's maximum drawdown of -35.89%. Use the drawdown chart below to compare losses from any high point for CHD and XLP. For additional features, visit the drawdowns tool.
Volatility
CHD vs. XLP - Volatility Comparison
Church & Dwight Co., Inc. (CHD) has a higher volatility of 6.46% compared to Consumer Staples Select Sector SPDR Fund (XLP) at 3.16%. This indicates that CHD's price experiences larger fluctuations and is considered to be riskier than XLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.