CHD vs. XLP
Compare and contrast key facts about Church & Dwight Co., Inc. (CHD) and State Street Consumer Staples Select Sector SPDR ETF (XLP).
XLP is a passively managed fund by State Street that tracks the performance of the S&P Consumer Staples Select Sector. It was launched on Dec 16, 1998.
Performance
CHD vs. XLP - Performance Comparison
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CHD vs. XLP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHD Church & Dwight Co., Inc. | 11.64% | -18.91% | 11.96% | 18.72% | -20.41% | 18.89% | 25.46% | 8.36% | 33.23% | 15.33% |
XLP State Street Consumer Staples Select Sector SPDR ETF | 6.13% | 1.52% | 12.20% | -0.82% | -0.81% | 17.20% | 10.11% | 27.43% | -8.07% | 12.98% |
Returns By Period
In the year-to-date period, CHD achieves a 11.64% return, which is significantly higher than XLP's 6.13% return. Over the past 10 years, CHD has outperformed XLP with an annualized return of 8.54%, while XLP has yielded a comparatively lower 7.17% annualized return.
CHD
- 1D
- -0.63%
- 1M
- -11.01%
- YTD
- 11.64%
- 6M
- 7.19%
- 1Y
- -14.13%
- 3Y*
- 3.03%
- 5Y*
- 2.73%
- 10Y*
- 8.54%
XLP
- 1D
- 0.12%
- 1M
- -8.41%
- YTD
- 6.13%
- 6M
- 6.04%
- 1Y
- 3.16%
- 3Y*
- 5.99%
- 5Y*
- 6.59%
- 10Y*
- 7.17%
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Return for Risk
CHD vs. XLP — Risk / Return Rank
CHD
XLP
CHD vs. XLP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Church & Dwight Co., Inc. (CHD) and State Street Consumer Staples Select Sector SPDR ETF (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.
| CHD | XLP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.63 | 0.23 | -0.86 |
Sortino ratioReturn per unit of downside risk | -0.77 | 0.42 | -1.20 |
Omega ratioGain probability vs. loss probability | 0.91 | 1.05 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | -0.52 | 0.49 | -1.01 |
Martin ratioReturn relative to average drawdown | -0.83 | 1.19 | -2.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CHD | XLP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.63 | 0.23 | -0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 0.50 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.49 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.44 | +0.07 |
Correlation
The correlation between CHD and XLP is 0.50, 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.
Dividends
CHD vs. XLP - Dividend Comparison
CHD's dividend yield for the trailing twelve months is around 1.28%, less than XLP's 2.65% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHD Church & Dwight Co., Inc. | 1.28% | 1.41% | 1.08% | 1.15% | 1.30% | 0.99% | 1.10% | 1.29% | 1.32% | 1.51% | 1.61% | 1.58% |
XLP State Street Consumer Staples Select Sector SPDR ETF | 2.65% | 2.75% | 2.77% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.52% |
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 -35.90%. Use the drawdown chart below to compare losses from any high point for CHD and XLP.
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Drawdown Indicators
| CHD | XLP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.52% | -35.90% | -15.62% |
Max Drawdown (1Y)Largest decline over 1 year | -25.68% | -9.69% | -15.99% |
Max Drawdown (5Y)Largest decline over 5 years | -31.72% | -16.30% | -15.42% |
Max Drawdown (10Y)Largest decline over 10 years | -31.72% | -24.51% | -7.21% |
Current DrawdownCurrent decline from peak | -16.49% | -8.41% | -8.08% |
Average DrawdownAverage peak-to-trough decline | -11.99% | -7.06% | -4.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.17% | 4.03% | +12.14% |
Volatility
CHD vs. XLP - Volatility Comparison
Church & Dwight Co., Inc. (CHD) has a higher volatility of 4.82% compared to State Street Consumer Staples Select Sector SPDR ETF (XLP) at 3.93%. 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.
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Volatility by Period
| CHD | XLP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 3.93% | +0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 15.84% | 9.34% | +6.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.56% | 13.90% | +8.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.35% | 13.14% | +7.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.67% | 14.69% | +6.98% |