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CLX vs. BDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CLX vs. BDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Clorox Company (CLX) and Becton, Dickinson and Company (BDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CLX achieves a -1.69% return, which is significantly higher than BDX's -2.86% return. Over the past 10 years, CLX has underperformed BDX with an annualized return of -0.20%, while BDX has yielded a comparatively higher 2.80% annualized return.


CLX

1D
-1.51%
1M
5.24%
YTD
-1.69%
6M
-4.70%
1Y
-20.50%
3Y*
-11.57%
5Y*
-8.21%
10Y*
-0.20%

BDX

1D
-0.75%
1M
2.14%
YTD
-2.86%
6M
-6.16%
1Y
9.24%
3Y*
-7.76%
5Y*
-3.03%
10Y*
2.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CLX vs. BDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CLX
The Clorox Company
-1.69%-35.59%17.72%4.99%-17.00%-11.50%34.46%2.23%6.55%27.14%
BDX
Becton, Dickinson and Company
-2.86%-12.61%-5.38%-2.67%5.08%1.88%-6.75%22.20%6.61%31.24%

Correlation

The correlation between CLX and BDX is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.33

Correlation (10Y)
Calculated over the trailing 10-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Jan 2, 1987

0.27

The correlation between CLX and BDX shifts across timeframes, from 0.26 (10 years) to 0.40 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CLX:

$11.79B

BDX:

$41.04B

EPS

CLX:

$6.17

BDX:

$3.99

PE Ratio

CLX:

15.70

BDX:

36.67

PS Ratio

CLX:

1.76

BDX:

1.95

Total Revenue (TTM)

CLX:

$6.76B

BDX:

$21.37B

Gross Profit (TTM)

CLX:

$2.96B

BDX:

$9.93B

EBITDA (TTM)

CLX:

$1.45B

BDX:

$4.16B

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Return for Risk

CLX vs. BDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CLX
CLX Risk / Return Rank: 1414
Overall Rank
CLX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
CLX Sortino Ratio Rank: 1414
Sortino Ratio Rank
CLX Omega Ratio Rank: 1515
Omega Ratio Rank
CLX Calmar Ratio Rank: 1919
Calmar Ratio Rank
CLX Martin Ratio Rank: 1111
Martin Ratio Rank

BDX
BDX Risk / Return Rank: 5252
Overall Rank
BDX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
BDX Sortino Ratio Rank: 5252
Sortino Ratio Rank
BDX Omega Ratio Rank: 4848
Omega Ratio Rank
BDX Calmar Ratio Rank: 5353
Calmar Ratio Rank
BDX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CLX vs. BDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Clorox Company (CLX) and Becton, Dickinson and Company (BDX). 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.


CLXBDXDifference
Sharpe ratioReturn per unit of total volatility

-1.10

Sortino ratioReturn per unit of downside risk

-1.69

Omega ratioGain probability vs. loss probability

0.89

1.09

-0.19

Calmar ratioReturn relative to maximum drawdown

-0.65

0.41

-1.06

Martin ratioReturn relative to average drawdown

-1.33

0.94

-2.27

CLX vs. BDX - Sharpe Ratio Comparison

The current CLX Sharpe Ratio is -0.73, which is lower than the BDX Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of CLX and BDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CLX vs. BDX - Drawdown Comparison

The maximum CLX drawdown since its inception was -56.34%, which is greater than BDX's maximum drawdown of -51.17%. Use the drawdown chart below to compare losses from any high point for CLX and BDX.


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Drawdown Indicators


CLXBDXDifference

Max Drawdown

Largest peak-to-trough decline

-56.34%

-51.17%

-5.17%

Max Drawdown (1Y)

Largest decline over 1 year

-31.52%

-22.73%

-8.79%

Max Drawdown (3Y)

Largest decline over 3 years

-46.11%

-40.06%

-6.05%

Max Drawdown (5Y)

Largest decline over 5 years

-46.11%

-40.06%

-6.05%

Max Drawdown (10Y)

Largest decline over 10 years

-56.34%

-40.06%

-16.28%

Current Drawdown

Current decline from peak

-50.92%

-30.41%

-20.51%

Average Drawdown

Average peak-to-trough decline

-13.43%

-11.58%

-1.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.49%

9.82%

+5.67%

Volatility

CLX vs. BDX - Volatility Comparison

The Clorox Company (CLX) has a higher volatility of 10.45% compared to Becton, Dickinson and Company (BDX) at 6.32%. This indicates that CLX's price experiences larger fluctuations and is considered to be riskier than BDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CLXBDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.45%

6.32%

+4.13%

Volatility (6M)

Calculated over the trailing 6-month period

23.46%

17.91%

+5.55%

Volatility (1Y)

Calculated over the trailing 1-year period

28.17%

25.20%

+2.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.09%

23.31%

+2.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.51%

23.59%

+0.92%

Dividends

CLX vs. BDX - Dividend Comparison

CLX's dividend yield for the trailing twelve months is around 5.12%, more than BDX's 2.56% yield.


PositionTTM20252024202320222021202020192018201720162015
BDX
Becton, Dickinson and Company
2.56%2.15%1.71%1.51%1.38%1.34%1.28%1.14%1.34%1.37%1.64%1.60%
CLX
The Clorox Company
5.12%4.88%2.98%3.34%3.33%2.60%2.15%2.63%2.41%2.21%2.62%2.38%

Financials

CLX vs. BDX - Financials Comparison

This section allows you to compare key financial metrics between The Clorox Company and Becton, Dickinson and Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


1.00B2.00B3.00B4.00B5.00B6.00B20222023202420252026
1.67B
4.71B
(CLX) Total Revenue
(BDX) Total Revenue
Values in USD except per share items

CLX vs. BDX - Profitability Comparison

The chart below illustrates the profitability comparison between The Clorox Company and Becton, Dickinson and Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

35.0%40.0%45.0%20222023202420252026
43.2%
45.7%
Portfolio components
CLX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Clorox Company reported a gross profit of 722.00M and revenue of 1.67B. Therefore, the gross margin over that period was 43.2%.

BDX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Becton, Dickinson and Company reported a gross profit of 2.15B and revenue of 4.71B. Therefore, the gross margin over that period was 45.7%.

CLX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Clorox Company reported an operating income of 466.00M and revenue of 1.67B, resulting in an operating margin of 27.9%.

BDX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Becton, Dickinson and Company reported an operating income of 94.00M and revenue of 4.71B, resulting in an operating margin of 2.0%.

CLX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Clorox Company reported a net income of 187.00M and revenue of 1.67B, resulting in a net margin of 11.2%.

BDX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Becton, Dickinson and Company reported a net income of -311.00M and revenue of 4.71B, resulting in a net margin of -6.6%.


Frequently Asked Questions


CLX and BDX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CLX has higher volatility (10.45%) compared to BDX (6.32%). In terms of maximum drawdown, CLX dropped -56.34% vs BDX's -51.17%.

BDX currently has the higher Sharpe Ratio (0.37 vs -0.73), 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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