CLX vs. BF-B
CLX (The Clorox Company) and BF-B (Brown-Forman Corporation) are both stocks. Both are in the Consumer Defensive sector — CLX in Household & Personal Products, BF-B in Beverages - Wineries & Distilleries. Over the past 10 years, CLX returned -0.20%/yr vs -1.85%/yr for BF-B. At a 0.33 correlation, their price movements are largely independent.
Performance
CLX vs. BF-B - Performance Comparison
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Returns By Period
In the year-to-date period, CLX achieves a -1.69% return, which is significantly lower than BF-B's 5.51% return. Over the past 10 years, CLX has outperformed BF-B with an annualized return of -0.20%, while BF-B has yielded a comparatively lower -1.85% 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%
BF-B
- 1D
- 1.24%
- 1M
- 4.15%
- YTD
- 5.51%
- 6M
- -10.61%
- 1Y
- 2.34%
- 3Y*
- -23.61%
- 5Y*
- -16.79%
- 10Y*
- -1.85%
CLX vs. BF-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CLX The Clorox Company | -1.69% | -35.59% | 17.72% | 4.99% | -17.00% | -11.50% | 34.46% | 2.23% | 6.55% | 27.14% |
BF-B Brown-Forman Corporation | 5.51% | -29.29% | -32.23% | -11.91% | -8.86% | -6.07% | 18.67% | 43.78% | -10.98% | 55.01% |
Correlation
The correlation between CLX and BF-B is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Sep 7, 1984 | 0.33 |
Fundamentals
CLX:
$6.17
BF-B:
$1.71
CLX:
15.70
BF-B:
15.82
CLX:
0.36
BF-B:
19.66
CLX:
1.76
BF-B:
3.27
CLX:
$6.76B
BF-B:
$3.91B
CLX:
$2.96B
BF-B:
$2.32B
CLX:
$1.45B
BF-B:
$1.19B
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Return for Risk
CLX vs. BF-B — Risk / Return Rank
CLX
BF-B
CLX vs. BF-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Clorox Company (CLX) and Brown-Forman Corporation (BF-B). 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.
| CLX | BF-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -1.24 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.05 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.65 | 0.09 | -0.75 |
| Martin ratioReturn relative to average drawdown | -1.33 | 0.21 | -1.54 |
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Drawdowns
CLX vs. BF-B - Drawdown Comparison
The maximum CLX drawdown since its inception was -56.34%, smaller than the maximum BF-B drawdown of -68.96%. Use the drawdown chart below to compare losses from any high point for CLX and BF-B.
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Drawdown Indicators
| CLX | BF-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.34% | -68.96% | +12.62% |
Max Drawdown (1Y)Largest decline over 1 year | -31.52% | -25.48% | -6.04% |
Max Drawdown (3Y)Largest decline over 3 years | -46.11% | -65.65% | +19.54% |
Max Drawdown (5Y)Largest decline over 5 years | -46.11% | -68.31% | +22.20% |
Max Drawdown (10Y)Largest decline over 10 years | -56.34% | -68.96% | +12.62% |
Current DrawdownCurrent decline from peak | -50.92% | -62.90% | +11.98% |
Average DrawdownAverage peak-to-trough decline | -13.43% | -11.62% | -1.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.49% | 11.15% | +4.34% |
Volatility
CLX vs. BF-B - Volatility Comparison
The Clorox Company (CLX) has a higher volatility of 10.45% compared to Brown-Forman Corporation (BF-B) at 7.06%. This indicates that CLX's price experiences larger fluctuations and is considered to be riskier than BF-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CLX | BF-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.45% | 7.06% | +3.39% |
Volatility (6M)Calculated over the trailing 6-month period | 23.46% | 31.18% | -7.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.17% | 38.27% | -10.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.09% | 29.83% | -3.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.51% | 28.01% | -3.50% |
Dividends
CLX vs. BF-B - Dividend Comparison
CLX's dividend yield for the trailing twelve months is around 5.12%, more than BF-B's 3.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BF-B Brown-Forman Corporation | 3.40% | 3.49% | 2.32% | 1.46% | 1.17% | 2.37% | 0.88% | 0.99% | 3.10% | 1.09% | 1.54% | 1.29% |
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. BF-B - Financials Comparison
This section allows you to compare key financial metrics between The Clorox Company and Brown-Forman Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
CLX vs. BF-B - Profitability Comparison
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%.
BF-B - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Brown-Forman Corporation reported a gross profit of 640.00M and revenue of 1.06B. Therefore, the gross margin over that period was 60.6%.
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%.
BF-B - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Brown-Forman Corporation reported an operating income of 343.00M and revenue of 1.06B, resulting in an operating margin of 32.5%.
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%.
BF-B - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Brown-Forman Corporation reported a net income of 267.00M and revenue of 1.06B, resulting in a net margin of 25.3%.
Frequently Asked Questions
CLX and BF-B have a correlation of 0.42, 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 BF-B (7.06%). In terms of maximum drawdown, CLX dropped -56.34% vs BF-B's -68.96%.
BF-B currently has the higher Sharpe Ratio (0.06 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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